Trading Metrics calculated at close of trading on 04-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,412.00 |
1,409.00 |
-3.00 |
-0.2% |
1,393.75 |
High |
1,414.25 |
1,409.00 |
-5.25 |
-0.4% |
1,419.75 |
Low |
1,399.50 |
1,388.50 |
-11.00 |
-0.8% |
1,386.25 |
Close |
1,408.75 |
1,393.25 |
-15.50 |
-1.1% |
1,403.25 |
Range |
14.75 |
20.50 |
5.75 |
39.0% |
33.50 |
ATR |
15.12 |
15.51 |
0.38 |
2.5% |
0.00 |
Volume |
1,673,086 |
1,826,283 |
153,197 |
9.2% |
7,903,072 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.50 |
1,446.25 |
1,404.50 |
|
R3 |
1,438.00 |
1,425.75 |
1,399.00 |
|
R2 |
1,417.50 |
1,417.50 |
1,397.00 |
|
R1 |
1,405.25 |
1,405.25 |
1,395.25 |
1,401.00 |
PP |
1,397.00 |
1,397.00 |
1,397.00 |
1,394.75 |
S1 |
1,384.75 |
1,384.75 |
1,391.25 |
1,380.50 |
S2 |
1,376.50 |
1,376.50 |
1,389.50 |
|
S3 |
1,356.00 |
1,364.25 |
1,387.50 |
|
S4 |
1,335.50 |
1,343.75 |
1,382.00 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.50 |
1,487.00 |
1,421.75 |
|
R3 |
1,470.00 |
1,453.50 |
1,412.50 |
|
R2 |
1,436.50 |
1,436.50 |
1,409.50 |
|
R1 |
1,420.00 |
1,420.00 |
1,406.25 |
1,428.25 |
PP |
1,403.00 |
1,403.00 |
1,403.00 |
1,407.25 |
S1 |
1,386.50 |
1,386.50 |
1,400.25 |
1,394.75 |
S2 |
1,369.50 |
1,369.50 |
1,397.00 |
|
S3 |
1,336.00 |
1,353.00 |
1,394.00 |
|
S4 |
1,302.50 |
1,319.50 |
1,384.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,417.75 |
1,386.25 |
31.50 |
2.3% |
16.50 |
1.2% |
22% |
False |
False |
1,732,171 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
17.25 |
1.2% |
32% |
False |
False |
1,636,226 |
20 |
1,419.75 |
1,344.75 |
75.00 |
5.4% |
15.00 |
1.1% |
65% |
False |
False |
1,691,979 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.6% |
14.50 |
1.0% |
71% |
False |
False |
857,654 |
60 |
1,419.75 |
1,267.50 |
152.25 |
10.9% |
14.50 |
1.0% |
83% |
False |
False |
572,941 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.5% |
15.50 |
1.1% |
88% |
False |
False |
429,942 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.1% |
16.00 |
1.2% |
91% |
False |
False |
343,986 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.1% |
17.00 |
1.2% |
91% |
False |
False |
286,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.00 |
2.618 |
1,462.75 |
1.618 |
1,442.25 |
1.000 |
1,429.50 |
0.618 |
1,421.75 |
HIGH |
1,409.00 |
0.618 |
1,401.25 |
0.500 |
1,398.75 |
0.382 |
1,396.25 |
LOW |
1,388.50 |
0.618 |
1,375.75 |
1.000 |
1,368.00 |
1.618 |
1,355.25 |
2.618 |
1,334.75 |
4.250 |
1,301.50 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,398.75 |
1,403.00 |
PP |
1,397.00 |
1,399.75 |
S1 |
1,395.00 |
1,396.50 |
|