Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,409.00 |
1,393.25 |
-15.75 |
-1.1% |
1,393.75 |
High |
1,409.00 |
1,397.75 |
-11.25 |
-0.8% |
1,419.75 |
Low |
1,388.50 |
1,384.00 |
-4.50 |
-0.3% |
1,386.25 |
Close |
1,393.25 |
1,390.25 |
-3.00 |
-0.2% |
1,403.25 |
Range |
20.50 |
13.75 |
-6.75 |
-32.9% |
33.50 |
ATR |
15.51 |
15.38 |
-0.13 |
-0.8% |
0.00 |
Volume |
1,826,283 |
1,536,406 |
-289,877 |
-15.9% |
7,903,072 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,432.00 |
1,424.75 |
1,397.75 |
|
R3 |
1,418.25 |
1,411.00 |
1,394.00 |
|
R2 |
1,404.50 |
1,404.50 |
1,392.75 |
|
R1 |
1,397.25 |
1,397.25 |
1,391.50 |
1,394.00 |
PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,389.00 |
S1 |
1,383.50 |
1,383.50 |
1,389.00 |
1,380.25 |
S2 |
1,377.00 |
1,377.00 |
1,387.75 |
|
S3 |
1,363.25 |
1,369.75 |
1,386.50 |
|
S4 |
1,349.50 |
1,356.00 |
1,382.75 |
|
|
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 |
1,384.00 |
33.75 |
2.4% |
15.75 |
1.1% |
19% |
False |
True |
1,674,177 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
16.75 |
1.2% |
24% |
False |
False |
1,621,642 |
20 |
1,419.75 |
1,357.50 |
62.25 |
4.5% |
15.00 |
1.1% |
53% |
False |
False |
1,722,923 |
40 |
1,419.75 |
1,327.75 |
92.00 |
6.6% |
14.50 |
1.0% |
68% |
False |
False |
895,964 |
60 |
1,419.75 |
1,267.50 |
152.25 |
11.0% |
14.50 |
1.0% |
81% |
False |
False |
598,522 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.5% |
15.50 |
1.1% |
87% |
False |
False |
449,146 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.1% |
16.00 |
1.1% |
89% |
False |
False |
359,348 |
120 |
1,419.75 |
1,140.25 |
279.50 |
20.1% |
17.00 |
1.2% |
89% |
False |
False |
299,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.25 |
2.618 |
1,433.75 |
1.618 |
1,420.00 |
1.000 |
1,411.50 |
0.618 |
1,406.25 |
HIGH |
1,397.75 |
0.618 |
1,392.50 |
0.500 |
1,391.00 |
0.382 |
1,389.25 |
LOW |
1,384.00 |
0.618 |
1,375.50 |
1.000 |
1,370.25 |
1.618 |
1,361.75 |
2.618 |
1,348.00 |
4.250 |
1,325.50 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,391.00 |
1,399.00 |
PP |
1,390.75 |
1,396.25 |
S1 |
1,390.50 |
1,393.25 |
|