Trading Metrics calculated at close of trading on 02-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,076 |
13,171 |
95 |
0.7% |
13,030 |
High |
13,158 |
13,229 |
71 |
0.5% |
13,245 |
Low |
13,067 |
13,082 |
15 |
0.1% |
12,965 |
Close |
13,142 |
13,189 |
47 |
0.4% |
13,142 |
Range |
91 |
147 |
56 |
61.5% |
280 |
ATR |
119 |
121 |
2 |
1.7% |
0 |
Volume |
88,397 |
111,056 |
22,659 |
25.6% |
498,344 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,608 |
13,545 |
13,270 |
|
R3 |
13,461 |
13,398 |
13,230 |
|
R2 |
13,314 |
13,314 |
13,216 |
|
R1 |
13,251 |
13,251 |
13,203 |
13,283 |
PP |
13,167 |
13,167 |
13,167 |
13,182 |
S1 |
13,104 |
13,104 |
13,176 |
13,136 |
S2 |
13,020 |
13,020 |
13,162 |
|
S3 |
12,873 |
12,957 |
13,149 |
|
S4 |
12,726 |
12,810 |
13,108 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,957 |
13,830 |
13,296 |
|
R3 |
13,677 |
13,550 |
13,219 |
|
R2 |
13,397 |
13,397 |
13,193 |
|
R1 |
13,270 |
13,270 |
13,168 |
13,334 |
PP |
13,117 |
13,117 |
13,117 |
13,149 |
S1 |
12,990 |
12,990 |
13,116 |
13,054 |
S2 |
12,837 |
12,837 |
13,091 |
|
S3 |
12,557 |
12,710 |
13,065 |
|
S4 |
12,277 |
12,430 |
12,988 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,245 |
12,965 |
280 |
2.1% |
132 |
1.0% |
80% |
False |
False |
102,356 |
10 |
13,245 |
12,932 |
313 |
2.4% |
133 |
1.0% |
82% |
False |
False |
101,885 |
20 |
13,245 |
12,655 |
590 |
4.5% |
127 |
1.0% |
91% |
False |
False |
90,311 |
40 |
13,245 |
12,632 |
613 |
4.6% |
110 |
0.8% |
91% |
False |
False |
45,194 |
60 |
13,245 |
12,202 |
1,043 |
7.9% |
101 |
0.8% |
95% |
False |
False |
30,132 |
80 |
13,245 |
11,639 |
1,606 |
12.2% |
100 |
0.8% |
97% |
False |
False |
22,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,854 |
2.618 |
13,614 |
1.618 |
13,467 |
1.000 |
13,376 |
0.618 |
13,320 |
HIGH |
13,229 |
0.618 |
13,173 |
0.500 |
13,156 |
0.382 |
13,138 |
LOW |
13,082 |
0.618 |
12,991 |
1.000 |
12,935 |
1.618 |
12,844 |
2.618 |
12,697 |
4.250 |
12,457 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,178 |
13,158 |
PP |
13,167 |
13,128 |
S1 |
13,156 |
13,097 |
|