Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
13,171 |
13,187 |
16 |
0.1% |
13,030 |
High |
13,229 |
13,200 |
-29 |
-0.2% |
13,245 |
Low |
13,082 |
13,063 |
-19 |
-0.1% |
12,965 |
Close |
13,189 |
13,132 |
-57 |
-0.4% |
13,142 |
Range |
147 |
137 |
-10 |
-6.8% |
280 |
ATR |
121 |
122 |
1 |
0.9% |
0 |
Volume |
111,056 |
110,393 |
-663 |
-0.6% |
498,344 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,543 |
13,474 |
13,207 |
|
R3 |
13,406 |
13,337 |
13,170 |
|
R2 |
13,269 |
13,269 |
13,157 |
|
R1 |
13,200 |
13,200 |
13,145 |
13,166 |
PP |
13,132 |
13,132 |
13,132 |
13,115 |
S1 |
13,063 |
13,063 |
13,120 |
13,029 |
S2 |
12,995 |
12,995 |
13,107 |
|
S3 |
12,858 |
12,926 |
13,094 |
|
S4 |
12,721 |
12,789 |
13,057 |
|
|
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 |
13,229 |
12,965 |
264 |
2.0% |
134 |
1.0% |
63% |
False |
False |
107,186 |
10 |
13,245 |
12,932 |
313 |
2.4% |
135 |
1.0% |
64% |
False |
False |
102,382 |
20 |
13,245 |
12,678 |
567 |
4.3% |
122 |
0.9% |
80% |
False |
False |
95,763 |
40 |
13,245 |
12,632 |
613 |
4.7% |
112 |
0.9% |
82% |
False |
False |
47,953 |
60 |
13,245 |
12,202 |
1,043 |
7.9% |
102 |
0.8% |
89% |
False |
False |
31,972 |
80 |
13,245 |
11,639 |
1,606 |
12.2% |
101 |
0.8% |
93% |
False |
False |
23,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,782 |
2.618 |
13,559 |
1.618 |
13,422 |
1.000 |
13,337 |
0.618 |
13,285 |
HIGH |
13,200 |
0.618 |
13,148 |
0.500 |
13,132 |
0.382 |
13,115 |
LOW |
13,063 |
0.618 |
12,978 |
1.000 |
12,926 |
1.618 |
12,841 |
2.618 |
12,704 |
4.250 |
12,481 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,132 |
13,146 |
PP |
13,132 |
13,141 |
S1 |
13,132 |
13,137 |
|