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 |
13,187 |
13,133 |
-54 |
-0.4% |
13,030 |
High |
13,200 |
13,135 |
-65 |
-0.5% |
13,245 |
Low |
13,063 |
12,951 |
-112 |
-0.9% |
12,965 |
Close |
13,132 |
13,005 |
-127 |
-1.0% |
13,142 |
Range |
137 |
184 |
47 |
34.3% |
280 |
ATR |
122 |
127 |
4 |
3.6% |
0 |
Volume |
110,393 |
116,969 |
6,576 |
6.0% |
498,344 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,582 |
13,478 |
13,106 |
|
R3 |
13,398 |
13,294 |
13,056 |
|
R2 |
13,214 |
13,214 |
13,039 |
|
R1 |
13,110 |
13,110 |
13,022 |
13,070 |
PP |
13,030 |
13,030 |
13,030 |
13,011 |
S1 |
12,926 |
12,926 |
12,988 |
12,886 |
S2 |
12,846 |
12,846 |
12,971 |
|
S3 |
12,662 |
12,742 |
12,955 |
|
S4 |
12,478 |
12,558 |
12,904 |
|
|
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 |
12,951 |
278 |
2.1% |
136 |
1.0% |
19% |
False |
True |
107,006 |
10 |
13,245 |
12,932 |
313 |
2.4% |
141 |
1.1% |
23% |
False |
False |
104,021 |
20 |
13,245 |
12,753 |
492 |
3.8% |
126 |
1.0% |
51% |
False |
False |
100,907 |
40 |
13,245 |
12,632 |
613 |
4.7% |
114 |
0.9% |
61% |
False |
False |
50,877 |
60 |
13,245 |
12,202 |
1,043 |
8.0% |
105 |
0.8% |
77% |
False |
False |
33,921 |
80 |
13,245 |
11,639 |
1,606 |
12.3% |
100 |
0.8% |
85% |
False |
False |
25,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,917 |
2.618 |
13,617 |
1.618 |
13,433 |
1.000 |
13,319 |
0.618 |
13,249 |
HIGH |
13,135 |
0.618 |
13,065 |
0.500 |
13,043 |
0.382 |
13,021 |
LOW |
12,951 |
0.618 |
12,837 |
1.000 |
12,767 |
1.618 |
12,653 |
2.618 |
12,469 |
4.250 |
12,169 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
13,043 |
13,090 |
PP |
13,030 |
13,062 |
S1 |
13,018 |
13,033 |
|