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 |
1,663.2 |
1,671.5 |
8.3 |
0.5% |
1,665.3 |
High |
1,672.7 |
1,685.4 |
12.7 |
0.8% |
1,699.6 |
Low |
1,661.2 |
1,664.4 |
3.2 |
0.2% |
1,646.7 |
Close |
1,671.9 |
1,679.7 |
7.8 |
0.5% |
1,671.9 |
Range |
11.5 |
21.0 |
9.5 |
82.6% |
52.9 |
ATR |
27.6 |
27.2 |
-0.5 |
-1.7% |
0.0 |
Volume |
101,475 |
103,208 |
1,733 |
1.7% |
426,391 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.5 |
1,730.6 |
1,691.3 |
|
R3 |
1,718.5 |
1,709.6 |
1,685.5 |
|
R2 |
1,697.5 |
1,697.5 |
1,683.6 |
|
R1 |
1,688.6 |
1,688.6 |
1,681.6 |
1,693.1 |
PP |
1,676.5 |
1,676.5 |
1,676.5 |
1,678.7 |
S1 |
1,667.6 |
1,667.6 |
1,677.8 |
1,672.1 |
S2 |
1,655.5 |
1,655.5 |
1,675.9 |
|
S3 |
1,634.5 |
1,646.6 |
1,673.9 |
|
S4 |
1,613.5 |
1,625.6 |
1,668.2 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.4 |
1,804.6 |
1,701.0 |
|
R3 |
1,778.5 |
1,751.7 |
1,686.4 |
|
R2 |
1,725.6 |
1,725.6 |
1,681.6 |
|
R1 |
1,698.8 |
1,698.8 |
1,676.7 |
1,712.2 |
PP |
1,672.7 |
1,672.7 |
1,672.7 |
1,679.5 |
S1 |
1,645.9 |
1,645.9 |
1,667.1 |
1,659.3 |
S2 |
1,619.8 |
1,619.8 |
1,662.2 |
|
S3 |
1,566.9 |
1,593.0 |
1,657.4 |
|
S4 |
1,514.0 |
1,540.1 |
1,642.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.6 |
1,646.7 |
52.9 |
3.1% |
20.4 |
1.2% |
62% |
False |
False |
101,390 |
10 |
1,699.6 |
1,629.8 |
69.8 |
4.2% |
23.2 |
1.4% |
71% |
False |
False |
60,890 |
20 |
1,720.0 |
1,629.8 |
90.2 |
5.4% |
27.1 |
1.6% |
55% |
False |
False |
42,624 |
40 |
1,795.1 |
1,629.8 |
165.3 |
9.8% |
27.5 |
1.6% |
30% |
False |
False |
24,823 |
60 |
1,795.1 |
1,611.9 |
183.2 |
10.9% |
26.3 |
1.6% |
37% |
False |
False |
18,573 |
80 |
1,795.1 |
1,528.6 |
266.5 |
15.9% |
27.7 |
1.6% |
57% |
False |
False |
14,550 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
28.3 |
1.7% |
54% |
False |
False |
11,972 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
28.5 |
1.7% |
54% |
False |
False |
10,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.7 |
2.618 |
1,740.4 |
1.618 |
1,719.4 |
1.000 |
1,706.4 |
0.618 |
1,698.4 |
HIGH |
1,685.4 |
0.618 |
1,677.4 |
0.500 |
1,674.9 |
0.382 |
1,672.4 |
LOW |
1,664.4 |
0.618 |
1,651.4 |
1.000 |
1,643.4 |
1.618 |
1,630.4 |
2.618 |
1,609.4 |
4.250 |
1,575.2 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,678.1 |
1,675.2 |
PP |
1,676.5 |
1,670.6 |
S1 |
1,674.9 |
1,666.1 |
|