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 |
1,671.5 |
1,678.6 |
7.1 |
0.4% |
1,665.3 |
High |
1,685.4 |
1,682.7 |
-2.7 |
-0.2% |
1,699.6 |
Low |
1,664.4 |
1,640.2 |
-24.2 |
-1.5% |
1,646.7 |
Close |
1,679.7 |
1,672.0 |
-7.7 |
-0.5% |
1,671.9 |
Range |
21.0 |
42.5 |
21.5 |
102.4% |
52.9 |
ATR |
27.2 |
28.3 |
1.1 |
4.0% |
0.0 |
Volume |
103,208 |
147,152 |
43,944 |
42.6% |
426,391 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.5 |
1,774.7 |
1,695.4 |
|
R3 |
1,750.0 |
1,732.2 |
1,683.7 |
|
R2 |
1,707.5 |
1,707.5 |
1,679.8 |
|
R1 |
1,689.7 |
1,689.7 |
1,675.9 |
1,677.4 |
PP |
1,665.0 |
1,665.0 |
1,665.0 |
1,658.8 |
S1 |
1,647.2 |
1,647.2 |
1,668.1 |
1,634.9 |
S2 |
1,622.5 |
1,622.5 |
1,664.2 |
|
S3 |
1,580.0 |
1,604.7 |
1,660.3 |
|
S4 |
1,537.5 |
1,562.2 |
1,648.6 |
|
|
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 |
1,687.2 |
1,640.2 |
47.0 |
2.8% |
25.2 |
1.5% |
68% |
False |
True |
116,458 |
10 |
1,699.6 |
1,629.8 |
69.8 |
4.2% |
25.1 |
1.5% |
60% |
False |
False |
73,406 |
20 |
1,720.0 |
1,629.8 |
90.2 |
5.4% |
26.9 |
1.6% |
47% |
False |
False |
49,631 |
40 |
1,795.1 |
1,629.8 |
165.3 |
9.9% |
28.0 |
1.7% |
26% |
False |
False |
28,423 |
60 |
1,795.1 |
1,611.9 |
183.2 |
11.0% |
26.7 |
1.6% |
33% |
False |
False |
20,923 |
80 |
1,795.1 |
1,528.6 |
266.5 |
15.9% |
28.0 |
1.7% |
54% |
False |
False |
16,364 |
100 |
1,802.5 |
1,528.6 |
273.9 |
16.4% |
28.5 |
1.7% |
52% |
False |
False |
13,437 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
28.7 |
1.7% |
51% |
False |
False |
11,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,863.3 |
2.618 |
1,794.0 |
1.618 |
1,751.5 |
1.000 |
1,725.2 |
0.618 |
1,709.0 |
HIGH |
1,682.7 |
0.618 |
1,666.5 |
0.500 |
1,661.5 |
0.382 |
1,656.4 |
LOW |
1,640.2 |
0.618 |
1,613.9 |
1.000 |
1,597.7 |
1.618 |
1,571.4 |
2.618 |
1,528.9 |
4.250 |
1,459.6 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,668.5 |
1,668.9 |
PP |
1,665.0 |
1,665.9 |
S1 |
1,661.5 |
1,662.8 |
|