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 |
1,678.6 |
1,645.8 |
-32.8 |
-2.0% |
1,665.3 |
High |
1,682.7 |
1,649.5 |
-33.2 |
-2.0% |
1,699.6 |
Low |
1,640.2 |
1,613.0 |
-27.2 |
-1.7% |
1,646.7 |
Close |
1,672.0 |
1,614.1 |
-57.9 |
-3.5% |
1,671.9 |
Range |
42.5 |
36.5 |
-6.0 |
-14.1% |
52.9 |
ATR |
28.3 |
30.5 |
2.2 |
7.8% |
0.0 |
Volume |
147,152 |
180,281 |
33,129 |
22.5% |
426,391 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.0 |
1,711.1 |
1,634.2 |
|
R3 |
1,698.5 |
1,674.6 |
1,624.1 |
|
R2 |
1,662.0 |
1,662.0 |
1,620.8 |
|
R1 |
1,638.1 |
1,638.1 |
1,617.4 |
1,631.8 |
PP |
1,625.5 |
1,625.5 |
1,625.5 |
1,622.4 |
S1 |
1,601.6 |
1,601.6 |
1,610.8 |
1,595.3 |
S2 |
1,589.0 |
1,589.0 |
1,607.4 |
|
S3 |
1,552.5 |
1,565.1 |
1,604.1 |
|
S4 |
1,516.0 |
1,528.6 |
1,594.0 |
|
|
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 |
1,685.4 |
1,613.0 |
72.4 |
4.5% |
26.3 |
1.6% |
2% |
False |
True |
136,570 |
10 |
1,699.6 |
1,613.0 |
86.6 |
5.4% |
27.3 |
1.7% |
1% |
False |
True |
89,371 |
20 |
1,720.0 |
1,613.0 |
107.0 |
6.6% |
27.9 |
1.7% |
1% |
False |
True |
57,446 |
40 |
1,795.1 |
1,613.0 |
182.1 |
11.3% |
27.9 |
1.7% |
1% |
False |
True |
32,846 |
60 |
1,795.1 |
1,613.0 |
182.1 |
11.3% |
27.0 |
1.7% |
1% |
False |
True |
23,877 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.5% |
27.8 |
1.7% |
32% |
False |
False |
18,599 |
100 |
1,802.3 |
1,528.6 |
273.7 |
17.0% |
28.5 |
1.8% |
31% |
False |
False |
15,237 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.3% |
28.8 |
1.8% |
31% |
False |
False |
12,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,804.6 |
2.618 |
1,745.1 |
1.618 |
1,708.6 |
1.000 |
1,686.0 |
0.618 |
1,672.1 |
HIGH |
1,649.5 |
0.618 |
1,635.6 |
0.500 |
1,631.3 |
0.382 |
1,626.9 |
LOW |
1,613.0 |
0.618 |
1,590.4 |
1.000 |
1,576.5 |
1.618 |
1,553.9 |
2.618 |
1,517.4 |
4.250 |
1,457.9 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,631.3 |
1,649.2 |
PP |
1,625.5 |
1,637.5 |
S1 |
1,619.8 |
1,625.8 |
|