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 |
1,665.7 |
1,676.7 |
11.0 |
0.7% |
1,671.5 |
High |
1,674.9 |
1,687.1 |
12.2 |
0.7% |
1,700.9 |
Low |
1,664.0 |
1,667.0 |
3.0 |
0.2% |
1,649.4 |
Close |
1,674.3 |
1,682.2 |
7.9 |
0.5% |
1,674.3 |
Range |
10.9 |
20.1 |
9.2 |
84.4% |
51.5 |
ATR |
25.4 |
25.0 |
-0.4 |
-1.5% |
0.0 |
Volume |
4,466 |
2,685 |
-1,781 |
-39.9% |
24,734 |
|
Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.1 |
1,730.7 |
1,693.3 |
|
R3 |
1,719.0 |
1,710.6 |
1,687.7 |
|
R2 |
1,698.9 |
1,698.9 |
1,685.9 |
|
R1 |
1,690.5 |
1,690.5 |
1,684.0 |
1,694.7 |
PP |
1,678.8 |
1,678.8 |
1,678.8 |
1,680.9 |
S1 |
1,670.4 |
1,670.4 |
1,680.4 |
1,674.6 |
S2 |
1,658.7 |
1,658.7 |
1,678.5 |
|
S3 |
1,638.6 |
1,650.3 |
1,676.7 |
|
S4 |
1,618.5 |
1,630.2 |
1,671.1 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.4 |
1,803.3 |
1,702.6 |
|
R3 |
1,777.9 |
1,751.8 |
1,688.5 |
|
R2 |
1,726.4 |
1,726.4 |
1,683.7 |
|
R1 |
1,700.3 |
1,700.3 |
1,679.0 |
1,713.4 |
PP |
1,674.9 |
1,674.9 |
1,674.9 |
1,681.4 |
S1 |
1,648.8 |
1,648.8 |
1,669.6 |
1,661.9 |
S2 |
1,623.4 |
1,623.4 |
1,664.9 |
|
S3 |
1,571.9 |
1,597.3 |
1,660.1 |
|
S4 |
1,520.4 |
1,545.8 |
1,646.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,700.9 |
1,649.4 |
51.5 |
3.1% |
18.6 |
1.1% |
64% |
False |
False |
5,185 |
10 |
1,700.9 |
1,632.9 |
68.0 |
4.0% |
20.8 |
1.2% |
73% |
False |
False |
3,606 |
20 |
1,721.7 |
1,632.9 |
88.8 |
5.3% |
24.6 |
1.5% |
56% |
False |
False |
4,509 |
40 |
1,797.7 |
1,632.9 |
164.8 |
9.8% |
24.0 |
1.4% |
30% |
False |
False |
3,395 |
60 |
1,797.7 |
1,615.6 |
182.1 |
10.8% |
22.5 |
1.3% |
37% |
False |
False |
2,708 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.5% |
22.7 |
1.3% |
56% |
False |
False |
2,168 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.1% |
22.3 |
1.3% |
54% |
False |
False |
1,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,772.5 |
2.618 |
1,739.7 |
1.618 |
1,719.6 |
1.000 |
1,707.2 |
0.618 |
1,699.5 |
HIGH |
1,687.1 |
0.618 |
1,679.4 |
0.500 |
1,677.1 |
0.382 |
1,674.7 |
LOW |
1,667.0 |
0.618 |
1,654.6 |
1.000 |
1,646.9 |
1.618 |
1,634.5 |
2.618 |
1,614.4 |
4.250 |
1,581.6 |
|
|
Fisher Pivots for day following 02-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,680.5 |
1,677.6 |
PP |
1,678.8 |
1,672.9 |
S1 |
1,677.1 |
1,668.3 |
|