| 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 |
1,676.7 |
1,681.7 |
5.0 |
0.3% |
1,671.5 |
| High |
1,687.1 |
1,684.2 |
-2.9 |
-0.2% |
1,700.9 |
| Low |
1,667.0 |
1,642.8 |
-24.2 |
-1.5% |
1,649.4 |
| Close |
1,682.2 |
1,674.4 |
-7.8 |
-0.5% |
1,674.3 |
| Range |
20.1 |
41.4 |
21.3 |
106.0% |
51.5 |
| ATR |
25.0 |
26.2 |
1.2 |
4.7% |
0.0 |
| Volume |
2,685 |
4,553 |
1,868 |
69.6% |
24,734 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,791.3 |
1,774.3 |
1,697.2 |
|
| R3 |
1,749.9 |
1,732.9 |
1,685.8 |
|
| R2 |
1,708.5 |
1,708.5 |
1,682.0 |
|
| R1 |
1,691.5 |
1,691.5 |
1,678.2 |
1,679.3 |
| PP |
1,667.1 |
1,667.1 |
1,667.1 |
1,661.1 |
| S1 |
1,650.1 |
1,650.1 |
1,670.6 |
1,637.9 |
| S2 |
1,625.7 |
1,625.7 |
1,666.8 |
|
| S3 |
1,584.3 |
1,608.7 |
1,663.0 |
|
| S4 |
1,542.9 |
1,567.3 |
1,651.6 |
|
|
| 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 |
1,687.3 |
1,642.8 |
44.5 |
2.7% |
23.7 |
1.4% |
71% |
False |
True |
5,211 |
| 10 |
1,700.9 |
1,632.9 |
68.0 |
4.1% |
23.2 |
1.4% |
61% |
False |
False |
3,811 |
| 20 |
1,721.7 |
1,632.9 |
88.8 |
5.3% |
24.4 |
1.5% |
47% |
False |
False |
4,587 |
| 40 |
1,797.7 |
1,632.9 |
164.8 |
9.8% |
24.5 |
1.5% |
25% |
False |
False |
3,440 |
| 60 |
1,797.7 |
1,615.6 |
182.1 |
10.9% |
22.8 |
1.4% |
32% |
False |
False |
2,770 |
| 80 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
23.0 |
1.4% |
53% |
False |
False |
2,215 |
| 100 |
1,804.0 |
1,537.0 |
267.0 |
15.9% |
22.6 |
1.4% |
51% |
False |
False |
1,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,860.2 |
|
2.618 |
1,792.6 |
|
1.618 |
1,751.2 |
|
1.000 |
1,725.6 |
|
0.618 |
1,709.8 |
|
HIGH |
1,684.2 |
|
0.618 |
1,668.4 |
|
0.500 |
1,663.5 |
|
0.382 |
1,658.6 |
|
LOW |
1,642.8 |
|
0.618 |
1,617.2 |
|
1.000 |
1,601.4 |
|
1.618 |
1,575.8 |
|
2.618 |
1,534.4 |
|
4.250 |
1,466.9 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,670.8 |
1,671.3 |
| PP |
1,667.1 |
1,668.1 |
| S1 |
1,663.5 |
1,665.0 |
|