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 |
1,681.7 |
1,649.4 |
-32.3 |
-1.9% |
1,671.5 |
High |
1,684.2 |
1,650.8 |
-33.4 |
-2.0% |
1,700.9 |
Low |
1,642.8 |
1,616.3 |
-26.5 |
-1.6% |
1,649.4 |
Close |
1,674.4 |
1,616.4 |
-58.0 |
-3.5% |
1,674.3 |
Range |
41.4 |
34.5 |
-6.9 |
-16.7% |
51.5 |
ATR |
26.2 |
28.5 |
2.3 |
8.7% |
0.0 |
Volume |
4,553 |
6,252 |
1,699 |
37.3% |
24,734 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.3 |
1,708.4 |
1,635.4 |
|
R3 |
1,696.8 |
1,673.9 |
1,625.9 |
|
R2 |
1,662.3 |
1,662.3 |
1,622.7 |
|
R1 |
1,639.4 |
1,639.4 |
1,619.6 |
1,633.6 |
PP |
1,627.8 |
1,627.8 |
1,627.8 |
1,625.0 |
S1 |
1,604.9 |
1,604.9 |
1,613.2 |
1,599.1 |
S2 |
1,593.3 |
1,593.3 |
1,610.1 |
|
S3 |
1,558.8 |
1,570.4 |
1,606.9 |
|
S4 |
1,524.3 |
1,535.9 |
1,597.4 |
|
|
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 |
1,687.1 |
1,616.3 |
70.8 |
4.4% |
25.2 |
1.6% |
0% |
False |
True |
5,096 |
10 |
1,700.9 |
1,616.3 |
84.6 |
5.2% |
25.5 |
1.6% |
0% |
False |
True |
4,229 |
20 |
1,721.7 |
1,616.3 |
105.4 |
6.5% |
25.5 |
1.6% |
0% |
False |
True |
4,662 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.2% |
24.5 |
1.5% |
0% |
False |
True |
3,579 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.2% |
23.2 |
1.4% |
0% |
False |
True |
2,861 |
80 |
1,797.7 |
1,537.0 |
260.7 |
16.1% |
22.8 |
1.4% |
30% |
False |
False |
2,285 |
100 |
1,804.0 |
1,537.0 |
267.0 |
16.5% |
22.7 |
1.4% |
30% |
False |
False |
1,975 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.7% |
21.3 |
1.3% |
29% |
False |
False |
1,680 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,797.4 |
2.618 |
1,741.1 |
1.618 |
1,706.6 |
1.000 |
1,685.3 |
0.618 |
1,672.1 |
HIGH |
1,650.8 |
0.618 |
1,637.6 |
0.500 |
1,633.6 |
0.382 |
1,629.5 |
LOW |
1,616.3 |
0.618 |
1,595.0 |
1.000 |
1,581.8 |
1.618 |
1,560.5 |
2.618 |
1,526.0 |
4.250 |
1,469.7 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,633.6 |
1,651.7 |
PP |
1,627.8 |
1,639.9 |
S1 |
1,622.1 |
1,628.2 |
|