Trading Metrics calculated at close of trading on 05-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,649.4 |
1,624.4 |
-25.0 |
-1.5% |
1,671.5 |
High |
1,650.8 |
1,636.4 |
-14.4 |
-0.9% |
1,700.9 |
Low |
1,616.3 |
1,624.2 |
7.9 |
0.5% |
1,649.4 |
Close |
1,616.4 |
1,632.4 |
16.0 |
1.0% |
1,674.3 |
Range |
34.5 |
12.2 |
-22.3 |
-64.6% |
51.5 |
ATR |
28.5 |
27.9 |
-0.6 |
-2.1% |
0.0 |
Volume |
6,252 |
2,307 |
-3,945 |
-63.1% |
24,734 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,667.6 |
1,662.2 |
1,639.1 |
|
R3 |
1,655.4 |
1,650.0 |
1,635.8 |
|
R2 |
1,643.2 |
1,643.2 |
1,634.6 |
|
R1 |
1,637.8 |
1,637.8 |
1,633.5 |
1,640.5 |
PP |
1,631.0 |
1,631.0 |
1,631.0 |
1,632.4 |
S1 |
1,625.6 |
1,625.6 |
1,631.3 |
1,628.3 |
S2 |
1,618.8 |
1,618.8 |
1,630.2 |
|
S3 |
1,606.6 |
1,613.4 |
1,629.0 |
|
S4 |
1,594.4 |
1,601.2 |
1,625.7 |
|
|
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 |
4.3% |
23.8 |
1.5% |
23% |
False |
False |
4,052 |
10 |
1,700.9 |
1,616.3 |
84.6 |
5.2% |
24.0 |
1.5% |
19% |
False |
False |
4,246 |
20 |
1,721.7 |
1,616.3 |
105.4 |
6.5% |
25.3 |
1.5% |
15% |
False |
False |
4,606 |
40 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
24.2 |
1.5% |
9% |
False |
False |
3,600 |
60 |
1,797.7 |
1,616.3 |
181.4 |
11.1% |
23.0 |
1.4% |
9% |
False |
False |
2,885 |
80 |
1,797.7 |
1,537.0 |
260.7 |
16.0% |
22.9 |
1.4% |
37% |
False |
False |
2,307 |
100 |
1,804.0 |
1,537.0 |
267.0 |
16.4% |
22.7 |
1.4% |
36% |
False |
False |
1,985 |
120 |
1,807.2 |
1,537.0 |
270.2 |
16.6% |
21.3 |
1.3% |
35% |
False |
False |
1,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,688.3 |
2.618 |
1,668.3 |
1.618 |
1,656.1 |
1.000 |
1,648.6 |
0.618 |
1,643.9 |
HIGH |
1,636.4 |
0.618 |
1,631.7 |
0.500 |
1,630.3 |
0.382 |
1,628.9 |
LOW |
1,624.2 |
0.618 |
1,616.7 |
1.000 |
1,612.0 |
1.618 |
1,604.5 |
2.618 |
1,592.3 |
4.250 |
1,572.4 |
|
|
Fisher Pivots for day following 05-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,631.7 |
1,650.3 |
PP |
1,631.0 |
1,644.3 |
S1 |
1,630.3 |
1,638.4 |
|