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 |
1,687.5 |
1,654.6 |
-32.9 |
-1.9% |
1,676.6 |
High |
1,688.2 |
1,654.7 |
-33.5 |
-2.0% |
1,704.5 |
Low |
1,647.3 |
1,620.0 |
-27.3 |
-1.7% |
1,653.5 |
Close |
1,678.7 |
1,620.5 |
-58.2 |
-3.5% |
1,678.5 |
Range |
40.9 |
34.7 |
-6.2 |
-15.2% |
51.0 |
ATR |
26.5 |
28.8 |
2.3 |
8.7% |
0.0 |
Volume |
1,849 |
3,057 |
1,208 |
65.3% |
13,620 |
|
Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.8 |
1,712.9 |
1,639.6 |
|
R3 |
1,701.1 |
1,678.2 |
1,630.0 |
|
R2 |
1,666.4 |
1,666.4 |
1,626.9 |
|
R1 |
1,643.5 |
1,643.5 |
1,623.7 |
1,637.6 |
PP |
1,631.7 |
1,631.7 |
1,631.7 |
1,628.8 |
S1 |
1,608.8 |
1,608.8 |
1,617.3 |
1,602.9 |
S2 |
1,597.0 |
1,597.0 |
1,614.1 |
|
S3 |
1,562.3 |
1,574.1 |
1,611.0 |
|
S4 |
1,527.6 |
1,539.4 |
1,601.4 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.8 |
1,806.2 |
1,706.6 |
|
R3 |
1,780.8 |
1,755.2 |
1,692.5 |
|
R2 |
1,729.8 |
1,729.8 |
1,687.9 |
|
R1 |
1,704.2 |
1,704.2 |
1,683.2 |
1,717.0 |
PP |
1,678.8 |
1,678.8 |
1,678.8 |
1,685.3 |
S1 |
1,653.2 |
1,653.2 |
1,673.8 |
1,666.0 |
S2 |
1,627.8 |
1,627.8 |
1,669.2 |
|
S3 |
1,576.8 |
1,602.2 |
1,664.5 |
|
S4 |
1,525.8 |
1,551.2 |
1,650.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,691.6 |
1,620.0 |
71.6 |
4.4% |
25.2 |
1.6% |
1% |
False |
True |
2,719 |
10 |
1,704.5 |
1,620.0 |
84.5 |
5.2% |
24.6 |
1.5% |
1% |
False |
True |
2,461 |
20 |
1,725.2 |
1,620.0 |
105.2 |
6.5% |
25.4 |
1.6% |
0% |
False |
True |
2,296 |
40 |
1,800.9 |
1,620.0 |
180.9 |
11.2% |
26.0 |
1.6% |
0% |
False |
True |
2,146 |
60 |
1,800.9 |
1,620.0 |
180.9 |
11.2% |
25.4 |
1.6% |
0% |
False |
True |
2,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,802.2 |
2.618 |
1,745.5 |
1.618 |
1,710.8 |
1.000 |
1,689.4 |
0.618 |
1,676.1 |
HIGH |
1,654.7 |
0.618 |
1,641.4 |
0.500 |
1,637.4 |
0.382 |
1,633.3 |
LOW |
1,620.0 |
0.618 |
1,598.6 |
1.000 |
1,585.3 |
1.618 |
1,563.9 |
2.618 |
1,529.2 |
4.250 |
1,472.5 |
|
|
Fisher Pivots for day following 04-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
1,637.4 |
1,655.8 |
PP |
1,631.7 |
1,644.0 |
S1 |
1,626.1 |
1,632.3 |
|