| 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 |
2,398.0 |
2,416.0 |
18.0 |
0.8% |
2,467.0 |
| High |
2,417.0 |
2,445.0 |
28.0 |
1.2% |
2,502.0 |
| Low |
2,386.0 |
2,383.0 |
-3.0 |
-0.1% |
2,376.0 |
| Close |
2,413.0 |
2,436.0 |
23.0 |
1.0% |
2,413.0 |
| Range |
31.0 |
62.0 |
31.0 |
100.0% |
126.0 |
| ATR |
43.9 |
45.2 |
1.3 |
2.9% |
0.0 |
| Volume |
1,080,220 |
1,239,192 |
158,972 |
14.7% |
5,461,036 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,607.3 |
2,583.7 |
2,470.1 |
|
| R3 |
2,545.3 |
2,521.7 |
2,453.1 |
|
| R2 |
2,483.3 |
2,483.3 |
2,447.4 |
|
| R1 |
2,459.7 |
2,459.7 |
2,441.7 |
2,471.5 |
| PP |
2,421.3 |
2,421.3 |
2,421.3 |
2,427.3 |
| S1 |
2,397.7 |
2,397.7 |
2,430.3 |
2,409.5 |
| S2 |
2,359.3 |
2,359.3 |
2,424.6 |
|
| S3 |
2,297.3 |
2,335.7 |
2,419.0 |
|
| S4 |
2,235.3 |
2,273.7 |
2,401.9 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.3 |
2,736.7 |
2,482.3 |
|
| R3 |
2,682.3 |
2,610.7 |
2,447.7 |
|
| R2 |
2,556.3 |
2,556.3 |
2,436.1 |
|
| R1 |
2,484.7 |
2,484.7 |
2,424.6 |
2,457.5 |
| PP |
2,430.3 |
2,430.3 |
2,430.3 |
2,416.8 |
| S1 |
2,358.7 |
2,358.7 |
2,401.5 |
2,331.5 |
| S2 |
2,304.3 |
2,304.3 |
2,389.9 |
|
| S3 |
2,178.3 |
2,232.7 |
2,378.4 |
|
| S4 |
2,052.3 |
2,106.7 |
2,343.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,502.0 |
2,376.0 |
126.0 |
5.2% |
52.4 |
2.2% |
48% |
False |
False |
1,154,033 |
| 10 |
2,539.0 |
2,376.0 |
163.0 |
6.7% |
49.5 |
2.0% |
37% |
False |
False |
1,100,564 |
| 20 |
2,550.0 |
2,356.0 |
194.0 |
8.0% |
45.2 |
1.9% |
41% |
False |
False |
911,355 |
| 40 |
2,550.0 |
2,356.0 |
194.0 |
8.0% |
39.2 |
1.6% |
41% |
False |
False |
465,471 |
| 60 |
2,550.0 |
2,235.0 |
315.0 |
12.9% |
39.3 |
1.6% |
64% |
False |
False |
310,544 |
| 80 |
2,550.0 |
2,109.0 |
441.0 |
18.1% |
41.2 |
1.7% |
74% |
False |
False |
234,817 |
| 100 |
2,550.0 |
1,999.0 |
551.0 |
22.6% |
44.6 |
1.8% |
79% |
False |
False |
188,566 |
| 120 |
2,550.0 |
1,999.0 |
551.0 |
22.6% |
46.1 |
1.9% |
79% |
False |
False |
157,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.5 |
|
2.618 |
2,607.3 |
|
1.618 |
2,545.3 |
|
1.000 |
2,507.0 |
|
0.618 |
2,483.3 |
|
HIGH |
2,445.0 |
|
0.618 |
2,421.3 |
|
0.500 |
2,414.0 |
|
0.382 |
2,406.7 |
|
LOW |
2,383.0 |
|
0.618 |
2,344.7 |
|
1.000 |
2,321.0 |
|
1.618 |
2,282.7 |
|
2.618 |
2,220.7 |
|
4.250 |
2,119.5 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,428.7 |
2,427.5 |
| PP |
2,421.3 |
2,419.0 |
| S1 |
2,414.0 |
2,410.5 |
|