| 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 |
1,645.8 |
1,622.0 |
-23.8 |
-1.4% |
1,665.3 |
| High |
1,649.5 |
1,634.8 |
-14.7 |
-0.9% |
1,699.6 |
| Low |
1,613.0 |
1,620.7 |
7.7 |
0.5% |
1,646.7 |
| Close |
1,614.1 |
1,630.1 |
16.0 |
1.0% |
1,671.9 |
| Range |
36.5 |
14.1 |
-22.4 |
-61.4% |
52.9 |
| ATR |
30.5 |
29.8 |
-0.7 |
-2.3% |
0.0 |
| Volume |
180,281 |
113,264 |
-67,017 |
-37.2% |
426,391 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,670.8 |
1,664.6 |
1,637.9 |
|
| R3 |
1,656.7 |
1,650.5 |
1,634.0 |
|
| R2 |
1,642.6 |
1,642.6 |
1,632.7 |
|
| R1 |
1,636.4 |
1,636.4 |
1,631.4 |
1,639.5 |
| PP |
1,628.5 |
1,628.5 |
1,628.5 |
1,630.1 |
| S1 |
1,622.3 |
1,622.3 |
1,628.8 |
1,625.4 |
| S2 |
1,614.4 |
1,614.4 |
1,627.5 |
|
| S3 |
1,600.3 |
1,608.2 |
1,626.2 |
|
| S4 |
1,586.2 |
1,594.1 |
1,622.3 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.4 |
1,804.6 |
1,701.0 |
|
| R3 |
1,778.5 |
1,751.7 |
1,686.4 |
|
| R2 |
1,725.6 |
1,725.6 |
1,681.6 |
|
| R1 |
1,698.8 |
1,698.8 |
1,676.7 |
1,712.2 |
| PP |
1,672.7 |
1,672.7 |
1,672.7 |
1,679.5 |
| S1 |
1,645.9 |
1,645.9 |
1,667.1 |
1,659.3 |
| S2 |
1,619.8 |
1,619.8 |
1,662.2 |
|
| S3 |
1,566.9 |
1,593.0 |
1,657.4 |
|
| S4 |
1,514.0 |
1,540.1 |
1,642.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,685.4 |
1,613.0 |
72.4 |
4.4% |
25.1 |
1.5% |
24% |
False |
False |
129,076 |
| 10 |
1,699.6 |
1,613.0 |
86.6 |
5.3% |
25.8 |
1.6% |
20% |
False |
False |
98,826 |
| 20 |
1,720.0 |
1,613.0 |
107.0 |
6.6% |
27.6 |
1.7% |
16% |
False |
False |
61,963 |
| 40 |
1,795.1 |
1,613.0 |
182.1 |
11.2% |
27.7 |
1.7% |
9% |
False |
False |
35,503 |
| 60 |
1,795.1 |
1,613.0 |
182.1 |
11.2% |
26.8 |
1.6% |
9% |
False |
False |
25,694 |
| 80 |
1,795.1 |
1,528.6 |
266.5 |
16.3% |
27.7 |
1.7% |
38% |
False |
False |
19,972 |
| 100 |
1,802.3 |
1,528.6 |
273.7 |
16.8% |
28.3 |
1.7% |
37% |
False |
False |
16,354 |
| 120 |
1,808.5 |
1,528.6 |
279.9 |
17.2% |
28.7 |
1.8% |
36% |
False |
False |
13,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,694.7 |
|
2.618 |
1,671.7 |
|
1.618 |
1,657.6 |
|
1.000 |
1,648.9 |
|
0.618 |
1,643.5 |
|
HIGH |
1,634.8 |
|
0.618 |
1,629.4 |
|
0.500 |
1,627.8 |
|
0.382 |
1,626.1 |
|
LOW |
1,620.7 |
|
0.618 |
1,612.0 |
|
1.000 |
1,606.6 |
|
1.618 |
1,597.9 |
|
2.618 |
1,583.8 |
|
4.250 |
1,560.8 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,629.3 |
1,647.9 |
| PP |
1,628.5 |
1,641.9 |
| S1 |
1,627.8 |
1,636.0 |
|