| 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 |
2,423.0 |
2,370.0 |
-53.0 |
-2.2% |
2,426.0 |
| High |
2,423.0 |
2,370.0 |
-53.0 |
-2.2% |
2,493.0 |
| Low |
2,365.0 |
2,319.0 |
-46.0 |
-1.9% |
2,370.0 |
| Close |
2,385.0 |
2,319.0 |
-66.0 |
-2.8% |
2,401.0 |
| Range |
58.0 |
51.0 |
-7.0 |
-12.1% |
123.0 |
| ATR |
42.0 |
43.7 |
1.7 |
4.1% |
0.0 |
| Volume |
82 |
10,758 |
10,676 |
13,019.5% |
1,868 |
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.0 |
2,455.0 |
2,347.1 |
|
| R3 |
2,438.0 |
2,404.0 |
2,333.0 |
|
| R2 |
2,387.0 |
2,387.0 |
2,328.4 |
|
| R1 |
2,353.0 |
2,353.0 |
2,323.7 |
2,344.5 |
| PP |
2,336.0 |
2,336.0 |
2,336.0 |
2,331.8 |
| S1 |
2,302.0 |
2,302.0 |
2,314.3 |
2,293.5 |
| S2 |
2,285.0 |
2,285.0 |
2,309.7 |
|
| S3 |
2,234.0 |
2,251.0 |
2,305.0 |
|
| S4 |
2,183.0 |
2,200.0 |
2,291.0 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.3 |
2,718.7 |
2,468.7 |
|
| R3 |
2,667.3 |
2,595.7 |
2,434.8 |
|
| R2 |
2,544.3 |
2,544.3 |
2,423.6 |
|
| R1 |
2,472.7 |
2,472.7 |
2,412.3 |
2,447.0 |
| PP |
2,421.3 |
2,421.3 |
2,421.3 |
2,408.5 |
| S1 |
2,349.7 |
2,349.7 |
2,389.7 |
2,324.0 |
| S2 |
2,298.3 |
2,298.3 |
2,378.5 |
|
| S3 |
2,175.3 |
2,226.7 |
2,367.2 |
|
| S4 |
2,052.3 |
2,103.7 |
2,333.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,437.0 |
2,319.0 |
118.0 |
5.1% |
49.0 |
2.1% |
0% |
False |
True |
2,232 |
| 10 |
2,493.0 |
2,319.0 |
174.0 |
7.5% |
49.2 |
2.1% |
0% |
False |
True |
1,305 |
| 20 |
2,541.0 |
2,319.0 |
222.0 |
9.6% |
40.5 |
1.7% |
0% |
False |
True |
4,978 |
| 40 |
2,541.0 |
2,319.0 |
222.0 |
9.6% |
33.9 |
1.5% |
0% |
False |
True |
2,949 |
| 60 |
2,541.0 |
2,227.0 |
314.0 |
13.5% |
28.6 |
1.2% |
29% |
False |
False |
2,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.8 |
|
2.618 |
2,503.5 |
|
1.618 |
2,452.5 |
|
1.000 |
2,421.0 |
|
0.618 |
2,401.5 |
|
HIGH |
2,370.0 |
|
0.618 |
2,350.5 |
|
0.500 |
2,344.5 |
|
0.382 |
2,338.5 |
|
LOW |
2,319.0 |
|
0.618 |
2,287.5 |
|
1.000 |
2,268.0 |
|
1.618 |
2,236.5 |
|
2.618 |
2,185.5 |
|
4.250 |
2,102.3 |
|
|
| Fisher Pivots for day following 04-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,344.5 |
2,378.0 |
| PP |
2,336.0 |
2,358.3 |
| S1 |
2,327.5 |
2,338.7 |
|