| 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 |
1,669.9 |
1,680.0 |
10.1 |
0.6% |
1,676.6 |
| High |
1,679.0 |
1,691.6 |
12.6 |
0.8% |
1,704.5 |
| Low |
1,668.3 |
1,671.8 |
3.5 |
0.2% |
1,653.5 |
| Close |
1,678.5 |
1,686.5 |
8.0 |
0.5% |
1,678.5 |
| Range |
10.7 |
19.8 |
9.1 |
85.0% |
51.0 |
| ATR |
25.8 |
25.4 |
-0.4 |
-1.7% |
0.0 |
| Volume |
2,947 |
1,841 |
-1,106 |
-37.5% |
13,620 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,742.7 |
1,734.4 |
1,697.4 |
|
| R3 |
1,722.9 |
1,714.6 |
1,691.9 |
|
| R2 |
1,703.1 |
1,703.1 |
1,690.1 |
|
| R1 |
1,694.8 |
1,694.8 |
1,688.3 |
1,699.0 |
| PP |
1,683.3 |
1,683.3 |
1,683.3 |
1,685.4 |
| S1 |
1,675.0 |
1,675.0 |
1,684.7 |
1,679.2 |
| S2 |
1,663.5 |
1,663.5 |
1,682.9 |
|
| S3 |
1,643.7 |
1,655.2 |
1,681.1 |
|
| S4 |
1,623.9 |
1,635.4 |
1,675.6 |
|
|
| 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 |
1,704.5 |
1,653.5 |
51.0 |
3.0% |
18.2 |
1.1% |
65% |
False |
False |
2,803 |
| 10 |
1,704.5 |
1,638.0 |
66.5 |
3.9% |
20.6 |
1.2% |
73% |
False |
False |
2,275 |
| 20 |
1,725.2 |
1,638.0 |
87.2 |
5.2% |
24.4 |
1.4% |
56% |
False |
False |
2,349 |
| 40 |
1,800.9 |
1,638.0 |
162.9 |
9.7% |
25.6 |
1.5% |
30% |
False |
False |
2,095 |
| 60 |
1,800.9 |
1,620.5 |
180.4 |
10.7% |
24.6 |
1.5% |
37% |
False |
False |
2,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,775.8 |
|
2.618 |
1,743.4 |
|
1.618 |
1,723.6 |
|
1.000 |
1,711.4 |
|
0.618 |
1,703.8 |
|
HIGH |
1,691.6 |
|
0.618 |
1,684.0 |
|
0.500 |
1,681.7 |
|
0.382 |
1,679.4 |
|
LOW |
1,671.8 |
|
0.618 |
1,659.6 |
|
1.000 |
1,652.0 |
|
1.618 |
1,639.8 |
|
2.618 |
1,620.0 |
|
4.250 |
1,587.7 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,684.9 |
1,681.9 |
| PP |
1,683.3 |
1,677.2 |
| S1 |
1,681.7 |
1,672.6 |
|