| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,398.79 |
1,397.45 |
-1.34 |
-0.1% |
1,408.47 |
| High |
1,401.60 |
1,397.45 |
-4.15 |
-0.3% |
1,422.38 |
| Low |
1,392.92 |
1,378.24 |
-14.68 |
-1.1% |
1,392.92 |
| Close |
1,398.08 |
1,382.20 |
-15.88 |
-1.1% |
1,398.08 |
| Range |
8.68 |
19.21 |
10.53 |
121.3% |
29.46 |
| ATR |
12.88 |
13.38 |
0.50 |
3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.59 |
1,432.11 |
1,392.77 |
|
| R3 |
1,424.38 |
1,412.90 |
1,387.48 |
|
| R2 |
1,405.17 |
1,405.17 |
1,385.72 |
|
| R1 |
1,393.69 |
1,393.69 |
1,383.96 |
1,389.83 |
| PP |
1,385.96 |
1,385.96 |
1,385.96 |
1,384.03 |
| S1 |
1,374.48 |
1,374.48 |
1,380.44 |
1,370.62 |
| S2 |
1,366.75 |
1,366.75 |
1,378.68 |
|
| S3 |
1,347.54 |
1,355.27 |
1,376.92 |
|
| S4 |
1,328.33 |
1,336.06 |
1,371.63 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,492.84 |
1,474.92 |
1,414.28 |
|
| R3 |
1,463.38 |
1,445.46 |
1,406.18 |
|
| R2 |
1,433.92 |
1,433.92 |
1,403.48 |
|
| R1 |
1,416.00 |
1,416.00 |
1,400.78 |
1,410.23 |
| PP |
1,404.46 |
1,404.46 |
1,404.46 |
1,401.58 |
| S1 |
1,386.54 |
1,386.54 |
1,395.38 |
1,380.77 |
| S2 |
1,375.00 |
1,375.00 |
1,392.68 |
|
| S3 |
1,345.54 |
1,357.08 |
1,389.98 |
|
| S4 |
1,316.08 |
1,327.62 |
1,381.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,422.38 |
1,378.24 |
44.14 |
3.2% |
15.84 |
1.1% |
9% |
False |
True |
|
| 10 |
1,422.38 |
1,378.24 |
44.14 |
3.2% |
14.56 |
1.1% |
9% |
False |
True |
|
| 20 |
1,422.38 |
1,366.69 |
55.69 |
4.0% |
12.55 |
0.9% |
28% |
False |
False |
|
| 40 |
1,422.38 |
1,337.35 |
85.03 |
6.2% |
11.84 |
0.9% |
53% |
False |
False |
|
| 60 |
1,422.38 |
1,277.58 |
144.80 |
10.5% |
12.06 |
0.9% |
72% |
False |
False |
|
| 80 |
1,422.38 |
1,202.37 |
220.01 |
15.9% |
12.82 |
0.9% |
82% |
False |
False |
|
| 100 |
1,422.38 |
1,158.66 |
263.72 |
19.1% |
14.59 |
1.1% |
85% |
False |
False |
|
| 120 |
1,422.38 |
1,158.66 |
263.72 |
19.1% |
16.57 |
1.2% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,479.09 |
|
2.618 |
1,447.74 |
|
1.618 |
1,428.53 |
|
1.000 |
1,416.66 |
|
0.618 |
1,409.32 |
|
HIGH |
1,397.45 |
|
0.618 |
1,390.11 |
|
0.500 |
1,387.85 |
|
0.382 |
1,385.58 |
|
LOW |
1,378.24 |
|
0.618 |
1,366.37 |
|
1.000 |
1,359.03 |
|
1.618 |
1,347.16 |
|
2.618 |
1,327.95 |
|
4.250 |
1,296.60 |
|
|