| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,773.93 |
2,752.19 |
-21.74 |
-0.8% |
2,746.98 |
| High |
2,774.52 |
2,787.25 |
12.73 |
0.5% |
2,794.00 |
| Low |
2,744.47 |
2,747.54 |
3.07 |
0.1% |
2,741.32 |
| Close |
2,755.27 |
2,784.42 |
29.15 |
1.1% |
2,755.27 |
| Range |
30.05 |
39.71 |
9.66 |
32.1% |
52.68 |
| ATR |
27.50 |
28.37 |
0.87 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.20 |
2,878.02 |
2,806.26 |
|
| R3 |
2,852.49 |
2,838.31 |
2,795.34 |
|
| R2 |
2,812.78 |
2,812.78 |
2,791.70 |
|
| R1 |
2,798.60 |
2,798.60 |
2,788.06 |
2,805.69 |
| PP |
2,773.07 |
2,773.07 |
2,773.07 |
2,776.62 |
| S1 |
2,758.89 |
2,758.89 |
2,780.78 |
2,765.98 |
| S2 |
2,733.36 |
2,733.36 |
2,777.14 |
|
| S3 |
2,693.65 |
2,719.18 |
2,773.50 |
|
| S4 |
2,653.94 |
2,679.47 |
2,762.58 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.57 |
2,891.10 |
2,784.24 |
|
| R3 |
2,868.89 |
2,838.42 |
2,769.76 |
|
| R2 |
2,816.21 |
2,816.21 |
2,764.93 |
|
| R1 |
2,785.74 |
2,785.74 |
2,760.10 |
2,800.98 |
| PP |
2,763.53 |
2,763.53 |
2,763.53 |
2,771.15 |
| S1 |
2,733.06 |
2,733.06 |
2,750.44 |
2,748.30 |
| S2 |
2,710.85 |
2,710.85 |
2,745.61 |
|
| S3 |
2,658.17 |
2,680.38 |
2,740.78 |
|
| S4 |
2,605.49 |
2,627.70 |
2,726.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,794.00 |
2,741.32 |
52.68 |
1.9% |
30.36 |
1.1% |
82% |
False |
False |
|
| 10 |
2,794.00 |
2,711.10 |
82.90 |
3.0% |
26.93 |
1.0% |
88% |
False |
False |
|
| 20 |
2,794.00 |
2,575.13 |
218.87 |
7.9% |
24.23 |
0.9% |
96% |
False |
False |
|
| 40 |
2,794.00 |
2,513.51 |
280.49 |
10.1% |
24.20 |
0.9% |
97% |
False |
False |
|
| 60 |
2,794.00 |
2,341.64 |
452.36 |
16.2% |
23.61 |
0.8% |
98% |
False |
False |
|
| 80 |
2,794.00 |
2,209.57 |
584.43 |
21.0% |
25.47 |
0.9% |
98% |
False |
False |
|
| 100 |
2,794.00 |
2,150.71 |
643.29 |
23.1% |
27.34 |
1.0% |
99% |
False |
False |
|
| 120 |
2,794.00 |
2,150.71 |
643.29 |
23.1% |
29.45 |
1.1% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.02 |
|
2.618 |
2,891.21 |
|
1.618 |
2,851.50 |
|
1.000 |
2,826.96 |
|
0.618 |
2,811.79 |
|
HIGH |
2,787.25 |
|
0.618 |
2,772.08 |
|
0.500 |
2,767.40 |
|
0.382 |
2,762.71 |
|
LOW |
2,747.54 |
|
0.618 |
2,723.00 |
|
1.000 |
2,707.83 |
|
1.618 |
2,683.29 |
|
2.618 |
2,643.58 |
|
4.250 |
2,578.77 |
|
|