| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,719.48 |
2,715.04 |
-4.44 |
-0.2% |
2,752.19 |
| High |
2,726.94 |
2,743.41 |
16.47 |
0.6% |
2,795.35 |
| Low |
2,702.97 |
2,711.04 |
8.07 |
0.3% |
2,729.21 |
| Close |
2,708.13 |
2,740.26 |
32.13 |
1.2% |
2,762.50 |
| Range |
23.97 |
32.37 |
8.40 |
35.0% |
66.14 |
| ATR |
32.65 |
32.84 |
0.19 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.68 |
2,816.84 |
2,758.06 |
|
| R3 |
2,796.31 |
2,784.47 |
2,749.16 |
|
| R2 |
2,763.94 |
2,763.94 |
2,746.19 |
|
| R1 |
2,752.10 |
2,752.10 |
2,743.23 |
2,758.02 |
| PP |
2,731.57 |
2,731.57 |
2,731.57 |
2,734.53 |
| S1 |
2,719.73 |
2,719.73 |
2,737.29 |
2,725.65 |
| S2 |
2,699.20 |
2,699.20 |
2,734.33 |
|
| S3 |
2,666.83 |
2,687.36 |
2,731.36 |
|
| S4 |
2,634.46 |
2,654.99 |
2,722.46 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.77 |
2,927.78 |
2,798.88 |
|
| R3 |
2,894.63 |
2,861.64 |
2,780.69 |
|
| R2 |
2,828.49 |
2,828.49 |
2,774.63 |
|
| R1 |
2,795.50 |
2,795.50 |
2,768.56 |
2,812.00 |
| PP |
2,762.35 |
2,762.35 |
2,762.35 |
2,770.60 |
| S1 |
2,729.36 |
2,729.36 |
2,756.44 |
2,745.86 |
| S2 |
2,696.21 |
2,696.21 |
2,750.37 |
|
| S3 |
2,630.07 |
2,663.22 |
2,744.31 |
|
| S4 |
2,563.93 |
2,597.08 |
2,726.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.21 |
2,688.21 |
76.00 |
2.8% |
34.28 |
1.3% |
68% |
False |
False |
|
| 10 |
2,795.35 |
2,688.21 |
107.14 |
3.9% |
33.15 |
1.2% |
49% |
False |
False |
|
| 20 |
2,795.35 |
2,688.21 |
107.14 |
3.9% |
28.08 |
1.0% |
49% |
False |
False |
|
| 40 |
2,795.35 |
2,551.35 |
244.00 |
8.9% |
26.53 |
1.0% |
77% |
False |
False |
|
| 60 |
2,795.35 |
2,395.43 |
399.92 |
14.6% |
25.08 |
0.9% |
86% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.4% |
24.97 |
0.9% |
91% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
26.83 |
1.0% |
91% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
29.12 |
1.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,880.98 |
|
2.618 |
2,828.15 |
|
1.618 |
2,795.78 |
|
1.000 |
2,775.78 |
|
0.618 |
2,763.41 |
|
HIGH |
2,743.41 |
|
0.618 |
2,731.04 |
|
0.500 |
2,727.23 |
|
0.382 |
2,723.41 |
|
LOW |
2,711.04 |
|
0.618 |
2,691.04 |
|
1.000 |
2,678.67 |
|
1.618 |
2,658.67 |
|
2.618 |
2,626.30 |
|
4.250 |
2,573.47 |
|
|