| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,715.04 |
2,730.74 |
15.70 |
0.6% |
2,726.08 |
| High |
2,743.41 |
2,731.35 |
-12.06 |
-0.4% |
2,751.44 |
| Low |
2,711.04 |
2,698.11 |
-12.93 |
-0.5% |
2,688.21 |
| Close |
2,740.26 |
2,698.99 |
-41.27 |
-1.5% |
2,698.99 |
| Range |
32.37 |
33.24 |
0.87 |
2.7% |
63.23 |
| ATR |
32.84 |
33.50 |
0.67 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.20 |
2,787.34 |
2,717.27 |
|
| R3 |
2,775.96 |
2,754.10 |
2,708.13 |
|
| R2 |
2,742.72 |
2,742.72 |
2,705.08 |
|
| R1 |
2,720.86 |
2,720.86 |
2,702.04 |
2,715.17 |
| PP |
2,709.48 |
2,709.48 |
2,709.48 |
2,706.64 |
| S1 |
2,687.62 |
2,687.62 |
2,695.94 |
2,681.93 |
| S2 |
2,676.24 |
2,676.24 |
2,692.90 |
|
| S3 |
2,643.00 |
2,654.38 |
2,689.85 |
|
| S4 |
2,609.76 |
2,621.14 |
2,680.71 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.57 |
2,864.01 |
2,733.77 |
|
| R3 |
2,839.34 |
2,800.78 |
2,716.38 |
|
| R2 |
2,776.11 |
2,776.11 |
2,710.58 |
|
| R1 |
2,737.55 |
2,737.55 |
2,704.79 |
2,725.22 |
| PP |
2,712.88 |
2,712.88 |
2,712.88 |
2,706.71 |
| S1 |
2,674.32 |
2,674.32 |
2,693.19 |
2,661.99 |
| S2 |
2,649.65 |
2,649.65 |
2,687.40 |
|
| S3 |
2,586.42 |
2,611.09 |
2,681.60 |
|
| S4 |
2,523.19 |
2,547.86 |
2,664.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,751.44 |
2,688.21 |
63.23 |
2.3% |
35.91 |
1.3% |
17% |
False |
False |
|
| 10 |
2,795.35 |
2,688.21 |
107.14 |
4.0% |
33.62 |
1.2% |
10% |
False |
False |
|
| 20 |
2,795.35 |
2,688.21 |
107.14 |
4.0% |
28.80 |
1.1% |
10% |
False |
False |
|
| 40 |
2,795.35 |
2,551.35 |
244.00 |
9.0% |
26.15 |
1.0% |
61% |
False |
False |
|
| 60 |
2,795.35 |
2,423.24 |
372.11 |
13.8% |
25.13 |
0.9% |
74% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.7% |
24.97 |
0.9% |
84% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.9% |
26.54 |
1.0% |
85% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.9% |
29.04 |
1.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.62 |
|
2.618 |
2,818.37 |
|
1.618 |
2,785.13 |
|
1.000 |
2,764.59 |
|
0.618 |
2,751.89 |
|
HIGH |
2,731.35 |
|
0.618 |
2,718.65 |
|
0.500 |
2,714.73 |
|
0.382 |
2,710.81 |
|
LOW |
2,698.11 |
|
0.618 |
2,677.57 |
|
1.000 |
2,664.87 |
|
1.618 |
2,644.33 |
|
2.618 |
2,611.09 |
|
4.250 |
2,556.84 |
|
|