| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,713.89 |
2,678.58 |
-35.31 |
-1.3% |
2,726.08 |
| High |
2,713.89 |
2,731.38 |
17.49 |
0.6% |
2,751.44 |
| Low |
2,660.96 |
2,675.14 |
14.18 |
0.5% |
2,688.21 |
| Close |
2,670.10 |
2,723.58 |
53.48 |
2.0% |
2,698.99 |
| Range |
52.93 |
56.24 |
3.31 |
6.3% |
63.23 |
| ATR |
34.89 |
36.78 |
1.88 |
5.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.75 |
2,857.41 |
2,754.51 |
|
| R3 |
2,822.51 |
2,801.17 |
2,739.05 |
|
| R2 |
2,766.27 |
2,766.27 |
2,733.89 |
|
| R1 |
2,744.93 |
2,744.93 |
2,728.74 |
2,755.60 |
| PP |
2,710.03 |
2,710.03 |
2,710.03 |
2,715.37 |
| S1 |
2,688.69 |
2,688.69 |
2,718.42 |
2,699.36 |
| S2 |
2,653.79 |
2,653.79 |
2,713.27 |
|
| S3 |
2,597.55 |
2,632.45 |
2,708.11 |
|
| S4 |
2,541.31 |
2,576.21 |
2,692.65 |
|
|
| 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 |
2,743.41 |
2,660.96 |
82.45 |
3.0% |
39.75 |
1.5% |
76% |
False |
False |
|
| 10 |
2,795.35 |
2,660.96 |
134.39 |
4.9% |
37.57 |
1.4% |
47% |
False |
False |
|
| 20 |
2,795.35 |
2,660.96 |
134.39 |
4.9% |
32.25 |
1.2% |
47% |
False |
False |
|
| 40 |
2,795.35 |
2,570.07 |
225.28 |
8.3% |
27.28 |
1.0% |
68% |
False |
False |
|
| 60 |
2,795.35 |
2,423.24 |
372.11 |
13.7% |
26.57 |
1.0% |
81% |
False |
False |
|
| 80 |
2,795.35 |
2,222.68 |
572.67 |
21.0% |
25.44 |
0.9% |
87% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.7% |
27.02 |
1.0% |
89% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.7% |
29.25 |
1.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,970.40 |
|
2.618 |
2,878.62 |
|
1.618 |
2,822.38 |
|
1.000 |
2,787.62 |
|
0.618 |
2,766.14 |
|
HIGH |
2,731.38 |
|
0.618 |
2,709.90 |
|
0.500 |
2,703.26 |
|
0.382 |
2,696.62 |
|
LOW |
2,675.14 |
|
0.618 |
2,640.38 |
|
1.000 |
2,618.90 |
|
1.618 |
2,584.14 |
|
2.618 |
2,527.90 |
|
4.250 |
2,436.12 |
|
|