| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,699.55 |
2,650.62 |
-48.93 |
-1.8% |
2,713.89 |
| High |
2,712.01 |
2,657.36 |
-54.65 |
-2.0% |
2,738.59 |
| Low |
2,674.66 |
2,629.70 |
-44.96 |
-1.7% |
2,660.96 |
| Close |
2,676.04 |
2,653.50 |
-22.54 |
-0.8% |
2,676.04 |
| Range |
37.35 |
27.66 |
-9.69 |
-25.9% |
77.63 |
| ATR |
37.74 |
38.36 |
0.61 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.83 |
2,719.33 |
2,668.71 |
|
| R3 |
2,702.17 |
2,691.67 |
2,661.11 |
|
| R2 |
2,674.51 |
2,674.51 |
2,658.57 |
|
| R1 |
2,664.01 |
2,664.01 |
2,656.04 |
2,669.26 |
| PP |
2,646.85 |
2,646.85 |
2,646.85 |
2,649.48 |
| S1 |
2,636.35 |
2,636.35 |
2,650.96 |
2,641.60 |
| S2 |
2,619.19 |
2,619.19 |
2,648.43 |
|
| S3 |
2,591.53 |
2,608.69 |
2,645.89 |
|
| S4 |
2,563.87 |
2,581.03 |
2,638.29 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.75 |
2,878.03 |
2,718.74 |
|
| R3 |
2,847.12 |
2,800.40 |
2,697.39 |
|
| R2 |
2,769.49 |
2,769.49 |
2,690.27 |
|
| R1 |
2,722.77 |
2,722.77 |
2,683.16 |
2,707.32 |
| PP |
2,691.86 |
2,691.86 |
2,691.86 |
2,684.14 |
| S1 |
2,645.14 |
2,645.14 |
2,668.92 |
2,629.69 |
| S2 |
2,614.23 |
2,614.23 |
2,661.81 |
|
| S3 |
2,536.60 |
2,567.51 |
2,654.69 |
|
| S4 |
2,458.97 |
2,489.88 |
2,633.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,738.59 |
2,629.70 |
108.89 |
4.1% |
41.57 |
1.6% |
22% |
False |
True |
|
| 10 |
2,749.51 |
2,629.70 |
119.81 |
4.5% |
41.17 |
1.6% |
20% |
False |
True |
|
| 20 |
2,795.35 |
2,629.70 |
165.65 |
6.2% |
35.53 |
1.3% |
14% |
False |
True |
|
| 40 |
2,795.35 |
2,575.13 |
220.22 |
8.3% |
28.97 |
1.1% |
36% |
False |
False |
|
| 60 |
2,795.35 |
2,433.63 |
361.72 |
13.6% |
27.23 |
1.0% |
61% |
False |
False |
|
| 80 |
2,795.35 |
2,262.22 |
533.13 |
20.1% |
26.07 |
1.0% |
73% |
False |
False |
|
| 100 |
2,795.35 |
2,205.77 |
589.58 |
22.2% |
27.32 |
1.0% |
76% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.3% |
29.07 |
1.1% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.92 |
|
2.618 |
2,729.77 |
|
1.618 |
2,702.11 |
|
1.000 |
2,685.02 |
|
0.618 |
2,674.45 |
|
HIGH |
2,657.36 |
|
0.618 |
2,646.79 |
|
0.500 |
2,643.53 |
|
0.382 |
2,640.27 |
|
LOW |
2,629.70 |
|
0.618 |
2,612.61 |
|
1.000 |
2,602.04 |
|
1.618 |
2,584.95 |
|
2.618 |
2,557.29 |
|
4.250 |
2,512.15 |
|
|