| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,723.68 |
2,713.18 |
-10.50 |
-0.4% |
2,650.62 |
| High |
2,756.81 |
2,736.30 |
-20.51 |
-0.7% |
2,750.50 |
| Low |
2,715.75 |
2,707.63 |
-8.12 |
-0.3% |
2,628.96 |
| Close |
2,726.92 |
2,734.77 |
7.85 |
0.3% |
2,741.34 |
| Range |
41.06 |
28.67 |
-12.39 |
-30.2% |
121.54 |
| ATR |
37.41 |
36.78 |
-0.62 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.24 |
2,802.18 |
2,750.54 |
|
| R3 |
2,783.57 |
2,773.51 |
2,742.65 |
|
| R2 |
2,754.90 |
2,754.90 |
2,740.03 |
|
| R1 |
2,744.84 |
2,744.84 |
2,737.40 |
2,749.87 |
| PP |
2,726.23 |
2,726.23 |
2,726.23 |
2,728.75 |
| S1 |
2,716.17 |
2,716.17 |
2,732.14 |
2,721.20 |
| S2 |
2,697.56 |
2,697.56 |
2,729.51 |
|
| S3 |
2,668.89 |
2,687.50 |
2,726.89 |
|
| S4 |
2,640.22 |
2,658.83 |
2,719.00 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.55 |
3,027.99 |
2,808.19 |
|
| R3 |
2,950.01 |
2,906.45 |
2,774.76 |
|
| R2 |
2,828.47 |
2,828.47 |
2,763.62 |
|
| R1 |
2,784.91 |
2,784.91 |
2,752.48 |
2,806.69 |
| PP |
2,706.93 |
2,706.93 |
2,706.93 |
2,717.83 |
| S1 |
2,663.37 |
2,663.37 |
2,730.20 |
2,685.15 |
| S2 |
2,585.39 |
2,585.39 |
2,719.06 |
|
| S3 |
2,463.85 |
2,541.83 |
2,707.92 |
|
| S4 |
2,342.31 |
2,420.29 |
2,674.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,756.81 |
2,705.91 |
50.90 |
1.9% |
28.00 |
1.0% |
57% |
False |
False |
|
| 10 |
2,756.81 |
2,628.96 |
127.85 |
4.7% |
31.78 |
1.2% |
83% |
False |
False |
|
| 20 |
2,764.21 |
2,628.96 |
135.25 |
4.9% |
34.46 |
1.3% |
78% |
False |
False |
|
| 40 |
2,795.35 |
2,597.23 |
198.12 |
7.2% |
29.59 |
1.1% |
69% |
False |
False |
|
| 60 |
2,795.35 |
2,514.90 |
280.45 |
10.3% |
27.85 |
1.0% |
78% |
False |
False |
|
| 80 |
2,795.35 |
2,342.34 |
453.01 |
16.6% |
26.42 |
1.0% |
87% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
21.4% |
27.16 |
1.0% |
90% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.6% |
28.43 |
1.0% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.15 |
|
2.618 |
2,811.36 |
|
1.618 |
2,782.69 |
|
1.000 |
2,764.97 |
|
0.618 |
2,754.02 |
|
HIGH |
2,736.30 |
|
0.618 |
2,725.35 |
|
0.500 |
2,721.97 |
|
0.382 |
2,718.58 |
|
LOW |
2,707.63 |
|
0.618 |
2,689.91 |
|
1.000 |
2,678.96 |
|
1.618 |
2,661.24 |
|
2.618 |
2,632.57 |
|
4.250 |
2,585.78 |
|
|