| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,956.0 |
6,841.0 |
-115.0 |
-1.7% |
7,049.5 |
| High |
6,956.0 |
6,845.5 |
-110.5 |
-1.6% |
7,175.0 |
| Low |
6,795.5 |
6,716.5 |
-79.0 |
-1.2% |
6,871.0 |
| Close |
6,795.5 |
6,799.5 |
4.0 |
0.1% |
6,970.0 |
| Range |
160.5 |
129.0 |
-31.5 |
-19.6% |
304.0 |
| ATR |
120.3 |
120.9 |
0.6 |
0.5% |
0.0 |
| Volume |
119 |
141 |
22 |
18.5% |
1,203 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,174.2 |
7,115.8 |
6,870.5 |
|
| R3 |
7,045.2 |
6,986.8 |
6,835.0 |
|
| R2 |
6,916.2 |
6,916.2 |
6,823.2 |
|
| R1 |
6,857.8 |
6,857.8 |
6,811.3 |
6,822.5 |
| PP |
6,787.2 |
6,787.2 |
6,787.2 |
6,769.5 |
| S1 |
6,728.8 |
6,728.8 |
6,787.7 |
6,693.5 |
| S2 |
6,658.2 |
6,658.2 |
6,775.9 |
|
| S3 |
6,529.2 |
6,599.8 |
6,764.0 |
|
| S4 |
6,400.2 |
6,470.8 |
6,728.6 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,917.3 |
7,747.7 |
7,137.2 |
|
| R3 |
7,613.3 |
7,443.7 |
7,053.6 |
|
| R2 |
7,309.3 |
7,309.3 |
7,025.7 |
|
| R1 |
7,139.7 |
7,139.7 |
6,997.9 |
7,072.5 |
| PP |
7,005.3 |
7,005.3 |
7,005.3 |
6,971.8 |
| S1 |
6,835.7 |
6,835.7 |
6,942.1 |
6,768.5 |
| S2 |
6,701.3 |
6,701.3 |
6,914.3 |
|
| S3 |
6,397.3 |
6,531.7 |
6,886.4 |
|
| S4 |
6,093.3 |
6,227.7 |
6,802.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,110.0 |
6,716.5 |
393.5 |
5.8% |
134.4 |
2.0% |
21% |
False |
True |
151 |
| 10 |
7,175.0 |
6,716.5 |
458.5 |
6.7% |
129.5 |
1.9% |
18% |
False |
True |
192 |
| 20 |
7,217.5 |
6,716.5 |
501.0 |
7.4% |
108.1 |
1.6% |
17% |
False |
True |
2,059 |
| 40 |
7,217.5 |
6,630.5 |
587.0 |
8.6% |
95.8 |
1.4% |
29% |
False |
False |
1,102 |
| 60 |
7,217.5 |
6,100.0 |
1,117.5 |
16.4% |
83.4 |
1.2% |
63% |
False |
False |
746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,393.8 |
|
2.618 |
7,183.2 |
|
1.618 |
7,054.2 |
|
1.000 |
6,974.5 |
|
0.618 |
6,925.2 |
|
HIGH |
6,845.5 |
|
0.618 |
6,796.2 |
|
0.500 |
6,781.0 |
|
0.382 |
6,765.8 |
|
LOW |
6,716.5 |
|
0.618 |
6,636.8 |
|
1.000 |
6,587.5 |
|
1.618 |
6,507.8 |
|
2.618 |
6,378.8 |
|
4.250 |
6,168.3 |
|
|