| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
6,603.5 |
6,659.0 |
55.5 |
0.8% |
6,710.0 |
| High |
6,683.0 |
6,822.5 |
139.5 |
2.1% |
6,799.0 |
| Low |
6,546.0 |
6,634.0 |
88.0 |
1.3% |
6,582.0 |
| Close |
6,661.5 |
6,810.0 |
148.5 |
2.2% |
6,596.5 |
| Range |
137.0 |
188.5 |
51.5 |
37.6% |
217.0 |
| ATR |
131.6 |
135.7 |
4.1 |
3.1% |
0.0 |
| Volume |
151 |
157 |
6 |
4.0% |
820 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,321.0 |
7,254.0 |
6,913.7 |
|
| R3 |
7,132.5 |
7,065.5 |
6,861.8 |
|
| R2 |
6,944.0 |
6,944.0 |
6,844.6 |
|
| R1 |
6,877.0 |
6,877.0 |
6,827.3 |
6,910.5 |
| PP |
6,755.5 |
6,755.5 |
6,755.5 |
6,772.3 |
| S1 |
6,688.5 |
6,688.5 |
6,792.7 |
6,722.0 |
| S2 |
6,567.0 |
6,567.0 |
6,775.4 |
|
| S3 |
6,378.5 |
6,500.0 |
6,758.2 |
|
| S4 |
6,190.0 |
6,311.5 |
6,706.3 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,310.2 |
7,170.3 |
6,715.9 |
|
| R3 |
7,093.2 |
6,953.3 |
6,656.2 |
|
| R2 |
6,876.2 |
6,876.2 |
6,636.3 |
|
| R1 |
6,736.3 |
6,736.3 |
6,616.4 |
6,697.8 |
| PP |
6,659.2 |
6,659.2 |
6,659.2 |
6,639.9 |
| S1 |
6,519.3 |
6,519.3 |
6,576.6 |
6,480.8 |
| S2 |
6,442.2 |
6,442.2 |
6,556.7 |
|
| S3 |
6,225.2 |
6,302.3 |
6,536.8 |
|
| S4 |
6,008.2 |
6,085.3 |
6,477.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,822.5 |
6,546.0 |
276.5 |
4.1% |
150.4 |
2.2% |
95% |
True |
False |
149 |
| 10 |
7,110.0 |
6,546.0 |
564.0 |
8.3% |
152.5 |
2.2% |
47% |
False |
False |
173 |
| 20 |
7,189.5 |
6,546.0 |
643.5 |
9.4% |
129.7 |
1.9% |
41% |
False |
False |
183 |
| 40 |
7,217.5 |
6,546.0 |
671.5 |
9.9% |
105.7 |
1.6% |
39% |
False |
False |
1,122 |
| 60 |
7,217.5 |
6,403.5 |
814.0 |
12.0% |
91.8 |
1.3% |
50% |
False |
False |
761 |
| 80 |
7,217.5 |
5,819.0 |
1,398.5 |
20.5% |
83.6 |
1.2% |
71% |
False |
False |
580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,623.6 |
|
2.618 |
7,316.0 |
|
1.618 |
7,127.5 |
|
1.000 |
7,011.0 |
|
0.618 |
6,939.0 |
|
HIGH |
6,822.5 |
|
0.618 |
6,750.5 |
|
0.500 |
6,728.3 |
|
0.382 |
6,706.0 |
|
LOW |
6,634.0 |
|
0.618 |
6,517.5 |
|
1.000 |
6,445.5 |
|
1.618 |
6,329.0 |
|
2.618 |
6,140.5 |
|
4.250 |
5,832.9 |
|
|