| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,706.75 |
2,725.75 |
19.00 |
0.7% |
2,720.00 |
| High |
2,733.00 |
2,725.75 |
-7.25 |
-0.3% |
2,739.50 |
| Low |
2,703.75 |
2,687.75 |
-16.00 |
-0.6% |
2,682.50 |
| Close |
2,733.00 |
2,687.75 |
-45.25 |
-1.7% |
2,687.75 |
| Range |
29.25 |
38.00 |
8.75 |
29.9% |
57.00 |
| ATR |
27.41 |
28.68 |
1.27 |
4.7% |
0.00 |
| Volume |
17 |
24 |
7 |
41.2% |
67 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.50 |
2,789.00 |
2,708.75 |
|
| R3 |
2,776.50 |
2,751.00 |
2,698.25 |
|
| R2 |
2,738.50 |
2,738.50 |
2,694.75 |
|
| R1 |
2,713.00 |
2,713.00 |
2,691.25 |
2,706.75 |
| PP |
2,700.50 |
2,700.50 |
2,700.50 |
2,697.25 |
| S1 |
2,675.00 |
2,675.00 |
2,684.25 |
2,668.75 |
| S2 |
2,662.50 |
2,662.50 |
2,680.75 |
|
| S3 |
2,624.50 |
2,637.00 |
2,677.25 |
|
| S4 |
2,586.50 |
2,599.00 |
2,666.75 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.25 |
2,838.00 |
2,719.00 |
|
| R3 |
2,817.25 |
2,781.00 |
2,703.50 |
|
| R2 |
2,760.25 |
2,760.25 |
2,698.25 |
|
| R1 |
2,724.00 |
2,724.00 |
2,693.00 |
2,713.50 |
| PP |
2,703.25 |
2,703.25 |
2,703.25 |
2,698.00 |
| S1 |
2,667.00 |
2,667.00 |
2,682.50 |
2,656.50 |
| S2 |
2,646.25 |
2,646.25 |
2,677.25 |
|
| S3 |
2,589.25 |
2,610.00 |
2,672.00 |
|
| S4 |
2,532.25 |
2,553.00 |
2,656.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,739.50 |
2,682.50 |
57.00 |
2.1% |
33.00 |
1.2% |
9% |
False |
False |
13 |
| 10 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
30.50 |
1.1% |
5% |
False |
False |
34 |
| 20 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
25.50 |
1.0% |
5% |
False |
False |
62 |
| 40 |
2,788.00 |
2,570.50 |
217.50 |
8.1% |
15.75 |
0.6% |
54% |
False |
False |
32 |
| 60 |
2,788.00 |
2,428.25 |
359.75 |
13.4% |
12.25 |
0.5% |
72% |
False |
False |
22 |
| 80 |
2,788.00 |
2,233.00 |
555.00 |
20.6% |
9.50 |
0.4% |
82% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.25 |
|
2.618 |
2,825.25 |
|
1.618 |
2,787.25 |
|
1.000 |
2,763.75 |
|
0.618 |
2,749.25 |
|
HIGH |
2,725.75 |
|
0.618 |
2,711.25 |
|
0.500 |
2,706.75 |
|
0.382 |
2,702.25 |
|
LOW |
2,687.75 |
|
0.618 |
2,664.25 |
|
1.000 |
2,649.75 |
|
1.618 |
2,626.25 |
|
2.618 |
2,588.25 |
|
4.250 |
2,526.25 |
|
|