| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,701.00 |
2,720.00 |
19.00 |
0.7% |
2,650.25 |
| High |
2,719.00 |
2,737.00 |
18.00 |
0.7% |
2,737.00 |
| Low |
2,701.00 |
2,716.00 |
15.00 |
0.6% |
2,620.00 |
| Close |
2,714.50 |
2,731.00 |
16.50 |
0.6% |
2,731.00 |
| Range |
18.00 |
21.00 |
3.00 |
16.7% |
117.00 |
| ATR |
36.43 |
35.43 |
-0.99 |
-2.7% |
0.00 |
| Volume |
48 |
15 |
-33 |
-68.8% |
278 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.00 |
2,782.00 |
2,742.50 |
|
| R3 |
2,770.00 |
2,761.00 |
2,736.75 |
|
| R2 |
2,749.00 |
2,749.00 |
2,734.75 |
|
| R1 |
2,740.00 |
2,740.00 |
2,733.00 |
2,744.50 |
| PP |
2,728.00 |
2,728.00 |
2,728.00 |
2,730.25 |
| S1 |
2,719.00 |
2,719.00 |
2,729.00 |
2,723.50 |
| S2 |
2,707.00 |
2,707.00 |
2,727.25 |
|
| S3 |
2,686.00 |
2,698.00 |
2,725.25 |
|
| S4 |
2,665.00 |
2,677.00 |
2,719.50 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.00 |
3,006.00 |
2,795.25 |
|
| R3 |
2,930.00 |
2,889.00 |
2,763.25 |
|
| R2 |
2,813.00 |
2,813.00 |
2,752.50 |
|
| R1 |
2,772.00 |
2,772.00 |
2,741.75 |
2,792.50 |
| PP |
2,696.00 |
2,696.00 |
2,696.00 |
2,706.25 |
| S1 |
2,655.00 |
2,655.00 |
2,720.25 |
2,675.50 |
| S2 |
2,579.00 |
2,579.00 |
2,709.50 |
|
| S3 |
2,462.00 |
2,538.00 |
2,698.75 |
|
| S4 |
2,345.00 |
2,421.00 |
2,666.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.00 |
2,620.00 |
117.00 |
4.3% |
39.25 |
1.4% |
95% |
True |
False |
55 |
| 10 |
2,737.00 |
2,620.00 |
117.00 |
4.3% |
41.25 |
1.5% |
95% |
True |
False |
62 |
| 20 |
2,788.00 |
2,620.00 |
168.00 |
6.2% |
36.00 |
1.3% |
66% |
False |
False |
48 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
7.9% |
25.50 |
0.9% |
74% |
False |
False |
47 |
| 60 |
2,788.00 |
2,489.75 |
298.25 |
10.9% |
18.25 |
0.7% |
81% |
False |
False |
32 |
| 80 |
2,788.00 |
2,333.00 |
455.00 |
16.7% |
14.50 |
0.5% |
87% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.25 |
|
2.618 |
2,792.00 |
|
1.618 |
2,771.00 |
|
1.000 |
2,758.00 |
|
0.618 |
2,750.00 |
|
HIGH |
2,737.00 |
|
0.618 |
2,729.00 |
|
0.500 |
2,726.50 |
|
0.382 |
2,724.00 |
|
LOW |
2,716.00 |
|
0.618 |
2,703.00 |
|
1.000 |
2,695.00 |
|
1.618 |
2,682.00 |
|
2.618 |
2,661.00 |
|
4.250 |
2,626.75 |
|
|