| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,752.19 |
2,786.14 |
33.95 |
1.2% |
2,746.98 |
| High |
2,787.25 |
2,795.35 |
8.10 |
0.3% |
2,794.00 |
| Low |
2,747.54 |
2,767.05 |
19.51 |
0.7% |
2,741.32 |
| Close |
2,784.42 |
2,782.78 |
-1.64 |
-0.1% |
2,755.27 |
| Range |
39.71 |
28.30 |
-11.41 |
-28.7% |
52.68 |
| ATR |
28.37 |
28.37 |
-0.01 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.63 |
2,853.00 |
2,798.35 |
|
| R3 |
2,838.33 |
2,824.70 |
2,790.56 |
|
| R2 |
2,810.03 |
2,810.03 |
2,787.97 |
|
| R1 |
2,796.40 |
2,796.40 |
2,785.37 |
2,789.07 |
| PP |
2,781.73 |
2,781.73 |
2,781.73 |
2,778.06 |
| S1 |
2,768.10 |
2,768.10 |
2,780.19 |
2,760.77 |
| S2 |
2,753.43 |
2,753.43 |
2,777.59 |
|
| S3 |
2,725.13 |
2,739.80 |
2,775.00 |
|
| S4 |
2,696.83 |
2,711.50 |
2,767.22 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.57 |
2,891.10 |
2,784.24 |
|
| R3 |
2,868.89 |
2,838.42 |
2,769.76 |
|
| R2 |
2,816.21 |
2,816.21 |
2,764.93 |
|
| R1 |
2,785.74 |
2,785.74 |
2,760.10 |
2,800.98 |
| PP |
2,763.53 |
2,763.53 |
2,763.53 |
2,771.15 |
| S1 |
2,733.06 |
2,733.06 |
2,750.44 |
2,748.30 |
| S2 |
2,710.85 |
2,710.85 |
2,745.61 |
|
| S3 |
2,658.17 |
2,680.38 |
2,740.78 |
|
| S4 |
2,605.49 |
2,627.70 |
2,726.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.35 |
2,741.32 |
54.03 |
1.9% |
33.12 |
1.2% |
77% |
True |
False |
|
| 10 |
2,795.35 |
2,714.61 |
80.74 |
2.9% |
26.83 |
1.0% |
84% |
True |
False |
|
| 20 |
2,795.35 |
2,597.23 |
198.12 |
7.1% |
24.72 |
0.9% |
94% |
True |
False |
|
| 40 |
2,795.35 |
2,514.90 |
280.45 |
10.1% |
24.54 |
0.9% |
96% |
True |
False |
|
| 60 |
2,795.35 |
2,342.34 |
453.01 |
16.3% |
23.73 |
0.9% |
97% |
True |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.1% |
25.33 |
0.9% |
98% |
True |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.2% |
27.22 |
1.0% |
98% |
True |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.2% |
29.43 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,915.63 |
|
2.618 |
2,869.44 |
|
1.618 |
2,841.14 |
|
1.000 |
2,823.65 |
|
0.618 |
2,812.84 |
|
HIGH |
2,795.35 |
|
0.618 |
2,784.54 |
|
0.500 |
2,781.20 |
|
0.382 |
2,777.86 |
|
LOW |
2,767.05 |
|
0.618 |
2,749.56 |
|
1.000 |
2,738.75 |
|
1.618 |
2,721.26 |
|
2.618 |
2,692.96 |
|
4.250 |
2,646.78 |
|
|