| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2012 |
04-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,786.14 |
2,759.33 |
-26.81 |
-1.0% |
2,746.98 |
| High |
2,795.35 |
2,762.73 |
-32.62 |
-1.2% |
2,794.00 |
| Low |
2,767.05 |
2,729.21 |
-37.84 |
-1.4% |
2,741.32 |
| Close |
2,782.78 |
2,745.00 |
-37.78 |
-1.4% |
2,755.27 |
| Range |
28.30 |
33.52 |
5.22 |
18.4% |
52.68 |
| ATR |
28.37 |
30.17 |
1.80 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.21 |
2,829.12 |
2,763.44 |
|
| R3 |
2,812.69 |
2,795.60 |
2,754.22 |
|
| R2 |
2,779.17 |
2,779.17 |
2,751.15 |
|
| R1 |
2,762.08 |
2,762.08 |
2,748.07 |
2,753.87 |
| PP |
2,745.65 |
2,745.65 |
2,745.65 |
2,741.54 |
| S1 |
2,728.56 |
2,728.56 |
2,741.93 |
2,720.35 |
| S2 |
2,712.13 |
2,712.13 |
2,738.85 |
|
| S3 |
2,678.61 |
2,695.04 |
2,735.78 |
|
| S4 |
2,645.09 |
2,661.52 |
2,726.56 |
|
|
| 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 |
2,729.21 |
66.14 |
2.4% |
32.01 |
1.2% |
24% |
False |
True |
|
| 10 |
2,795.35 |
2,714.61 |
80.74 |
2.9% |
28.34 |
1.0% |
38% |
False |
False |
|
| 20 |
2,795.35 |
2,618.47 |
176.88 |
6.4% |
25.54 |
0.9% |
72% |
False |
False |
|
| 40 |
2,795.35 |
2,523.88 |
271.47 |
9.9% |
24.81 |
0.9% |
81% |
False |
False |
|
| 60 |
2,795.35 |
2,352.76 |
442.59 |
16.1% |
23.94 |
0.9% |
89% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.3% |
25.18 |
0.9% |
91% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
27.08 |
1.0% |
92% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
29.48 |
1.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.19 |
|
2.618 |
2,850.49 |
|
1.618 |
2,816.97 |
|
1.000 |
2,796.25 |
|
0.618 |
2,783.45 |
|
HIGH |
2,762.73 |
|
0.618 |
2,749.93 |
|
0.500 |
2,745.97 |
|
0.382 |
2,742.01 |
|
LOW |
2,729.21 |
|
0.618 |
2,708.49 |
|
1.000 |
2,695.69 |
|
1.618 |
2,674.97 |
|
2.618 |
2,641.45 |
|
4.250 |
2,586.75 |
|
|