| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,759.33 |
2,740.70 |
-18.63 |
-0.7% |
2,746.98 |
| High |
2,762.73 |
2,764.21 |
1.48 |
0.1% |
2,794.00 |
| Low |
2,729.21 |
2,739.10 |
9.89 |
0.4% |
2,741.32 |
| Close |
2,745.00 |
2,762.50 |
17.50 |
0.6% |
2,755.27 |
| Range |
33.52 |
25.11 |
-8.41 |
-25.1% |
52.68 |
| ATR |
30.17 |
29.81 |
-0.36 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.60 |
2,821.66 |
2,776.31 |
|
| R3 |
2,805.49 |
2,796.55 |
2,769.41 |
|
| R2 |
2,780.38 |
2,780.38 |
2,767.10 |
|
| R1 |
2,771.44 |
2,771.44 |
2,764.80 |
2,775.91 |
| PP |
2,755.27 |
2,755.27 |
2,755.27 |
2,757.51 |
| S1 |
2,746.33 |
2,746.33 |
2,760.20 |
2,750.80 |
| S2 |
2,730.16 |
2,730.16 |
2,757.90 |
|
| S3 |
2,705.05 |
2,721.22 |
2,755.59 |
|
| S4 |
2,679.94 |
2,696.11 |
2,748.69 |
|
|
| 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% |
31.34 |
1.1% |
50% |
False |
False |
|
| 10 |
2,795.35 |
2,714.61 |
80.74 |
2.9% |
29.04 |
1.1% |
59% |
False |
False |
|
| 20 |
2,795.35 |
2,635.76 |
159.59 |
5.8% |
25.53 |
0.9% |
79% |
False |
False |
|
| 40 |
2,795.35 |
2,537.99 |
257.36 |
9.3% |
24.89 |
0.9% |
87% |
False |
False |
|
| 60 |
2,795.35 |
2,352.76 |
442.59 |
16.0% |
24.02 |
0.9% |
93% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.2% |
25.01 |
0.9% |
94% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.3% |
26.85 |
1.0% |
95% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.3% |
29.44 |
1.1% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.93 |
|
2.618 |
2,829.95 |
|
1.618 |
2,804.84 |
|
1.000 |
2,789.32 |
|
0.618 |
2,779.73 |
|
HIGH |
2,764.21 |
|
0.618 |
2,754.62 |
|
0.500 |
2,751.66 |
|
0.382 |
2,748.69 |
|
LOW |
2,739.10 |
|
0.618 |
2,723.58 |
|
1.000 |
2,713.99 |
|
1.618 |
2,698.47 |
|
2.618 |
2,673.36 |
|
4.250 |
2,632.38 |
|
|