| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,740.70 |
2,726.08 |
-14.62 |
-0.5% |
2,752.19 |
| High |
2,764.21 |
2,751.44 |
-12.77 |
-0.5% |
2,795.35 |
| Low |
2,739.10 |
2,722.77 |
-16.33 |
-0.6% |
2,729.21 |
| Close |
2,762.50 |
2,739.98 |
-22.52 |
-0.8% |
2,762.50 |
| Range |
25.11 |
28.67 |
3.56 |
14.2% |
66.14 |
| ATR |
29.81 |
30.52 |
0.71 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.07 |
2,810.70 |
2,755.75 |
|
| R3 |
2,795.40 |
2,782.03 |
2,747.86 |
|
| R2 |
2,766.73 |
2,766.73 |
2,745.24 |
|
| R1 |
2,753.36 |
2,753.36 |
2,742.61 |
2,760.05 |
| PP |
2,738.06 |
2,738.06 |
2,738.06 |
2,741.41 |
| S1 |
2,724.69 |
2,724.69 |
2,737.35 |
2,731.38 |
| S2 |
2,709.39 |
2,709.39 |
2,734.72 |
|
| S3 |
2,680.72 |
2,696.02 |
2,732.10 |
|
| S4 |
2,652.05 |
2,667.35 |
2,724.21 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.77 |
2,927.78 |
2,798.88 |
|
| R3 |
2,894.63 |
2,861.64 |
2,780.69 |
|
| R2 |
2,828.49 |
2,828.49 |
2,774.63 |
|
| R1 |
2,795.50 |
2,795.50 |
2,768.56 |
2,812.00 |
| PP |
2,762.35 |
2,762.35 |
2,762.35 |
2,770.60 |
| S1 |
2,729.36 |
2,729.36 |
2,756.44 |
2,745.86 |
| S2 |
2,696.21 |
2,696.21 |
2,750.37 |
|
| S3 |
2,630.07 |
2,663.22 |
2,744.31 |
|
| S4 |
2,563.93 |
2,597.08 |
2,726.12 |
|
|
| 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 |
2,722.77 |
72.58 |
2.6% |
31.06 |
1.1% |
24% |
False |
True |
|
| 10 |
2,795.35 |
2,722.77 |
72.58 |
2.6% |
29.90 |
1.1% |
24% |
False |
True |
|
| 20 |
2,795.35 |
2,635.76 |
159.59 |
5.8% |
26.34 |
1.0% |
65% |
False |
False |
|
| 40 |
2,795.35 |
2,537.99 |
257.36 |
9.4% |
24.95 |
0.9% |
78% |
False |
False |
|
| 60 |
2,795.35 |
2,352.76 |
442.59 |
16.2% |
24.18 |
0.9% |
87% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.4% |
25.10 |
0.9% |
91% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
26.81 |
1.0% |
91% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.5% |
29.45 |
1.1% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.29 |
|
2.618 |
2,826.50 |
|
1.618 |
2,797.83 |
|
1.000 |
2,780.11 |
|
0.618 |
2,769.16 |
|
HIGH |
2,751.44 |
|
0.618 |
2,740.49 |
|
0.500 |
2,737.11 |
|
0.382 |
2,733.72 |
|
LOW |
2,722.77 |
|
0.618 |
2,705.05 |
|
1.000 |
2,694.10 |
|
1.618 |
2,676.38 |
|
2.618 |
2,647.71 |
|
4.250 |
2,600.92 |
|
|