| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,726.08 |
2,738.44 |
12.36 |
0.5% |
2,752.19 |
| High |
2,751.44 |
2,749.51 |
-1.93 |
-0.1% |
2,795.35 |
| Low |
2,722.77 |
2,688.21 |
-34.56 |
-1.3% |
2,729.21 |
| Close |
2,739.98 |
2,695.12 |
-44.86 |
-1.6% |
2,762.50 |
| Range |
28.67 |
61.30 |
32.63 |
113.8% |
66.14 |
| ATR |
30.52 |
32.72 |
2.20 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.85 |
2,856.28 |
2,728.84 |
|
| R3 |
2,833.55 |
2,794.98 |
2,711.98 |
|
| R2 |
2,772.25 |
2,772.25 |
2,706.36 |
|
| R1 |
2,733.68 |
2,733.68 |
2,700.74 |
2,722.32 |
| PP |
2,710.95 |
2,710.95 |
2,710.95 |
2,705.26 |
| S1 |
2,672.38 |
2,672.38 |
2,689.50 |
2,661.02 |
| S2 |
2,649.65 |
2,649.65 |
2,683.88 |
|
| S3 |
2,588.35 |
2,611.08 |
2,678.26 |
|
| S4 |
2,527.05 |
2,549.78 |
2,661.41 |
|
|
| 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 |
2,688.21 |
107.14 |
4.0% |
35.38 |
1.3% |
6% |
False |
True |
|
| 10 |
2,795.35 |
2,688.21 |
107.14 |
4.0% |
32.87 |
1.2% |
6% |
False |
True |
|
| 20 |
2,795.35 |
2,658.09 |
137.26 |
5.1% |
28.61 |
1.1% |
27% |
False |
False |
|
| 40 |
2,795.35 |
2,551.35 |
244.00 |
9.1% |
26.11 |
1.0% |
59% |
False |
False |
|
| 60 |
2,795.35 |
2,352.76 |
442.59 |
16.4% |
24.79 |
0.9% |
77% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.7% |
25.14 |
0.9% |
83% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.9% |
27.14 |
1.0% |
84% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.9% |
29.59 |
1.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.04 |
|
2.618 |
2,909.99 |
|
1.618 |
2,848.69 |
|
1.000 |
2,810.81 |
|
0.618 |
2,787.39 |
|
HIGH |
2,749.51 |
|
0.618 |
2,726.09 |
|
0.500 |
2,718.86 |
|
0.382 |
2,711.63 |
|
LOW |
2,688.21 |
|
0.618 |
2,650.33 |
|
1.000 |
2,626.91 |
|
1.618 |
2,589.03 |
|
2.618 |
2,527.73 |
|
4.250 |
2,427.69 |
|
|