| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,738.44 |
2,719.48 |
-18.96 |
-0.7% |
2,752.19 |
| High |
2,749.51 |
2,726.94 |
-22.57 |
-0.8% |
2,795.35 |
| Low |
2,688.21 |
2,702.97 |
14.76 |
0.5% |
2,729.21 |
| Close |
2,695.12 |
2,708.13 |
13.01 |
0.5% |
2,762.50 |
| Range |
61.30 |
23.97 |
-37.33 |
-60.9% |
66.14 |
| ATR |
32.72 |
32.65 |
-0.06 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.59 |
2,770.33 |
2,721.31 |
|
| R3 |
2,760.62 |
2,746.36 |
2,714.72 |
|
| R2 |
2,736.65 |
2,736.65 |
2,712.52 |
|
| R1 |
2,722.39 |
2,722.39 |
2,710.33 |
2,717.54 |
| PP |
2,712.68 |
2,712.68 |
2,712.68 |
2,710.25 |
| S1 |
2,698.42 |
2,698.42 |
2,705.93 |
2,693.57 |
| S2 |
2,688.71 |
2,688.71 |
2,703.74 |
|
| S3 |
2,664.74 |
2,674.45 |
2,701.54 |
|
| S4 |
2,640.77 |
2,650.48 |
2,694.95 |
|
|
| 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 |
2,764.21 |
2,688.21 |
76.00 |
2.8% |
34.51 |
1.3% |
26% |
False |
False |
|
| 10 |
2,795.35 |
2,688.21 |
107.14 |
4.0% |
33.82 |
1.2% |
19% |
False |
False |
|
| 20 |
2,795.35 |
2,688.21 |
107.14 |
4.0% |
27.83 |
1.0% |
19% |
False |
False |
|
| 40 |
2,795.35 |
2,551.35 |
244.00 |
9.0% |
26.25 |
1.0% |
64% |
False |
False |
|
| 60 |
2,795.35 |
2,385.79 |
409.56 |
15.1% |
24.85 |
0.9% |
79% |
False |
False |
|
| 80 |
2,795.35 |
2,209.57 |
585.78 |
21.6% |
24.93 |
0.9% |
85% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
23.8% |
26.94 |
1.0% |
86% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.8% |
29.24 |
1.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.81 |
|
2.618 |
2,789.69 |
|
1.618 |
2,765.72 |
|
1.000 |
2,750.91 |
|
0.618 |
2,741.75 |
|
HIGH |
2,726.94 |
|
0.618 |
2,717.78 |
|
0.500 |
2,714.96 |
|
0.382 |
2,712.13 |
|
LOW |
2,702.97 |
|
0.618 |
2,688.16 |
|
1.000 |
2,679.00 |
|
1.618 |
2,664.19 |
|
2.618 |
2,640.22 |
|
4.250 |
2,601.10 |
|
|