| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,730.74 |
2,713.89 |
-16.85 |
-0.6% |
2,726.08 |
| High |
2,731.35 |
2,713.89 |
-17.46 |
-0.6% |
2,751.44 |
| Low |
2,698.11 |
2,660.96 |
-37.15 |
-1.4% |
2,688.21 |
| Close |
2,698.99 |
2,670.10 |
-28.89 |
-1.1% |
2,698.99 |
| Range |
33.24 |
52.93 |
19.69 |
59.2% |
63.23 |
| ATR |
33.50 |
34.89 |
1.39 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,840.44 |
2,808.20 |
2,699.21 |
|
| R3 |
2,787.51 |
2,755.27 |
2,684.66 |
|
| R2 |
2,734.58 |
2,734.58 |
2,679.80 |
|
| R1 |
2,702.34 |
2,702.34 |
2,674.95 |
2,692.00 |
| PP |
2,681.65 |
2,681.65 |
2,681.65 |
2,676.48 |
| S1 |
2,649.41 |
2,649.41 |
2,665.25 |
2,639.07 |
| S2 |
2,628.72 |
2,628.72 |
2,660.40 |
|
| S3 |
2,575.79 |
2,596.48 |
2,655.54 |
|
| S4 |
2,522.86 |
2,543.55 |
2,640.99 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.57 |
2,864.01 |
2,733.77 |
|
| R3 |
2,839.34 |
2,800.78 |
2,716.38 |
|
| R2 |
2,776.11 |
2,776.11 |
2,710.58 |
|
| R1 |
2,737.55 |
2,737.55 |
2,704.79 |
2,725.22 |
| PP |
2,712.88 |
2,712.88 |
2,712.88 |
2,706.71 |
| S1 |
2,674.32 |
2,674.32 |
2,693.19 |
2,661.99 |
| S2 |
2,649.65 |
2,649.65 |
2,687.40 |
|
| S3 |
2,586.42 |
2,611.09 |
2,681.60 |
|
| S4 |
2,523.19 |
2,547.86 |
2,664.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,749.51 |
2,660.96 |
88.55 |
3.3% |
40.76 |
1.5% |
10% |
False |
True |
|
| 10 |
2,795.35 |
2,660.96 |
134.39 |
5.0% |
35.91 |
1.3% |
7% |
False |
True |
|
| 20 |
2,795.35 |
2,660.96 |
134.39 |
5.0% |
30.81 |
1.2% |
7% |
False |
True |
|
| 40 |
2,795.35 |
2,570.07 |
225.28 |
8.4% |
26.39 |
1.0% |
44% |
False |
False |
|
| 60 |
2,795.35 |
2,423.24 |
372.11 |
13.9% |
25.80 |
1.0% |
66% |
False |
False |
|
| 80 |
2,795.35 |
2,222.68 |
572.67 |
21.4% |
25.12 |
0.9% |
78% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
24.1% |
26.83 |
1.0% |
81% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.1% |
29.19 |
1.1% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.84 |
|
2.618 |
2,852.46 |
|
1.618 |
2,799.53 |
|
1.000 |
2,766.82 |
|
0.618 |
2,746.60 |
|
HIGH |
2,713.89 |
|
0.618 |
2,693.67 |
|
0.500 |
2,687.43 |
|
0.382 |
2,681.18 |
|
LOW |
2,660.96 |
|
0.618 |
2,628.25 |
|
1.000 |
2,608.03 |
|
1.618 |
2,575.32 |
|
2.618 |
2,522.39 |
|
4.250 |
2,436.01 |
|
|