| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,714.66 |
2,707.89 |
-6.77 |
-0.2% |
2,726.08 |
| High |
2,732.03 |
2,738.59 |
6.56 |
0.2% |
2,751.44 |
| Low |
2,707.91 |
2,676.09 |
-31.82 |
-1.2% |
2,688.21 |
| Close |
2,716.14 |
2,686.82 |
-29.32 |
-1.1% |
2,698.99 |
| Range |
24.12 |
62.50 |
38.38 |
159.1% |
63.23 |
| ATR |
35.87 |
37.77 |
1.90 |
5.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,888.00 |
2,849.91 |
2,721.20 |
|
| R3 |
2,825.50 |
2,787.41 |
2,704.01 |
|
| R2 |
2,763.00 |
2,763.00 |
2,698.28 |
|
| R1 |
2,724.91 |
2,724.91 |
2,692.55 |
2,712.71 |
| PP |
2,700.50 |
2,700.50 |
2,700.50 |
2,694.40 |
| S1 |
2,662.41 |
2,662.41 |
2,681.09 |
2,650.21 |
| S2 |
2,638.00 |
2,638.00 |
2,675.36 |
|
| S3 |
2,575.50 |
2,599.91 |
2,669.63 |
|
| S4 |
2,513.00 |
2,537.41 |
2,652.45 |
|
|
| 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 |
2,738.59 |
2,660.96 |
77.63 |
2.9% |
45.81 |
1.7% |
33% |
True |
False |
|
| 10 |
2,764.21 |
2,660.96 |
103.25 |
3.8% |
40.05 |
1.5% |
25% |
False |
False |
|
| 20 |
2,795.35 |
2,660.96 |
134.39 |
5.0% |
34.19 |
1.3% |
19% |
False |
False |
|
| 40 |
2,795.35 |
2,570.07 |
225.28 |
8.4% |
28.31 |
1.1% |
52% |
False |
False |
|
| 60 |
2,795.35 |
2,433.63 |
361.72 |
13.5% |
27.22 |
1.0% |
70% |
False |
False |
|
| 80 |
2,795.35 |
2,262.22 |
533.13 |
19.8% |
25.75 |
1.0% |
80% |
False |
False |
|
| 100 |
2,795.35 |
2,150.71 |
644.64 |
24.0% |
27.20 |
1.0% |
83% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.0% |
29.09 |
1.1% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,004.22 |
|
2.618 |
2,902.22 |
|
1.618 |
2,839.72 |
|
1.000 |
2,801.09 |
|
0.618 |
2,777.22 |
|
HIGH |
2,738.59 |
|
0.618 |
2,714.72 |
|
0.500 |
2,707.34 |
|
0.382 |
2,699.97 |
|
LOW |
2,676.09 |
|
0.618 |
2,637.47 |
|
1.000 |
2,613.59 |
|
1.618 |
2,574.97 |
|
2.618 |
2,512.47 |
|
4.250 |
2,410.47 |
|
|