| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,650.62 |
2,647.91 |
-2.71 |
-0.1% |
2,713.89 |
| High |
2,657.36 |
2,659.52 |
2.16 |
0.1% |
2,738.59 |
| Low |
2,629.70 |
2,628.96 |
-0.74 |
0.0% |
2,660.96 |
| Close |
2,653.50 |
2,638.73 |
-14.77 |
-0.6% |
2,676.04 |
| Range |
27.66 |
30.56 |
2.90 |
10.5% |
77.63 |
| ATR |
38.36 |
37.80 |
-0.56 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.08 |
2,716.97 |
2,655.54 |
|
| R3 |
2,703.52 |
2,686.41 |
2,647.13 |
|
| R2 |
2,672.96 |
2,672.96 |
2,644.33 |
|
| R1 |
2,655.85 |
2,655.85 |
2,641.53 |
2,649.13 |
| PP |
2,642.40 |
2,642.40 |
2,642.40 |
2,639.04 |
| S1 |
2,625.29 |
2,625.29 |
2,635.93 |
2,618.57 |
| S2 |
2,611.84 |
2,611.84 |
2,633.13 |
|
| S3 |
2,581.28 |
2,594.73 |
2,630.33 |
|
| S4 |
2,550.72 |
2,564.17 |
2,621.92 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.75 |
2,878.03 |
2,718.74 |
|
| R3 |
2,847.12 |
2,800.40 |
2,697.39 |
|
| R2 |
2,769.49 |
2,769.49 |
2,690.27 |
|
| R1 |
2,722.77 |
2,722.77 |
2,683.16 |
2,707.32 |
| PP |
2,691.86 |
2,691.86 |
2,691.86 |
2,684.14 |
| S1 |
2,645.14 |
2,645.14 |
2,668.92 |
2,629.69 |
| S2 |
2,614.23 |
2,614.23 |
2,661.81 |
|
| S3 |
2,536.60 |
2,567.51 |
2,654.69 |
|
| S4 |
2,458.97 |
2,489.88 |
2,633.34 |
|
|
| 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 |
2,628.96 |
109.63 |
4.2% |
36.44 |
1.4% |
9% |
False |
True |
|
| 10 |
2,743.41 |
2,628.96 |
114.45 |
4.3% |
38.09 |
1.4% |
9% |
False |
True |
|
| 20 |
2,795.35 |
2,628.96 |
166.39 |
6.3% |
35.48 |
1.3% |
6% |
False |
True |
|
| 40 |
2,795.35 |
2,575.13 |
220.22 |
8.3% |
28.80 |
1.1% |
29% |
False |
False |
|
| 60 |
2,795.35 |
2,433.63 |
361.72 |
13.7% |
27.44 |
1.0% |
57% |
False |
False |
|
| 80 |
2,795.35 |
2,264.89 |
530.46 |
20.1% |
26.04 |
1.0% |
70% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
22.2% |
27.28 |
1.0% |
73% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
24.4% |
29.08 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.40 |
|
2.618 |
2,739.53 |
|
1.618 |
2,708.97 |
|
1.000 |
2,690.08 |
|
0.618 |
2,678.41 |
|
HIGH |
2,659.52 |
|
0.618 |
2,647.85 |
|
0.500 |
2,644.24 |
|
0.382 |
2,640.63 |
|
LOW |
2,628.96 |
|
0.618 |
2,610.07 |
|
1.000 |
2,598.40 |
|
1.618 |
2,579.51 |
|
2.618 |
2,548.95 |
|
4.250 |
2,499.08 |
|
|