| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,647.91 |
2,694.86 |
46.95 |
1.8% |
2,713.89 |
| High |
2,659.52 |
2,710.87 |
51.35 |
1.9% |
2,738.59 |
| Low |
2,628.96 |
2,691.12 |
62.16 |
2.4% |
2,660.96 |
| Close |
2,638.73 |
2,709.62 |
70.89 |
2.7% |
2,676.04 |
| Range |
30.56 |
19.75 |
-10.81 |
-35.4% |
77.63 |
| ATR |
37.80 |
40.25 |
2.45 |
6.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.12 |
2,756.12 |
2,720.48 |
|
| R3 |
2,743.37 |
2,736.37 |
2,715.05 |
|
| R2 |
2,723.62 |
2,723.62 |
2,713.24 |
|
| R1 |
2,716.62 |
2,716.62 |
2,711.43 |
2,720.12 |
| PP |
2,703.87 |
2,703.87 |
2,703.87 |
2,705.62 |
| S1 |
2,696.87 |
2,696.87 |
2,707.81 |
2,700.37 |
| S2 |
2,684.12 |
2,684.12 |
2,706.00 |
|
| S3 |
2,664.37 |
2,677.12 |
2,704.19 |
|
| S4 |
2,644.62 |
2,657.37 |
2,698.76 |
|
|
| 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 |
4.0% |
35.56 |
1.3% |
74% |
False |
False |
|
| 10 |
2,743.41 |
2,628.96 |
114.45 |
4.2% |
37.67 |
1.4% |
70% |
False |
False |
|
| 20 |
2,795.35 |
2,628.96 |
166.39 |
6.1% |
35.74 |
1.3% |
48% |
False |
False |
|
| 40 |
2,795.35 |
2,575.13 |
220.22 |
8.1% |
28.63 |
1.1% |
61% |
False |
False |
|
| 60 |
2,795.35 |
2,453.05 |
342.30 |
12.6% |
27.19 |
1.0% |
75% |
False |
False |
|
| 80 |
2,795.35 |
2,277.77 |
517.58 |
19.1% |
26.03 |
1.0% |
83% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
21.6% |
27.18 |
1.0% |
85% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.8% |
28.97 |
1.1% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,794.81 |
|
2.618 |
2,762.58 |
|
1.618 |
2,742.83 |
|
1.000 |
2,730.62 |
|
0.618 |
2,723.08 |
|
HIGH |
2,710.87 |
|
0.618 |
2,703.33 |
|
0.500 |
2,701.00 |
|
0.382 |
2,698.66 |
|
LOW |
2,691.12 |
|
0.618 |
2,678.91 |
|
1.000 |
2,671.37 |
|
1.618 |
2,659.16 |
|
2.618 |
2,639.41 |
|
4.250 |
2,607.18 |
|
|