| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,737.57 |
2,731.26 |
-6.31 |
-0.2% |
2,650.62 |
| High |
2,750.50 |
2,737.54 |
-12.96 |
-0.5% |
2,750.50 |
| Low |
2,723.16 |
2,720.44 |
-2.72 |
-0.1% |
2,628.96 |
| Close |
2,741.34 |
2,723.68 |
-17.66 |
-0.6% |
2,741.34 |
| Range |
27.34 |
17.10 |
-10.24 |
-37.5% |
121.54 |
| ATR |
38.37 |
37.13 |
-1.25 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.52 |
2,768.20 |
2,733.09 |
|
| R3 |
2,761.42 |
2,751.10 |
2,728.38 |
|
| R2 |
2,744.32 |
2,744.32 |
2,726.82 |
|
| R1 |
2,734.00 |
2,734.00 |
2,725.25 |
2,730.61 |
| PP |
2,727.22 |
2,727.22 |
2,727.22 |
2,725.53 |
| S1 |
2,716.90 |
2,716.90 |
2,722.11 |
2,713.51 |
| S2 |
2,710.12 |
2,710.12 |
2,720.55 |
|
| S3 |
2,693.02 |
2,699.80 |
2,718.98 |
|
| S4 |
2,675.92 |
2,682.70 |
2,714.28 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.55 |
3,027.99 |
2,808.19 |
|
| R3 |
2,950.01 |
2,906.45 |
2,774.76 |
|
| R2 |
2,828.47 |
2,828.47 |
2,763.62 |
|
| R1 |
2,784.91 |
2,784.91 |
2,752.48 |
2,806.69 |
| PP |
2,706.93 |
2,706.93 |
2,706.93 |
2,717.83 |
| S1 |
2,663.37 |
2,663.37 |
2,730.20 |
2,685.15 |
| S2 |
2,585.39 |
2,585.39 |
2,719.06 |
|
| S3 |
2,463.85 |
2,541.83 |
2,707.92 |
|
| S4 |
2,342.31 |
2,420.29 |
2,674.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.50 |
2,628.96 |
121.54 |
4.5% |
24.11 |
0.9% |
78% |
False |
False |
|
| 10 |
2,750.50 |
2,628.96 |
121.54 |
4.5% |
32.84 |
1.2% |
78% |
False |
False |
|
| 20 |
2,795.35 |
2,628.96 |
166.39 |
6.1% |
34.38 |
1.3% |
57% |
False |
False |
|
| 40 |
2,795.35 |
2,575.13 |
220.22 |
8.1% |
28.68 |
1.1% |
67% |
False |
False |
|
| 60 |
2,795.35 |
2,513.51 |
281.84 |
10.3% |
27.22 |
1.0% |
75% |
False |
False |
|
| 80 |
2,795.35 |
2,317.52 |
477.83 |
17.5% |
26.23 |
1.0% |
85% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
21.5% |
27.07 |
1.0% |
88% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.7% |
28.54 |
1.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,810.22 |
|
2.618 |
2,782.31 |
|
1.618 |
2,765.21 |
|
1.000 |
2,754.64 |
|
0.618 |
2,748.11 |
|
HIGH |
2,737.54 |
|
0.618 |
2,731.01 |
|
0.500 |
2,728.99 |
|
0.382 |
2,726.97 |
|
LOW |
2,720.44 |
|
0.618 |
2,709.87 |
|
1.000 |
2,703.34 |
|
1.618 |
2,692.77 |
|
2.618 |
2,675.67 |
|
4.250 |
2,647.77 |
|
|