| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,731.26 |
2,723.68 |
-7.58 |
-0.3% |
2,650.62 |
| High |
2,737.54 |
2,756.81 |
19.27 |
0.7% |
2,750.50 |
| Low |
2,720.44 |
2,715.75 |
-4.69 |
-0.2% |
2,628.96 |
| Close |
2,723.68 |
2,726.92 |
3.24 |
0.1% |
2,741.34 |
| Range |
17.10 |
41.06 |
23.96 |
140.1% |
121.54 |
| ATR |
37.13 |
37.41 |
0.28 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.34 |
2,832.69 |
2,749.50 |
|
| R3 |
2,815.28 |
2,791.63 |
2,738.21 |
|
| R2 |
2,774.22 |
2,774.22 |
2,734.45 |
|
| R1 |
2,750.57 |
2,750.57 |
2,730.68 |
2,762.40 |
| PP |
2,733.16 |
2,733.16 |
2,733.16 |
2,739.07 |
| S1 |
2,709.51 |
2,709.51 |
2,723.16 |
2,721.34 |
| S2 |
2,692.10 |
2,692.10 |
2,719.39 |
|
| S3 |
2,651.04 |
2,668.45 |
2,715.63 |
|
| S4 |
2,609.98 |
2,627.39 |
2,704.34 |
|
|
| 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 |
2,756.81 |
2,691.12 |
65.69 |
2.4% |
26.21 |
1.0% |
54% |
True |
False |
|
| 10 |
2,756.81 |
2,628.96 |
127.85 |
4.7% |
31.33 |
1.1% |
77% |
True |
False |
|
| 20 |
2,795.35 |
2,628.96 |
166.39 |
6.1% |
34.45 |
1.3% |
59% |
False |
False |
|
| 40 |
2,795.35 |
2,575.13 |
220.22 |
8.1% |
29.34 |
1.1% |
69% |
False |
False |
|
| 60 |
2,795.35 |
2,513.51 |
281.84 |
10.3% |
27.62 |
1.0% |
76% |
False |
False |
|
| 80 |
2,795.35 |
2,341.64 |
453.71 |
16.6% |
26.32 |
1.0% |
85% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
21.5% |
27.27 |
1.0% |
88% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.6% |
28.52 |
1.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.32 |
|
2.618 |
2,864.31 |
|
1.618 |
2,823.25 |
|
1.000 |
2,797.87 |
|
0.618 |
2,782.19 |
|
HIGH |
2,756.81 |
|
0.618 |
2,741.13 |
|
0.500 |
2,736.28 |
|
0.382 |
2,731.43 |
|
LOW |
2,715.75 |
|
0.618 |
2,690.37 |
|
1.000 |
2,674.69 |
|
1.618 |
2,649.31 |
|
2.618 |
2,608.25 |
|
4.250 |
2,541.25 |
|
|