| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,713.18 |
2,737.04 |
23.86 |
0.9% |
2,650.62 |
| High |
2,736.30 |
2,737.14 |
0.84 |
0.0% |
2,750.50 |
| Low |
2,707.63 |
2,697.78 |
-9.85 |
-0.4% |
2,628.96 |
| Close |
2,734.77 |
2,704.59 |
-30.18 |
-1.1% |
2,741.34 |
| Range |
28.67 |
39.36 |
10.69 |
37.3% |
121.54 |
| ATR |
36.78 |
36.97 |
0.18 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,831.25 |
2,807.28 |
2,726.24 |
|
| R3 |
2,791.89 |
2,767.92 |
2,715.41 |
|
| R2 |
2,752.53 |
2,752.53 |
2,711.81 |
|
| R1 |
2,728.56 |
2,728.56 |
2,708.20 |
2,720.87 |
| PP |
2,713.17 |
2,713.17 |
2,713.17 |
2,709.32 |
| S1 |
2,689.20 |
2,689.20 |
2,700.98 |
2,681.51 |
| S2 |
2,673.81 |
2,673.81 |
2,697.37 |
|
| S3 |
2,634.45 |
2,649.84 |
2,693.77 |
|
| S4 |
2,595.09 |
2,610.48 |
2,682.94 |
|
|
| 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 |
2,697.78 |
59.03 |
2.2% |
30.71 |
1.1% |
12% |
False |
True |
|
| 10 |
2,756.81 |
2,628.96 |
127.85 |
4.7% |
29.47 |
1.1% |
59% |
False |
False |
|
| 20 |
2,764.21 |
2,628.96 |
135.25 |
5.0% |
34.76 |
1.3% |
56% |
False |
False |
|
| 40 |
2,795.35 |
2,618.47 |
176.88 |
6.5% |
30.15 |
1.1% |
49% |
False |
False |
|
| 60 |
2,795.35 |
2,523.88 |
271.47 |
10.0% |
28.12 |
1.0% |
67% |
False |
False |
|
| 80 |
2,795.35 |
2,352.76 |
442.59 |
16.4% |
26.64 |
1.0% |
79% |
False |
False |
|
| 100 |
2,795.35 |
2,209.57 |
585.78 |
21.7% |
27.09 |
1.0% |
85% |
False |
False |
|
| 120 |
2,795.35 |
2,150.71 |
644.64 |
23.8% |
28.36 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.42 |
|
2.618 |
2,840.18 |
|
1.618 |
2,800.82 |
|
1.000 |
2,776.50 |
|
0.618 |
2,761.46 |
|
HIGH |
2,737.14 |
|
0.618 |
2,722.10 |
|
0.500 |
2,717.46 |
|
0.382 |
2,712.82 |
|
LOW |
2,697.78 |
|
0.618 |
2,673.46 |
|
1.000 |
2,658.42 |
|
1.618 |
2,634.10 |
|
2.618 |
2,594.74 |
|
4.250 |
2,530.50 |
|
|