| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,398.0 |
2,412.0 |
14.0 |
0.6% |
2,426.0 |
| High |
2,407.0 |
2,437.0 |
30.0 |
1.2% |
2,493.0 |
| Low |
2,380.0 |
2,380.0 |
0.0 |
0.0% |
2,370.0 |
| Close |
2,401.0 |
2,422.0 |
21.0 |
0.9% |
2,401.0 |
| Range |
27.0 |
57.0 |
30.0 |
111.1% |
123.0 |
| ATR |
39.5 |
40.8 |
1.2 |
3.2% |
0.0 |
| Volume |
38 |
76 |
38 |
100.0% |
1,868 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.0 |
2,560.0 |
2,453.4 |
|
| R3 |
2,527.0 |
2,503.0 |
2,437.7 |
|
| R2 |
2,470.0 |
2,470.0 |
2,432.5 |
|
| R1 |
2,446.0 |
2,446.0 |
2,427.2 |
2,458.0 |
| PP |
2,413.0 |
2,413.0 |
2,413.0 |
2,419.0 |
| S1 |
2,389.0 |
2,389.0 |
2,416.8 |
2,401.0 |
| S2 |
2,356.0 |
2,356.0 |
2,411.6 |
|
| S3 |
2,299.0 |
2,332.0 |
2,406.3 |
|
| S4 |
2,242.0 |
2,275.0 |
2,390.7 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.3 |
2,718.7 |
2,468.7 |
|
| R3 |
2,667.3 |
2,595.7 |
2,434.8 |
|
| R2 |
2,544.3 |
2,544.3 |
2,423.6 |
|
| R1 |
2,472.7 |
2,472.7 |
2,412.3 |
2,447.0 |
| PP |
2,421.3 |
2,421.3 |
2,421.3 |
2,408.5 |
| S1 |
2,349.7 |
2,349.7 |
2,389.7 |
2,324.0 |
| S2 |
2,298.3 |
2,298.3 |
2,378.5 |
|
| S3 |
2,175.3 |
2,226.7 |
2,367.2 |
|
| S4 |
2,052.3 |
2,103.7 |
2,333.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,493.0 |
2,370.0 |
123.0 |
5.1% |
48.0 |
2.0% |
42% |
False |
False |
351 |
| 10 |
2,529.0 |
2,370.0 |
159.0 |
6.6% |
46.2 |
1.9% |
33% |
False |
False |
422 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
41.1 |
1.7% |
37% |
False |
False |
4,794 |
| 40 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
32.0 |
1.3% |
37% |
False |
False |
2,686 |
| 60 |
2,541.0 |
2,227.0 |
314.0 |
13.0% |
27.6 |
1.1% |
62% |
False |
False |
1,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,679.3 |
|
2.618 |
2,586.2 |
|
1.618 |
2,529.2 |
|
1.000 |
2,494.0 |
|
0.618 |
2,472.2 |
|
HIGH |
2,437.0 |
|
0.618 |
2,415.2 |
|
0.500 |
2,408.5 |
|
0.382 |
2,401.8 |
|
LOW |
2,380.0 |
|
0.618 |
2,344.8 |
|
1.000 |
2,323.0 |
|
1.618 |
2,287.8 |
|
2.618 |
2,230.8 |
|
4.250 |
2,137.8 |
|
|