| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,412.0 |
2,423.0 |
11.0 |
0.5% |
2,426.0 |
| High |
2,437.0 |
2,423.0 |
-14.0 |
-0.6% |
2,493.0 |
| Low |
2,380.0 |
2,365.0 |
-15.0 |
-0.6% |
2,370.0 |
| Close |
2,422.0 |
2,385.0 |
-37.0 |
-1.5% |
2,401.0 |
| Range |
57.0 |
58.0 |
1.0 |
1.8% |
123.0 |
| ATR |
40.8 |
42.0 |
1.2 |
3.0% |
0.0 |
| Volume |
76 |
82 |
6 |
7.9% |
1,868 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,565.0 |
2,533.0 |
2,416.9 |
|
| R3 |
2,507.0 |
2,475.0 |
2,401.0 |
|
| R2 |
2,449.0 |
2,449.0 |
2,395.6 |
|
| R1 |
2,417.0 |
2,417.0 |
2,390.3 |
2,404.0 |
| PP |
2,391.0 |
2,391.0 |
2,391.0 |
2,384.5 |
| S1 |
2,359.0 |
2,359.0 |
2,379.7 |
2,346.0 |
| S2 |
2,333.0 |
2,333.0 |
2,374.4 |
|
| S3 |
2,275.0 |
2,301.0 |
2,369.1 |
|
| S4 |
2,217.0 |
2,243.0 |
2,353.1 |
|
|
| 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 |
2,457.0 |
2,365.0 |
92.0 |
3.9% |
49.2 |
2.1% |
22% |
False |
True |
186 |
| 10 |
2,520.0 |
2,365.0 |
155.0 |
6.5% |
48.6 |
2.0% |
13% |
False |
True |
374 |
| 20 |
2,541.0 |
2,358.0 |
183.0 |
7.7% |
39.3 |
1.6% |
15% |
False |
False |
4,649 |
| 40 |
2,541.0 |
2,351.0 |
190.0 |
8.0% |
33.1 |
1.4% |
18% |
False |
False |
2,681 |
| 60 |
2,541.0 |
2,227.0 |
314.0 |
13.2% |
27.9 |
1.2% |
50% |
False |
False |
1,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,669.5 |
|
2.618 |
2,574.8 |
|
1.618 |
2,516.8 |
|
1.000 |
2,481.0 |
|
0.618 |
2,458.8 |
|
HIGH |
2,423.0 |
|
0.618 |
2,400.8 |
|
0.500 |
2,394.0 |
|
0.382 |
2,387.2 |
|
LOW |
2,365.0 |
|
0.618 |
2,329.2 |
|
1.000 |
2,307.0 |
|
1.618 |
2,271.2 |
|
2.618 |
2,213.2 |
|
4.250 |
2,118.5 |
|
|