| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,370.0 |
2,330.0 |
-40.0 |
-1.7% |
2,426.0 |
| High |
2,370.0 |
2,335.0 |
-35.0 |
-1.5% |
2,493.0 |
| Low |
2,319.0 |
2,290.0 |
-29.0 |
-1.3% |
2,370.0 |
| Close |
2,319.0 |
2,318.0 |
-1.0 |
0.0% |
2,401.0 |
| Range |
51.0 |
45.0 |
-6.0 |
-11.8% |
123.0 |
| ATR |
43.7 |
43.8 |
0.1 |
0.2% |
0.0 |
| Volume |
10,758 |
949 |
-9,809 |
-91.2% |
1,868 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,449.3 |
2,428.7 |
2,342.8 |
|
| R3 |
2,404.3 |
2,383.7 |
2,330.4 |
|
| R2 |
2,359.3 |
2,359.3 |
2,326.3 |
|
| R1 |
2,338.7 |
2,338.7 |
2,322.1 |
2,326.5 |
| PP |
2,314.3 |
2,314.3 |
2,314.3 |
2,308.3 |
| S1 |
2,293.7 |
2,293.7 |
2,313.9 |
2,281.5 |
| S2 |
2,269.3 |
2,269.3 |
2,309.8 |
|
| S3 |
2,224.3 |
2,248.7 |
2,305.6 |
|
| S4 |
2,179.3 |
2,203.7 |
2,293.3 |
|
|
| 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 |
2,437.0 |
2,290.0 |
147.0 |
6.3% |
47.6 |
2.1% |
19% |
False |
True |
2,380 |
| 10 |
2,493.0 |
2,290.0 |
203.0 |
8.8% |
48.7 |
2.1% |
14% |
False |
True |
1,383 |
| 20 |
2,541.0 |
2,290.0 |
251.0 |
10.8% |
39.8 |
1.7% |
11% |
False |
True |
4,564 |
| 40 |
2,541.0 |
2,290.0 |
251.0 |
10.8% |
34.5 |
1.5% |
11% |
False |
True |
2,973 |
| 60 |
2,541.0 |
2,227.0 |
314.0 |
13.5% |
28.9 |
1.2% |
29% |
False |
False |
2,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.3 |
|
2.618 |
2,452.8 |
|
1.618 |
2,407.8 |
|
1.000 |
2,380.0 |
|
0.618 |
2,362.8 |
|
HIGH |
2,335.0 |
|
0.618 |
2,317.8 |
|
0.500 |
2,312.5 |
|
0.382 |
2,307.2 |
|
LOW |
2,290.0 |
|
0.618 |
2,262.2 |
|
1.000 |
2,245.0 |
|
1.618 |
2,217.2 |
|
2.618 |
2,172.2 |
|
4.250 |
2,098.8 |
|
|