| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,283.0 |
-47.0 |
-2.0% |
2,412.0 |
| High |
2,335.0 |
2,300.0 |
-35.0 |
-1.5% |
2,437.0 |
| Low |
2,290.0 |
2,225.0 |
-65.0 |
-2.8% |
2,290.0 |
| Close |
2,318.0 |
2,251.0 |
-67.0 |
-2.9% |
2,318.0 |
| Range |
45.0 |
75.0 |
30.0 |
66.7% |
147.0 |
| ATR |
43.8 |
47.3 |
3.5 |
8.0% |
0.0 |
| Volume |
949 |
732 |
-217 |
-22.9% |
11,865 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.7 |
2,442.3 |
2,292.3 |
|
| R3 |
2,408.7 |
2,367.3 |
2,271.6 |
|
| R2 |
2,333.7 |
2,333.7 |
2,264.8 |
|
| R1 |
2,292.3 |
2,292.3 |
2,257.9 |
2,275.5 |
| PP |
2,258.7 |
2,258.7 |
2,258.7 |
2,250.3 |
| S1 |
2,217.3 |
2,217.3 |
2,244.1 |
2,200.5 |
| S2 |
2,183.7 |
2,183.7 |
2,237.3 |
|
| S3 |
2,108.7 |
2,142.3 |
2,230.4 |
|
| S4 |
2,033.7 |
2,067.3 |
2,209.8 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.3 |
2,700.7 |
2,398.9 |
|
| R3 |
2,642.3 |
2,553.7 |
2,358.4 |
|
| R2 |
2,495.3 |
2,495.3 |
2,345.0 |
|
| R1 |
2,406.7 |
2,406.7 |
2,331.5 |
2,377.5 |
| PP |
2,348.3 |
2,348.3 |
2,348.3 |
2,333.8 |
| S1 |
2,259.7 |
2,259.7 |
2,304.5 |
2,230.5 |
| S2 |
2,201.3 |
2,201.3 |
2,291.1 |
|
| S3 |
2,054.3 |
2,112.7 |
2,277.6 |
|
| S4 |
1,907.3 |
1,965.7 |
2,237.2 |
|
|
| 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 |
2,225.0 |
212.0 |
9.4% |
57.2 |
2.5% |
12% |
False |
True |
2,519 |
| 10 |
2,493.0 |
2,225.0 |
268.0 |
11.9% |
51.6 |
2.3% |
10% |
False |
True |
1,446 |
| 20 |
2,541.0 |
2,225.0 |
316.0 |
14.0% |
42.5 |
1.9% |
8% |
False |
True |
4,135 |
| 40 |
2,541.0 |
2,225.0 |
316.0 |
14.0% |
36.2 |
1.6% |
8% |
False |
True |
2,990 |
| 60 |
2,541.0 |
2,225.0 |
316.0 |
14.0% |
29.1 |
1.3% |
8% |
False |
True |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.8 |
|
2.618 |
2,496.4 |
|
1.618 |
2,421.4 |
|
1.000 |
2,375.0 |
|
0.618 |
2,346.4 |
|
HIGH |
2,300.0 |
|
0.618 |
2,271.4 |
|
0.500 |
2,262.5 |
|
0.382 |
2,253.7 |
|
LOW |
2,225.0 |
|
0.618 |
2,178.7 |
|
1.000 |
2,150.0 |
|
1.618 |
2,103.7 |
|
2.618 |
2,028.7 |
|
4.250 |
1,906.3 |
|
|