| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,283.0 |
2,236.0 |
-47.0 |
-2.1% |
2,412.0 |
| High |
2,300.0 |
2,281.0 |
-19.0 |
-0.8% |
2,437.0 |
| Low |
2,225.0 |
2,236.0 |
11.0 |
0.5% |
2,290.0 |
| Close |
2,251.0 |
2,263.0 |
12.0 |
0.5% |
2,318.0 |
| Range |
75.0 |
45.0 |
-30.0 |
-40.0% |
147.0 |
| ATR |
47.3 |
47.2 |
-0.2 |
-0.4% |
0.0 |
| Volume |
732 |
2,807 |
2,075 |
283.5% |
11,865 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.0 |
2,374.0 |
2,287.8 |
|
| R3 |
2,350.0 |
2,329.0 |
2,275.4 |
|
| R2 |
2,305.0 |
2,305.0 |
2,271.3 |
|
| R1 |
2,284.0 |
2,284.0 |
2,267.1 |
2,294.5 |
| PP |
2,260.0 |
2,260.0 |
2,260.0 |
2,265.3 |
| S1 |
2,239.0 |
2,239.0 |
2,258.9 |
2,249.5 |
| S2 |
2,215.0 |
2,215.0 |
2,254.8 |
|
| S3 |
2,170.0 |
2,194.0 |
2,250.6 |
|
| S4 |
2,125.0 |
2,149.0 |
2,238.3 |
|
|
| 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 |
2,423.0 |
2,225.0 |
198.0 |
8.7% |
54.8 |
2.4% |
19% |
False |
False |
3,065 |
| 10 |
2,493.0 |
2,225.0 |
268.0 |
11.8% |
51.4 |
2.3% |
14% |
False |
False |
1,708 |
| 20 |
2,541.0 |
2,225.0 |
316.0 |
14.0% |
43.8 |
1.9% |
12% |
False |
False |
4,188 |
| 40 |
2,541.0 |
2,225.0 |
316.0 |
14.0% |
37.0 |
1.6% |
12% |
False |
False |
3,060 |
| 60 |
2,541.0 |
2,225.0 |
316.0 |
14.0% |
29.2 |
1.3% |
12% |
False |
False |
2,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,472.3 |
|
2.618 |
2,398.8 |
|
1.618 |
2,353.8 |
|
1.000 |
2,326.0 |
|
0.618 |
2,308.8 |
|
HIGH |
2,281.0 |
|
0.618 |
2,263.8 |
|
0.500 |
2,258.5 |
|
0.382 |
2,253.2 |
|
LOW |
2,236.0 |
|
0.618 |
2,208.2 |
|
1.000 |
2,191.0 |
|
1.618 |
2,163.2 |
|
2.618 |
2,118.2 |
|
4.250 |
2,044.8 |
|
|