| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,290.0 |
2,274.0 |
-16.0 |
-0.7% |
2,227.0 |
| High |
2,290.0 |
2,285.0 |
-5.0 |
-0.2% |
2,290.0 |
| Low |
2,245.0 |
2,220.0 |
-25.0 |
-1.1% |
2,170.0 |
| Close |
2,250.0 |
2,233.0 |
-17.0 |
-0.8% |
2,276.0 |
| Range |
45.0 |
65.0 |
20.0 |
44.4% |
120.0 |
| ATR |
52.1 |
53.0 |
0.9 |
1.8% |
0.0 |
| Volume |
411 |
481 |
70 |
17.0% |
13,582 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.0 |
2,402.0 |
2,268.8 |
|
| R3 |
2,376.0 |
2,337.0 |
2,250.9 |
|
| R2 |
2,311.0 |
2,311.0 |
2,244.9 |
|
| R1 |
2,272.0 |
2,272.0 |
2,239.0 |
2,259.0 |
| PP |
2,246.0 |
2,246.0 |
2,246.0 |
2,239.5 |
| S1 |
2,207.0 |
2,207.0 |
2,227.0 |
2,194.0 |
| S2 |
2,181.0 |
2,181.0 |
2,221.1 |
|
| S3 |
2,116.0 |
2,142.0 |
2,215.1 |
|
| S4 |
2,051.0 |
2,077.0 |
2,197.3 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.3 |
2,560.7 |
2,342.0 |
|
| R3 |
2,485.3 |
2,440.7 |
2,309.0 |
|
| R2 |
2,365.3 |
2,365.3 |
2,298.0 |
|
| R1 |
2,320.7 |
2,320.7 |
2,287.0 |
2,343.0 |
| PP |
2,245.3 |
2,245.3 |
2,245.3 |
2,256.5 |
| S1 |
2,200.7 |
2,200.7 |
2,265.0 |
2,223.0 |
| S2 |
2,125.3 |
2,125.3 |
2,254.0 |
|
| S3 |
2,005.3 |
2,080.7 |
2,243.0 |
|
| S4 |
1,885.3 |
1,960.7 |
2,210.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,290.0 |
2,218.0 |
72.0 |
3.2% |
54.2 |
2.4% |
21% |
False |
False |
644 |
| 10 |
2,294.0 |
2,170.0 |
124.0 |
5.6% |
53.7 |
2.4% |
51% |
False |
False |
1,512 |
| 20 |
2,437.0 |
2,170.0 |
267.0 |
12.0% |
54.1 |
2.4% |
24% |
False |
False |
1,575 |
| 40 |
2,541.0 |
2,170.0 |
371.0 |
16.6% |
46.8 |
2.1% |
17% |
False |
False |
3,198 |
| 60 |
2,541.0 |
2,170.0 |
371.0 |
16.6% |
38.5 |
1.7% |
17% |
False |
False |
2,314 |
| 80 |
2,541.0 |
2,170.0 |
371.0 |
16.6% |
33.8 |
1.5% |
17% |
False |
False |
1,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.3 |
|
2.618 |
2,455.2 |
|
1.618 |
2,390.2 |
|
1.000 |
2,350.0 |
|
0.618 |
2,325.2 |
|
HIGH |
2,285.0 |
|
0.618 |
2,260.2 |
|
0.500 |
2,252.5 |
|
0.382 |
2,244.8 |
|
LOW |
2,220.0 |
|
0.618 |
2,179.8 |
|
1.000 |
2,155.0 |
|
1.618 |
2,114.8 |
|
2.618 |
2,049.8 |
|
4.250 |
1,943.8 |
|
|