Day Change Summary |
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Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
1,402.50 |
1,386.50 |
-16.00 |
-1.1% |
1,386.75 |
High |
1,402.50 |
1,391.00 |
-11.50 |
-0.8% |
1,413.50 |
Low |
1,382.50 |
1,378.75 |
-3.75 |
-0.3% |
1,380.50 |
Close |
1,387.00 |
1,384.00 |
-3.00 |
-0.2% |
1,397.00 |
Range |
20.00 |
12.25 |
-7.75 |
-38.8% |
33.00 |
ATR |
13.77 |
13.66 |
-0.11 |
-0.8% |
0.00 |
Volume |
1,156 |
881 |
-275 |
-23.8% |
12,828 |
|
Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.25 |
1,415.00 |
1,390.75 |
|
R3 |
1,409.00 |
1,402.75 |
1,387.25 |
|
R2 |
1,396.75 |
1,396.75 |
1,386.25 |
|
R1 |
1,390.50 |
1,390.50 |
1,385.00 |
1,387.50 |
PP |
1,384.50 |
1,384.50 |
1,384.50 |
1,383.00 |
S1 |
1,378.25 |
1,378.25 |
1,383.00 |
1,375.25 |
S2 |
1,372.25 |
1,372.25 |
1,381.75 |
|
S3 |
1,360.00 |
1,366.00 |
1,380.75 |
|
S4 |
1,347.75 |
1,353.75 |
1,377.25 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,496.00 |
1,479.50 |
1,415.25 |
|
R3 |
1,463.00 |
1,446.50 |
1,406.00 |
|
R2 |
1,430.00 |
1,430.00 |
1,403.00 |
|
R1 |
1,413.50 |
1,413.50 |
1,400.00 |
1,421.75 |
PP |
1,397.00 |
1,397.00 |
1,397.00 |
1,401.00 |
S1 |
1,380.50 |
1,380.50 |
1,394.00 |
1,388.75 |
S2 |
1,364.00 |
1,364.00 |
1,391.00 |
|
S3 |
1,331.00 |
1,347.50 |
1,388.00 |
|
S4 |
1,298.00 |
1,314.50 |
1,378.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.50 |
1,378.75 |
32.75 |
2.4% |
14.75 |
1.1% |
16% |
False |
True |
1,174 |
10 |
1,413.50 |
1,374.75 |
38.75 |
2.8% |
16.00 |
1.1% |
24% |
False |
False |
1,966 |
20 |
1,413.50 |
1,351.75 |
61.75 |
4.5% |
13.50 |
1.0% |
52% |
False |
False |
1,199 |
40 |
1,413.50 |
1,323.50 |
90.00 |
6.5% |
11.75 |
0.8% |
67% |
False |
False |
613 |
60 |
1,413.50 |
1,265.00 |
148.50 |
10.7% |
10.50 |
0.8% |
80% |
False |
False |
415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,443.00 |
2.618 |
1,423.00 |
1.618 |
1,410.75 |
1.000 |
1,403.25 |
0.618 |
1,398.50 |
HIGH |
1,391.00 |
0.618 |
1,386.25 |
0.500 |
1,385.00 |
0.382 |
1,383.50 |
LOW |
1,378.75 |
0.618 |
1,371.25 |
1.000 |
1,366.50 |
1.618 |
1,359.00 |
2.618 |
1,346.75 |
4.250 |
1,326.75 |
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