| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
1,353.00 |
1,359.75 |
6.75 |
0.5% |
1,400.25 |
| High |
1,364.00 |
1,379.75 |
15.75 |
1.2% |
1,411.50 |
| Low |
1,352.75 |
1,357.00 |
4.25 |
0.3% |
1,366.50 |
| Close |
1,357.75 |
1,379.75 |
22.00 |
1.6% |
1,384.00 |
| Range |
11.25 |
22.75 |
11.50 |
102.2% |
45.00 |
| ATR |
15.21 |
15.75 |
0.54 |
3.5% |
0.00 |
| Volume |
869 |
2,590 |
1,721 |
198.0% |
6,266 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.50 |
1,432.75 |
1,392.25 |
|
| R3 |
1,417.75 |
1,410.00 |
1,386.00 |
|
| R2 |
1,395.00 |
1,395.00 |
1,384.00 |
|
| R1 |
1,387.25 |
1,387.25 |
1,381.75 |
1,391.00 |
| PP |
1,372.25 |
1,372.25 |
1,372.25 |
1,374.00 |
| S1 |
1,364.50 |
1,364.50 |
1,377.75 |
1,368.50 |
| S2 |
1,349.50 |
1,349.50 |
1,375.50 |
|
| S3 |
1,326.75 |
1,341.75 |
1,373.50 |
|
| S4 |
1,304.00 |
1,319.00 |
1,367.25 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.25 |
1,498.25 |
1,408.75 |
|
| R3 |
1,477.25 |
1,453.25 |
1,396.50 |
|
| R2 |
1,432.25 |
1,432.25 |
1,392.25 |
|
| R1 |
1,408.25 |
1,408.25 |
1,388.00 |
1,397.75 |
| PP |
1,387.25 |
1,387.25 |
1,387.25 |
1,382.00 |
| S1 |
1,363.25 |
1,363.25 |
1,380.00 |
1,352.75 |
| S2 |
1,342.25 |
1,342.25 |
1,375.75 |
|
| S3 |
1,297.25 |
1,318.25 |
1,371.50 |
|
| S4 |
1,252.25 |
1,273.25 |
1,359.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,388.25 |
1,346.25 |
42.00 |
3.0% |
18.50 |
1.3% |
80% |
False |
False |
1,187 |
| 10 |
1,411.50 |
1,346.25 |
65.25 |
4.7% |
16.50 |
1.2% |
51% |
False |
False |
1,181 |
| 20 |
1,413.50 |
1,346.25 |
67.25 |
4.9% |
15.50 |
1.1% |
50% |
False |
False |
1,446 |
| 40 |
1,413.50 |
1,327.75 |
85.75 |
6.2% |
12.75 |
0.9% |
61% |
False |
False |
757 |
| 60 |
1,413.50 |
1,287.25 |
126.25 |
9.2% |
11.50 |
0.8% |
73% |
False |
False |
512 |
| 80 |
1,413.50 |
1,188.50 |
225.00 |
16.3% |
9.50 |
0.7% |
85% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.50 |
|
2.618 |
1,439.25 |
|
1.618 |
1,416.50 |
|
1.000 |
1,402.50 |
|
0.618 |
1,393.75 |
|
HIGH |
1,379.75 |
|
0.618 |
1,371.00 |
|
0.500 |
1,368.50 |
|
0.382 |
1,365.75 |
|
LOW |
1,357.00 |
|
0.618 |
1,343.00 |
|
1.000 |
1,334.25 |
|
1.618 |
1,320.25 |
|
2.618 |
1,297.50 |
|
4.250 |
1,260.25 |
|
|