| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,720.00 |
2,726.00 |
6.00 |
0.2% |
2,759.75 |
| High |
2,739.50 |
2,738.00 |
-1.50 |
-0.1% |
2,788.00 |
| Low |
2,720.00 |
2,682.50 |
-37.50 |
-1.4% |
2,716.75 |
| Close |
2,723.00 |
2,691.50 |
-31.50 |
-1.2% |
2,748.25 |
| Range |
19.50 |
55.50 |
36.00 |
184.6% |
71.25 |
| ATR |
24.77 |
26.97 |
2.19 |
8.9% |
0.00 |
| Volume |
4 |
4 |
0 |
0.0% |
282 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,836.50 |
2,722.00 |
|
| R3 |
2,815.00 |
2,781.00 |
2,706.75 |
|
| R2 |
2,759.50 |
2,759.50 |
2,701.75 |
|
| R1 |
2,725.50 |
2,725.50 |
2,696.50 |
2,714.75 |
| PP |
2,704.00 |
2,704.00 |
2,704.00 |
2,698.50 |
| S1 |
2,670.00 |
2,670.00 |
2,686.50 |
2,659.25 |
| S2 |
2,648.50 |
2,648.50 |
2,681.25 |
|
| S3 |
2,593.00 |
2,614.50 |
2,676.25 |
|
| S4 |
2,537.50 |
2,559.00 |
2,661.00 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.75 |
2,927.75 |
2,787.50 |
|
| R3 |
2,893.50 |
2,856.50 |
2,767.75 |
|
| R2 |
2,822.25 |
2,822.25 |
2,761.25 |
|
| R1 |
2,785.25 |
2,785.25 |
2,754.75 |
2,768.00 |
| PP |
2,751.00 |
2,751.00 |
2,751.00 |
2,742.50 |
| S1 |
2,714.00 |
2,714.00 |
2,741.75 |
2,697.00 |
| S2 |
2,679.75 |
2,679.75 |
2,735.25 |
|
| S3 |
2,608.50 |
2,642.75 |
2,728.75 |
|
| S4 |
2,537.25 |
2,571.50 |
2,709.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,771.00 |
2,682.50 |
88.50 |
3.3% |
36.00 |
1.3% |
10% |
False |
True |
57 |
| 10 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
27.00 |
1.0% |
9% |
False |
True |
112 |
| 20 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
24.25 |
0.9% |
9% |
False |
True |
60 |
| 40 |
2,788.00 |
2,549.50 |
238.50 |
8.9% |
13.75 |
0.5% |
60% |
False |
False |
30 |
| 60 |
2,788.00 |
2,375.00 |
413.00 |
15.3% |
11.00 |
0.4% |
77% |
False |
False |
21 |
| 80 |
2,788.00 |
2,207.50 |
580.50 |
21.6% |
8.25 |
0.3% |
83% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,974.00 |
|
2.618 |
2,883.25 |
|
1.618 |
2,827.75 |
|
1.000 |
2,793.50 |
|
0.618 |
2,772.25 |
|
HIGH |
2,738.00 |
|
0.618 |
2,716.75 |
|
0.500 |
2,710.25 |
|
0.382 |
2,703.75 |
|
LOW |
2,682.50 |
|
0.618 |
2,648.25 |
|
1.000 |
2,627.00 |
|
1.618 |
2,592.75 |
|
2.618 |
2,537.25 |
|
4.250 |
2,446.50 |
|
|