| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2012 |
11-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,726.00 |
2,705.50 |
-20.50 |
-0.8% |
2,759.75 |
| High |
2,738.00 |
2,717.25 |
-20.75 |
-0.8% |
2,788.00 |
| Low |
2,682.50 |
2,694.25 |
11.75 |
0.4% |
2,716.75 |
| Close |
2,691.50 |
2,698.75 |
7.25 |
0.3% |
2,748.25 |
| Range |
55.50 |
23.00 |
-32.50 |
-58.6% |
71.25 |
| ATR |
26.97 |
26.88 |
-0.09 |
-0.3% |
0.00 |
| Volume |
4 |
18 |
14 |
350.0% |
282 |
|
| Daily Pivots for day following 11-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,772.50 |
2,758.50 |
2,711.50 |
|
| R3 |
2,749.50 |
2,735.50 |
2,705.00 |
|
| R2 |
2,726.50 |
2,726.50 |
2,703.00 |
|
| R1 |
2,712.50 |
2,712.50 |
2,700.75 |
2,708.00 |
| PP |
2,703.50 |
2,703.50 |
2,703.50 |
2,701.00 |
| S1 |
2,689.50 |
2,689.50 |
2,696.75 |
2,685.00 |
| S2 |
2,680.50 |
2,680.50 |
2,694.50 |
|
| S3 |
2,657.50 |
2,666.50 |
2,692.50 |
|
| S4 |
2,634.50 |
2,643.50 |
2,686.00 |
|
|
| 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 |
2,749.00 |
2,682.50 |
66.50 |
2.5% |
31.00 |
1.1% |
24% |
False |
False |
17 |
| 10 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
27.00 |
1.0% |
15% |
False |
False |
33 |
| 20 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
24.50 |
0.9% |
15% |
False |
False |
61 |
| 40 |
2,788.00 |
2,549.50 |
238.50 |
8.8% |
14.00 |
0.5% |
63% |
False |
False |
31 |
| 60 |
2,788.00 |
2,413.50 |
374.50 |
13.9% |
11.25 |
0.4% |
76% |
False |
False |
21 |
| 80 |
2,788.00 |
2,207.50 |
580.50 |
21.5% |
8.75 |
0.3% |
85% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,815.00 |
|
2.618 |
2,777.50 |
|
1.618 |
2,754.50 |
|
1.000 |
2,740.25 |
|
0.618 |
2,731.50 |
|
HIGH |
2,717.25 |
|
0.618 |
2,708.50 |
|
0.500 |
2,705.75 |
|
0.382 |
2,703.00 |
|
LOW |
2,694.25 |
|
0.618 |
2,680.00 |
|
1.000 |
2,671.25 |
|
1.618 |
2,657.00 |
|
2.618 |
2,634.00 |
|
4.250 |
2,596.50 |
|
|