| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,705.50 |
2,706.75 |
1.25 |
0.0% |
2,759.75 |
| High |
2,717.25 |
2,733.00 |
15.75 |
0.6% |
2,788.00 |
| Low |
2,694.25 |
2,703.75 |
9.50 |
0.4% |
2,716.75 |
| Close |
2,698.75 |
2,733.00 |
34.25 |
1.3% |
2,748.25 |
| Range |
23.00 |
29.25 |
6.25 |
27.2% |
71.25 |
| ATR |
26.88 |
27.41 |
0.53 |
2.0% |
0.00 |
| Volume |
18 |
17 |
-1 |
-5.6% |
282 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.00 |
2,801.25 |
2,749.00 |
|
| R3 |
2,781.75 |
2,772.00 |
2,741.00 |
|
| R2 |
2,752.50 |
2,752.50 |
2,738.25 |
|
| R1 |
2,742.75 |
2,742.75 |
2,735.75 |
2,747.50 |
| PP |
2,723.25 |
2,723.25 |
2,723.25 |
2,725.75 |
| S1 |
2,713.50 |
2,713.50 |
2,730.25 |
2,718.50 |
| S2 |
2,694.00 |
2,694.00 |
2,727.75 |
|
| S3 |
2,664.75 |
2,684.25 |
2,725.00 |
|
| S4 |
2,635.50 |
2,655.00 |
2,717.00 |
|
|
| 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 |
2,748.25 |
2,682.50 |
65.75 |
2.4% |
31.75 |
1.2% |
77% |
False |
False |
12 |
| 10 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
27.75 |
1.0% |
48% |
False |
False |
32 |
| 20 |
2,788.00 |
2,682.50 |
105.50 |
3.9% |
25.00 |
0.9% |
48% |
False |
False |
61 |
| 40 |
2,788.00 |
2,570.50 |
217.50 |
8.0% |
14.75 |
0.5% |
75% |
False |
False |
31 |
| 60 |
2,788.00 |
2,418.25 |
369.75 |
13.5% |
11.75 |
0.4% |
85% |
False |
False |
21 |
| 80 |
2,788.00 |
2,207.50 |
580.50 |
21.2% |
9.00 |
0.3% |
91% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.25 |
|
2.618 |
2,809.50 |
|
1.618 |
2,780.25 |
|
1.000 |
2,762.25 |
|
0.618 |
2,751.00 |
|
HIGH |
2,733.00 |
|
0.618 |
2,721.75 |
|
0.500 |
2,718.50 |
|
0.382 |
2,715.00 |
|
LOW |
2,703.75 |
|
0.618 |
2,685.75 |
|
1.000 |
2,674.50 |
|
1.618 |
2,656.50 |
|
2.618 |
2,627.25 |
|
4.250 |
2,579.50 |
|
|