| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2012 |
16-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,725.75 |
2,694.00 |
-31.75 |
-1.2% |
2,720.00 |
| High |
2,725.75 |
2,694.00 |
-31.75 |
-1.2% |
2,739.50 |
| Low |
2,687.75 |
2,655.75 |
-32.00 |
-1.2% |
2,682.50 |
| Close |
2,687.75 |
2,658.00 |
-29.75 |
-1.1% |
2,687.75 |
| Range |
38.00 |
38.25 |
0.25 |
0.7% |
57.00 |
| ATR |
28.68 |
29.36 |
0.68 |
2.4% |
0.00 |
| Volume |
24 |
17 |
-7 |
-29.2% |
67 |
|
| Daily Pivots for day following 16-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,784.00 |
2,759.25 |
2,679.00 |
|
| R3 |
2,745.75 |
2,721.00 |
2,668.50 |
|
| R2 |
2,707.50 |
2,707.50 |
2,665.00 |
|
| R1 |
2,682.75 |
2,682.75 |
2,661.50 |
2,676.00 |
| PP |
2,669.25 |
2,669.25 |
2,669.25 |
2,666.00 |
| S1 |
2,644.50 |
2,644.50 |
2,654.50 |
2,637.75 |
| S2 |
2,631.00 |
2,631.00 |
2,651.00 |
|
| S3 |
2,592.75 |
2,606.25 |
2,647.50 |
|
| S4 |
2,554.50 |
2,568.00 |
2,637.00 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.25 |
2,838.00 |
2,719.00 |
|
| R3 |
2,817.25 |
2,781.00 |
2,703.50 |
|
| R2 |
2,760.25 |
2,760.25 |
2,698.25 |
|
| R1 |
2,724.00 |
2,724.00 |
2,693.00 |
2,713.50 |
| PP |
2,703.25 |
2,703.25 |
2,703.25 |
2,698.00 |
| S1 |
2,667.00 |
2,667.00 |
2,682.50 |
2,656.50 |
| S2 |
2,646.25 |
2,646.25 |
2,677.25 |
|
| S3 |
2,589.25 |
2,610.00 |
2,672.00 |
|
| S4 |
2,532.25 |
2,553.00 |
2,656.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,738.00 |
2,655.75 |
82.25 |
3.1% |
36.75 |
1.4% |
3% |
False |
True |
16 |
| 10 |
2,788.00 |
2,655.75 |
132.25 |
5.0% |
33.25 |
1.3% |
2% |
False |
True |
36 |
| 20 |
2,788.00 |
2,655.75 |
132.25 |
5.0% |
26.25 |
1.0% |
2% |
False |
True |
63 |
| 40 |
2,788.00 |
2,570.50 |
217.50 |
8.2% |
16.75 |
0.6% |
40% |
False |
False |
32 |
| 60 |
2,788.00 |
2,428.50 |
359.50 |
13.5% |
13.00 |
0.5% |
64% |
False |
False |
22 |
| 80 |
2,788.00 |
2,233.00 |
555.00 |
20.9% |
10.00 |
0.4% |
77% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,856.50 |
|
2.618 |
2,794.25 |
|
1.618 |
2,756.00 |
|
1.000 |
2,732.25 |
|
0.618 |
2,717.75 |
|
HIGH |
2,694.00 |
|
0.618 |
2,679.50 |
|
0.500 |
2,675.00 |
|
0.382 |
2,670.25 |
|
LOW |
2,655.75 |
|
0.618 |
2,632.00 |
|
1.000 |
2,617.50 |
|
1.618 |
2,593.75 |
|
2.618 |
2,555.50 |
|
4.250 |
2,493.25 |
|
|