| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,694.00 |
2,658.00 |
-36.00 |
-1.3% |
2,720.00 |
| High |
2,694.00 |
2,719.25 |
25.25 |
0.9% |
2,739.50 |
| Low |
2,655.75 |
2,658.00 |
2.25 |
0.1% |
2,682.50 |
| Close |
2,658.00 |
2,707.00 |
49.00 |
1.8% |
2,687.75 |
| Range |
38.25 |
61.25 |
23.00 |
60.1% |
57.00 |
| ATR |
29.36 |
31.64 |
2.28 |
7.8% |
0.00 |
| Volume |
17 |
60 |
43 |
252.9% |
67 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,878.50 |
2,854.00 |
2,740.75 |
|
| R3 |
2,817.25 |
2,792.75 |
2,723.75 |
|
| R2 |
2,756.00 |
2,756.00 |
2,718.25 |
|
| R1 |
2,731.50 |
2,731.50 |
2,712.50 |
2,743.75 |
| PP |
2,694.75 |
2,694.75 |
2,694.75 |
2,701.00 |
| S1 |
2,670.25 |
2,670.25 |
2,701.50 |
2,682.50 |
| S2 |
2,633.50 |
2,633.50 |
2,695.75 |
|
| S3 |
2,572.25 |
2,609.00 |
2,690.25 |
|
| S4 |
2,511.00 |
2,547.75 |
2,673.25 |
|
|
| 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 |
2,733.00 |
2,655.75 |
77.25 |
2.9% |
38.00 |
1.4% |
66% |
False |
False |
27 |
| 10 |
2,771.00 |
2,655.75 |
115.25 |
4.3% |
37.00 |
1.4% |
44% |
False |
False |
42 |
| 20 |
2,788.00 |
2,655.75 |
132.25 |
4.9% |
28.00 |
1.0% |
39% |
False |
False |
65 |
| 40 |
2,788.00 |
2,570.50 |
217.50 |
8.0% |
18.25 |
0.7% |
63% |
False |
False |
34 |
| 60 |
2,788.00 |
2,431.00 |
357.00 |
13.2% |
14.00 |
0.5% |
77% |
False |
False |
23 |
| 80 |
2,788.00 |
2,254.00 |
534.00 |
19.7% |
10.75 |
0.4% |
85% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,979.50 |
|
2.618 |
2,879.50 |
|
1.618 |
2,818.25 |
|
1.000 |
2,780.50 |
|
0.618 |
2,757.00 |
|
HIGH |
2,719.25 |
|
0.618 |
2,695.75 |
|
0.500 |
2,688.50 |
|
0.382 |
2,681.50 |
|
LOW |
2,658.00 |
|
0.618 |
2,620.25 |
|
1.000 |
2,596.75 |
|
1.618 |
2,559.00 |
|
2.618 |
2,497.75 |
|
4.250 |
2,397.75 |
|
|