| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,658.00 |
2,710.50 |
52.50 |
2.0% |
2,720.00 |
| High |
2,719.25 |
2,720.00 |
0.75 |
0.0% |
2,739.50 |
| Low |
2,658.00 |
2,688.75 |
30.75 |
1.2% |
2,682.50 |
| Close |
2,707.00 |
2,688.75 |
-18.25 |
-0.7% |
2,687.75 |
| Range |
61.25 |
31.25 |
-30.00 |
-49.0% |
57.00 |
| ATR |
31.64 |
31.61 |
-0.03 |
-0.1% |
0.00 |
| Volume |
60 |
125 |
65 |
108.3% |
67 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.00 |
2,772.00 |
2,706.00 |
|
| R3 |
2,761.75 |
2,740.75 |
2,697.25 |
|
| R2 |
2,730.50 |
2,730.50 |
2,694.50 |
|
| R1 |
2,709.50 |
2,709.50 |
2,691.50 |
2,704.50 |
| PP |
2,699.25 |
2,699.25 |
2,699.25 |
2,696.50 |
| S1 |
2,678.25 |
2,678.25 |
2,686.00 |
2,673.00 |
| S2 |
2,668.00 |
2,668.00 |
2,683.00 |
|
| S3 |
2,636.75 |
2,647.00 |
2,680.25 |
|
| S4 |
2,605.50 |
2,615.75 |
2,671.50 |
|
|
| 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% |
39.50 |
1.5% |
43% |
False |
False |
48 |
| 10 |
2,749.00 |
2,655.75 |
93.25 |
3.5% |
35.25 |
1.3% |
35% |
False |
False |
33 |
| 20 |
2,788.00 |
2,655.75 |
132.25 |
4.9% |
29.25 |
1.1% |
25% |
False |
False |
70 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.1% |
19.00 |
0.7% |
54% |
False |
False |
37 |
| 60 |
2,788.00 |
2,435.00 |
353.00 |
13.1% |
14.50 |
0.5% |
72% |
False |
False |
25 |
| 80 |
2,788.00 |
2,254.00 |
534.00 |
19.9% |
11.00 |
0.4% |
81% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,852.75 |
|
2.618 |
2,801.75 |
|
1.618 |
2,770.50 |
|
1.000 |
2,751.25 |
|
0.618 |
2,739.25 |
|
HIGH |
2,720.00 |
|
0.618 |
2,708.00 |
|
0.500 |
2,704.50 |
|
0.382 |
2,700.75 |
|
LOW |
2,688.75 |
|
0.618 |
2,669.50 |
|
1.000 |
2,657.50 |
|
1.618 |
2,638.25 |
|
2.618 |
2,607.00 |
|
4.250 |
2,556.00 |
|
|