| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,710.50 |
2,698.25 |
-12.25 |
-0.5% |
2,720.00 |
| High |
2,720.00 |
2,724.50 |
4.50 |
0.2% |
2,739.50 |
| Low |
2,688.75 |
2,673.00 |
-15.75 |
-0.6% |
2,682.50 |
| Close |
2,688.75 |
2,677.75 |
-11.00 |
-0.4% |
2,687.75 |
| Range |
31.25 |
51.50 |
20.25 |
64.8% |
57.00 |
| ATR |
31.61 |
33.03 |
1.42 |
4.5% |
0.00 |
| Volume |
125 |
57 |
-68 |
-54.4% |
67 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.25 |
2,813.50 |
2,706.00 |
|
| R3 |
2,794.75 |
2,762.00 |
2,692.00 |
|
| R2 |
2,743.25 |
2,743.25 |
2,687.25 |
|
| R1 |
2,710.50 |
2,710.50 |
2,682.50 |
2,701.00 |
| PP |
2,691.75 |
2,691.75 |
2,691.75 |
2,687.00 |
| S1 |
2,659.00 |
2,659.00 |
2,673.00 |
2,649.50 |
| S2 |
2,640.25 |
2,640.25 |
2,668.25 |
|
| S3 |
2,588.75 |
2,607.50 |
2,663.50 |
|
| S4 |
2,537.25 |
2,556.00 |
2,649.50 |
|
|
| 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 |
2,725.75 |
2,655.75 |
70.00 |
2.6% |
44.00 |
1.6% |
31% |
False |
False |
56 |
| 10 |
2,748.25 |
2,655.75 |
92.50 |
3.5% |
38.00 |
1.4% |
24% |
False |
False |
34 |
| 20 |
2,788.00 |
2,655.75 |
132.25 |
4.9% |
31.00 |
1.2% |
17% |
False |
False |
73 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.1% |
20.25 |
0.8% |
49% |
False |
False |
38 |
| 60 |
2,788.00 |
2,435.00 |
353.00 |
13.2% |
15.25 |
0.6% |
69% |
False |
False |
26 |
| 80 |
2,788.00 |
2,254.00 |
534.00 |
19.9% |
11.75 |
0.4% |
79% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,943.50 |
|
2.618 |
2,859.25 |
|
1.618 |
2,807.75 |
|
1.000 |
2,776.00 |
|
0.618 |
2,756.25 |
|
HIGH |
2,724.50 |
|
0.618 |
2,704.75 |
|
0.500 |
2,698.75 |
|
0.382 |
2,692.75 |
|
LOW |
2,673.00 |
|
0.618 |
2,641.25 |
|
1.000 |
2,621.50 |
|
1.618 |
2,589.75 |
|
2.618 |
2,538.25 |
|
4.250 |
2,454.00 |
|
|