| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,698.25 |
2,687.00 |
-11.25 |
-0.4% |
2,694.00 |
| High |
2,724.50 |
2,699.50 |
-25.00 |
-0.9% |
2,724.50 |
| Low |
2,673.00 |
2,665.00 |
-8.00 |
-0.3% |
2,655.75 |
| Close |
2,677.75 |
2,668.50 |
-9.25 |
-0.3% |
2,668.50 |
| Range |
51.50 |
34.50 |
-17.00 |
-33.0% |
68.75 |
| ATR |
33.03 |
33.14 |
0.10 |
0.3% |
0.00 |
| Volume |
57 |
91 |
34 |
59.6% |
350 |
|
| Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.25 |
2,759.25 |
2,687.50 |
|
| R3 |
2,746.75 |
2,724.75 |
2,678.00 |
|
| R2 |
2,712.25 |
2,712.25 |
2,674.75 |
|
| R1 |
2,690.25 |
2,690.25 |
2,671.75 |
2,684.00 |
| PP |
2,677.75 |
2,677.75 |
2,677.75 |
2,674.50 |
| S1 |
2,655.75 |
2,655.75 |
2,665.25 |
2,649.50 |
| S2 |
2,643.25 |
2,643.25 |
2,662.25 |
|
| S3 |
2,608.75 |
2,621.25 |
2,659.00 |
|
| S4 |
2,574.25 |
2,586.75 |
2,649.50 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,889.25 |
2,847.50 |
2,706.25 |
|
| R3 |
2,820.50 |
2,778.75 |
2,687.50 |
|
| R2 |
2,751.75 |
2,751.75 |
2,681.00 |
|
| R1 |
2,710.00 |
2,710.00 |
2,674.75 |
2,696.50 |
| PP |
2,683.00 |
2,683.00 |
2,683.00 |
2,676.00 |
| S1 |
2,641.25 |
2,641.25 |
2,662.25 |
2,627.75 |
| S2 |
2,614.25 |
2,614.25 |
2,656.00 |
|
| S3 |
2,545.50 |
2,572.50 |
2,649.50 |
|
| S4 |
2,476.75 |
2,503.75 |
2,630.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,724.50 |
2,655.75 |
68.75 |
2.6% |
43.25 |
1.6% |
19% |
False |
False |
70 |
| 10 |
2,739.50 |
2,655.75 |
83.75 |
3.1% |
38.25 |
1.4% |
15% |
False |
False |
41 |
| 20 |
2,788.00 |
2,655.75 |
132.25 |
5.0% |
31.50 |
1.2% |
10% |
False |
False |
77 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.1% |
21.25 |
0.8% |
45% |
False |
False |
41 |
| 60 |
2,788.00 |
2,435.00 |
353.00 |
13.2% |
15.75 |
0.6% |
66% |
False |
False |
27 |
| 80 |
2,788.00 |
2,254.00 |
534.00 |
20.0% |
12.25 |
0.5% |
78% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.00 |
|
2.618 |
2,789.75 |
|
1.618 |
2,755.25 |
|
1.000 |
2,734.00 |
|
0.618 |
2,720.75 |
|
HIGH |
2,699.50 |
|
0.618 |
2,686.25 |
|
0.500 |
2,682.25 |
|
0.382 |
2,678.25 |
|
LOW |
2,665.00 |
|
0.618 |
2,643.75 |
|
1.000 |
2,630.50 |
|
1.618 |
2,609.25 |
|
2.618 |
2,574.75 |
|
4.250 |
2,518.50 |
|
|