| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,687.00 |
2,650.25 |
-36.75 |
-1.4% |
2,694.00 |
| High |
2,699.50 |
2,675.50 |
-24.00 |
-0.9% |
2,724.50 |
| Low |
2,665.00 |
2,620.75 |
-44.25 |
-1.7% |
2,655.75 |
| Close |
2,668.50 |
2,644.50 |
-24.00 |
-0.9% |
2,668.50 |
| Range |
34.50 |
54.75 |
20.25 |
58.7% |
68.75 |
| ATR |
33.14 |
34.68 |
1.54 |
4.7% |
0.00 |
| Volume |
91 |
65 |
-26 |
-28.6% |
350 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.25 |
2,782.50 |
2,674.50 |
|
| R3 |
2,756.50 |
2,727.75 |
2,659.50 |
|
| R2 |
2,701.75 |
2,701.75 |
2,654.50 |
|
| R1 |
2,673.00 |
2,673.00 |
2,649.50 |
2,660.00 |
| PP |
2,647.00 |
2,647.00 |
2,647.00 |
2,640.50 |
| S1 |
2,618.25 |
2,618.25 |
2,639.50 |
2,605.25 |
| S2 |
2,592.25 |
2,592.25 |
2,634.50 |
|
| S3 |
2,537.50 |
2,563.50 |
2,629.50 |
|
| S4 |
2,482.75 |
2,508.75 |
2,614.50 |
|
|
| 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 |
2,620.75 |
103.75 |
3.9% |
46.75 |
1.8% |
23% |
False |
True |
79 |
| 10 |
2,738.00 |
2,620.75 |
117.25 |
4.4% |
41.75 |
1.6% |
20% |
False |
True |
47 |
| 20 |
2,788.00 |
2,620.75 |
167.25 |
6.3% |
32.50 |
1.2% |
14% |
False |
True |
80 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.2% |
22.50 |
0.9% |
34% |
False |
False |
42 |
| 60 |
2,788.00 |
2,435.00 |
353.00 |
13.3% |
16.50 |
0.6% |
59% |
False |
False |
28 |
| 80 |
2,788.00 |
2,258.00 |
530.00 |
20.0% |
12.75 |
0.5% |
73% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.25 |
|
2.618 |
2,818.75 |
|
1.618 |
2,764.00 |
|
1.000 |
2,730.25 |
|
0.618 |
2,709.25 |
|
HIGH |
2,675.50 |
|
0.618 |
2,654.50 |
|
0.500 |
2,648.00 |
|
0.382 |
2,641.75 |
|
LOW |
2,620.75 |
|
0.618 |
2,587.00 |
|
1.000 |
2,566.00 |
|
1.618 |
2,532.25 |
|
2.618 |
2,477.50 |
|
4.250 |
2,388.00 |
|
|