| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2012 |
24-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,650.25 |
2,658.25 |
8.00 |
0.3% |
2,694.00 |
| High |
2,675.50 |
2,658.25 |
-17.25 |
-0.6% |
2,724.50 |
| Low |
2,620.75 |
2,620.00 |
-0.75 |
0.0% |
2,655.75 |
| Close |
2,644.50 |
2,626.75 |
-17.75 |
-0.7% |
2,668.50 |
| Range |
54.75 |
38.25 |
-16.50 |
-30.1% |
68.75 |
| ATR |
34.68 |
34.94 |
0.25 |
0.7% |
0.00 |
| Volume |
65 |
127 |
62 |
95.4% |
350 |
|
| Daily Pivots for day following 24-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.75 |
2,726.50 |
2,647.75 |
|
| R3 |
2,711.50 |
2,688.25 |
2,637.25 |
|
| R2 |
2,673.25 |
2,673.25 |
2,633.75 |
|
| R1 |
2,650.00 |
2,650.00 |
2,630.25 |
2,642.50 |
| PP |
2,635.00 |
2,635.00 |
2,635.00 |
2,631.25 |
| S1 |
2,611.75 |
2,611.75 |
2,623.25 |
2,604.25 |
| S2 |
2,596.75 |
2,596.75 |
2,619.75 |
|
| S3 |
2,558.50 |
2,573.50 |
2,616.25 |
|
| S4 |
2,520.25 |
2,535.25 |
2,605.75 |
|
|
| 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 |
2,620.00 |
104.50 |
4.0% |
42.00 |
1.6% |
6% |
False |
True |
93 |
| 10 |
2,733.00 |
2,620.00 |
113.00 |
4.3% |
40.00 |
1.5% |
6% |
False |
True |
60 |
| 20 |
2,788.00 |
2,620.00 |
168.00 |
6.4% |
33.50 |
1.3% |
4% |
False |
True |
86 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.2% |
23.25 |
0.9% |
26% |
False |
False |
45 |
| 60 |
2,788.00 |
2,456.50 |
331.50 |
12.6% |
16.75 |
0.6% |
51% |
False |
False |
31 |
| 80 |
2,788.00 |
2,268.75 |
519.25 |
19.8% |
13.25 |
0.5% |
69% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.75 |
|
2.618 |
2,758.50 |
|
1.618 |
2,720.25 |
|
1.000 |
2,696.50 |
|
0.618 |
2,682.00 |
|
HIGH |
2,658.25 |
|
0.618 |
2,643.75 |
|
0.500 |
2,639.00 |
|
0.382 |
2,634.50 |
|
LOW |
2,620.00 |
|
0.618 |
2,596.25 |
|
1.000 |
2,581.75 |
|
1.618 |
2,558.00 |
|
2.618 |
2,519.75 |
|
4.250 |
2,457.50 |
|
|