| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,658.25 |
2,635.25 |
-23.00 |
-0.9% |
2,694.00 |
| High |
2,658.25 |
2,700.00 |
41.75 |
1.6% |
2,724.50 |
| Low |
2,620.00 |
2,635.25 |
15.25 |
0.6% |
2,655.75 |
| Close |
2,626.75 |
2,698.75 |
72.00 |
2.7% |
2,668.50 |
| Range |
38.25 |
64.75 |
26.50 |
69.3% |
68.75 |
| ATR |
34.94 |
37.67 |
2.74 |
7.8% |
0.00 |
| Volume |
127 |
23 |
-104 |
-81.9% |
350 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.25 |
2,850.25 |
2,734.25 |
|
| R3 |
2,807.50 |
2,785.50 |
2,716.50 |
|
| R2 |
2,742.75 |
2,742.75 |
2,710.50 |
|
| R1 |
2,720.75 |
2,720.75 |
2,704.75 |
2,731.75 |
| PP |
2,678.00 |
2,678.00 |
2,678.00 |
2,683.50 |
| S1 |
2,656.00 |
2,656.00 |
2,692.75 |
2,667.00 |
| S2 |
2,613.25 |
2,613.25 |
2,687.00 |
|
| S3 |
2,548.50 |
2,591.25 |
2,681.00 |
|
| S4 |
2,483.75 |
2,526.50 |
2,663.25 |
|
|
| 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 |
3.9% |
48.75 |
1.8% |
75% |
False |
False |
72 |
| 10 |
2,733.00 |
2,620.00 |
113.00 |
4.2% |
44.25 |
1.6% |
70% |
False |
False |
60 |
| 20 |
2,788.00 |
2,620.00 |
168.00 |
6.2% |
35.50 |
1.3% |
47% |
False |
False |
46 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.0% |
25.00 |
0.9% |
59% |
False |
False |
46 |
| 60 |
2,788.00 |
2,479.75 |
308.25 |
11.4% |
17.75 |
0.7% |
71% |
False |
False |
31 |
| 80 |
2,788.00 |
2,310.25 |
477.75 |
17.7% |
14.00 |
0.5% |
81% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.25 |
|
2.618 |
2,869.50 |
|
1.618 |
2,804.75 |
|
1.000 |
2,764.75 |
|
0.618 |
2,740.00 |
|
HIGH |
2,700.00 |
|
0.618 |
2,675.25 |
|
0.500 |
2,667.50 |
|
0.382 |
2,660.00 |
|
LOW |
2,635.25 |
|
0.618 |
2,595.25 |
|
1.000 |
2,570.50 |
|
1.618 |
2,530.50 |
|
2.618 |
2,465.75 |
|
4.250 |
2,360.00 |
|
|