| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,635.25 |
2,701.00 |
65.75 |
2.5% |
2,694.00 |
| High |
2,700.00 |
2,719.00 |
19.00 |
0.7% |
2,724.50 |
| Low |
2,635.25 |
2,701.00 |
65.75 |
2.5% |
2,655.75 |
| Close |
2,698.75 |
2,714.50 |
15.75 |
0.6% |
2,668.50 |
| Range |
64.75 |
18.00 |
-46.75 |
-72.2% |
68.75 |
| ATR |
37.67 |
36.43 |
-1.24 |
-3.3% |
0.00 |
| Volume |
23 |
48 |
25 |
108.7% |
350 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.50 |
2,758.00 |
2,724.50 |
|
| R3 |
2,747.50 |
2,740.00 |
2,719.50 |
|
| R2 |
2,729.50 |
2,729.50 |
2,717.75 |
|
| R1 |
2,722.00 |
2,722.00 |
2,716.25 |
2,725.75 |
| PP |
2,711.50 |
2,711.50 |
2,711.50 |
2,713.50 |
| S1 |
2,704.00 |
2,704.00 |
2,712.75 |
2,707.75 |
| S2 |
2,693.50 |
2,693.50 |
2,711.25 |
|
| S3 |
2,675.50 |
2,686.00 |
2,709.50 |
|
| S4 |
2,657.50 |
2,668.00 |
2,704.50 |
|
|
| 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 |
2,719.00 |
2,620.00 |
99.00 |
3.6% |
42.00 |
1.5% |
95% |
True |
False |
70 |
| 10 |
2,725.75 |
2,620.00 |
105.75 |
3.9% |
43.00 |
1.6% |
89% |
False |
False |
63 |
| 20 |
2,788.00 |
2,620.00 |
168.00 |
6.2% |
35.50 |
1.3% |
56% |
False |
False |
48 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.0% |
25.25 |
0.9% |
66% |
False |
False |
47 |
| 60 |
2,788.00 |
2,483.75 |
304.25 |
11.2% |
18.00 |
0.7% |
76% |
False |
False |
32 |
| 80 |
2,788.00 |
2,323.00 |
465.00 |
17.1% |
14.25 |
0.5% |
84% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,795.50 |
|
2.618 |
2,766.00 |
|
1.618 |
2,748.00 |
|
1.000 |
2,737.00 |
|
0.618 |
2,730.00 |
|
HIGH |
2,719.00 |
|
0.618 |
2,712.00 |
|
0.500 |
2,710.00 |
|
0.382 |
2,708.00 |
|
LOW |
2,701.00 |
|
0.618 |
2,690.00 |
|
1.000 |
2,683.00 |
|
1.618 |
2,672.00 |
|
2.618 |
2,654.00 |
|
4.250 |
2,624.50 |
|
|