| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
2,720.00 |
2,726.00 |
6.00 |
0.2% |
2,650.25 |
| High |
2,737.00 |
2,726.00 |
-11.00 |
-0.4% |
2,737.00 |
| Low |
2,716.00 |
2,713.00 |
-3.00 |
-0.1% |
2,620.00 |
| Close |
2,731.00 |
2,713.50 |
-17.50 |
-0.6% |
2,731.00 |
| Range |
21.00 |
13.00 |
-8.00 |
-38.1% |
117.00 |
| ATR |
35.43 |
34.19 |
-1.25 |
-3.5% |
0.00 |
| Volume |
15 |
66 |
51 |
340.0% |
278 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.50 |
2,748.00 |
2,720.75 |
|
| R3 |
2,743.50 |
2,735.00 |
2,717.00 |
|
| R2 |
2,730.50 |
2,730.50 |
2,716.00 |
|
| R1 |
2,722.00 |
2,722.00 |
2,714.75 |
2,719.75 |
| PP |
2,717.50 |
2,717.50 |
2,717.50 |
2,716.50 |
| S1 |
2,709.00 |
2,709.00 |
2,712.25 |
2,706.75 |
| S2 |
2,704.50 |
2,704.50 |
2,711.00 |
|
| S3 |
2,691.50 |
2,696.00 |
2,710.00 |
|
| S4 |
2,678.50 |
2,683.00 |
2,706.25 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,047.00 |
3,006.00 |
2,795.25 |
|
| R3 |
2,930.00 |
2,889.00 |
2,763.25 |
|
| R2 |
2,813.00 |
2,813.00 |
2,752.50 |
|
| R1 |
2,772.00 |
2,772.00 |
2,741.75 |
2,792.50 |
| PP |
2,696.00 |
2,696.00 |
2,696.00 |
2,706.25 |
| S1 |
2,655.00 |
2,655.00 |
2,720.25 |
2,675.50 |
| S2 |
2,579.00 |
2,579.00 |
2,709.50 |
|
| S3 |
2,462.00 |
2,538.00 |
2,698.75 |
|
| S4 |
2,345.00 |
2,421.00 |
2,666.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.00 |
2,620.00 |
117.00 |
4.3% |
31.00 |
1.1% |
80% |
False |
False |
55 |
| 10 |
2,737.00 |
2,620.00 |
117.00 |
4.3% |
38.75 |
1.4% |
80% |
False |
False |
67 |
| 20 |
2,788.00 |
2,620.00 |
168.00 |
6.2% |
36.00 |
1.3% |
56% |
False |
False |
52 |
| 40 |
2,788.00 |
2,571.50 |
216.50 |
8.0% |
25.75 |
0.9% |
66% |
False |
False |
49 |
| 60 |
2,788.00 |
2,517.75 |
270.25 |
10.0% |
18.00 |
0.7% |
72% |
False |
False |
33 |
| 80 |
2,788.00 |
2,340.25 |
447.75 |
16.5% |
14.75 |
0.5% |
83% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.25 |
|
2.618 |
2,760.00 |
|
1.618 |
2,747.00 |
|
1.000 |
2,739.00 |
|
0.618 |
2,734.00 |
|
HIGH |
2,726.00 |
|
0.618 |
2,721.00 |
|
0.500 |
2,719.50 |
|
0.382 |
2,718.00 |
|
LOW |
2,713.00 |
|
0.618 |
2,705.00 |
|
1.000 |
2,700.00 |
|
1.618 |
2,692.00 |
|
2.618 |
2,679.00 |
|
4.250 |
2,657.75 |
|
|