| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,726.00 |
2,714.25 |
-11.75 |
-0.4% |
2,650.25 |
| High |
2,726.00 |
2,742.50 |
16.50 |
0.6% |
2,737.00 |
| Low |
2,713.00 |
2,712.75 |
-0.25 |
0.0% |
2,620.00 |
| Close |
2,713.50 |
2,712.75 |
-0.75 |
0.0% |
2,731.00 |
| Range |
13.00 |
29.75 |
16.75 |
128.8% |
117.00 |
| ATR |
34.19 |
33.87 |
-0.32 |
-0.9% |
0.00 |
| Volume |
66 |
3 |
-63 |
-95.5% |
278 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,812.00 |
2,792.00 |
2,729.00 |
|
| R3 |
2,782.25 |
2,762.25 |
2,721.00 |
|
| R2 |
2,752.50 |
2,752.50 |
2,718.25 |
|
| R1 |
2,732.50 |
2,732.50 |
2,715.50 |
2,727.50 |
| PP |
2,722.75 |
2,722.75 |
2,722.75 |
2,720.25 |
| S1 |
2,702.75 |
2,702.75 |
2,710.00 |
2,698.00 |
| S2 |
2,693.00 |
2,693.00 |
2,707.25 |
|
| S3 |
2,663.25 |
2,673.00 |
2,704.50 |
|
| S4 |
2,633.50 |
2,643.25 |
2,696.50 |
|
|
| 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 |
2,742.50 |
2,635.25 |
107.25 |
4.0% |
29.25 |
1.1% |
72% |
True |
False |
31 |
| 10 |
2,742.50 |
2,620.00 |
122.50 |
4.5% |
35.75 |
1.3% |
76% |
True |
False |
62 |
| 20 |
2,771.00 |
2,620.00 |
151.00 |
5.6% |
36.25 |
1.3% |
61% |
False |
False |
52 |
| 40 |
2,788.00 |
2,598.00 |
190.00 |
7.0% |
26.25 |
1.0% |
60% |
False |
False |
49 |
| 60 |
2,788.00 |
2,521.25 |
266.75 |
9.8% |
18.50 |
0.7% |
72% |
False |
False |
33 |
| 80 |
2,788.00 |
2,340.25 |
447.75 |
16.5% |
15.00 |
0.6% |
83% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.00 |
|
2.618 |
2,820.50 |
|
1.618 |
2,790.75 |
|
1.000 |
2,772.25 |
|
0.618 |
2,761.00 |
|
HIGH |
2,742.50 |
|
0.618 |
2,731.25 |
|
0.500 |
2,727.50 |
|
0.382 |
2,724.00 |
|
LOW |
2,712.75 |
|
0.618 |
2,694.25 |
|
1.000 |
2,683.00 |
|
1.618 |
2,664.50 |
|
2.618 |
2,634.75 |
|
4.250 |
2,586.25 |
|
|