| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,714.25 |
2,711.50 |
-2.75 |
-0.1% |
2,650.25 |
| High |
2,742.50 |
2,725.25 |
-17.25 |
-0.6% |
2,737.00 |
| Low |
2,712.75 |
2,697.25 |
-15.50 |
-0.6% |
2,620.00 |
| Close |
2,712.75 |
2,722.00 |
9.25 |
0.3% |
2,731.00 |
| Range |
29.75 |
28.00 |
-1.75 |
-5.9% |
117.00 |
| ATR |
33.87 |
33.45 |
-0.42 |
-1.2% |
0.00 |
| Volume |
3 |
18 |
15 |
500.0% |
278 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.75 |
2,788.50 |
2,737.50 |
|
| R3 |
2,770.75 |
2,760.50 |
2,729.75 |
|
| R2 |
2,742.75 |
2,742.75 |
2,727.25 |
|
| R1 |
2,732.50 |
2,732.50 |
2,724.50 |
2,737.50 |
| PP |
2,714.75 |
2,714.75 |
2,714.75 |
2,717.50 |
| S1 |
2,704.50 |
2,704.50 |
2,719.50 |
2,709.50 |
| S2 |
2,686.75 |
2,686.75 |
2,716.75 |
|
| S3 |
2,658.75 |
2,676.50 |
2,714.25 |
|
| S4 |
2,630.75 |
2,648.50 |
2,706.50 |
|
|
| 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 |
2,697.25 |
45.25 |
1.7% |
22.00 |
0.8% |
55% |
False |
True |
30 |
| 10 |
2,742.50 |
2,620.00 |
122.50 |
4.5% |
35.25 |
1.3% |
83% |
False |
False |
51 |
| 20 |
2,749.00 |
2,620.00 |
129.00 |
4.7% |
35.25 |
1.3% |
79% |
False |
False |
42 |
| 40 |
2,788.00 |
2,620.00 |
168.00 |
6.2% |
26.75 |
1.0% |
61% |
False |
False |
49 |
| 60 |
2,788.00 |
2,533.00 |
255.00 |
9.4% |
19.00 |
0.7% |
74% |
False |
False |
33 |
| 80 |
2,788.00 |
2,357.00 |
431.00 |
15.8% |
15.25 |
0.6% |
85% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,844.25 |
|
2.618 |
2,798.50 |
|
1.618 |
2,770.50 |
|
1.000 |
2,753.25 |
|
0.618 |
2,742.50 |
|
HIGH |
2,725.25 |
|
0.618 |
2,714.50 |
|
0.500 |
2,711.25 |
|
0.382 |
2,708.00 |
|
LOW |
2,697.25 |
|
0.618 |
2,680.00 |
|
1.000 |
2,669.25 |
|
1.618 |
2,652.00 |
|
2.618 |
2,624.00 |
|
4.250 |
2,578.25 |
|
|