| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
| Open |
2,711.50 |
2,727.50 |
16.00 |
0.6% |
2,650.25 |
| High |
2,725.25 |
2,727.75 |
2.50 |
0.1% |
2,737.00 |
| Low |
2,697.25 |
2,686.50 |
-10.75 |
-0.4% |
2,620.00 |
| Close |
2,722.00 |
2,686.50 |
-35.50 |
-1.3% |
2,731.00 |
| Range |
28.00 |
41.25 |
13.25 |
47.3% |
117.00 |
| ATR |
33.45 |
34.01 |
0.56 |
1.7% |
0.00 |
| Volume |
18 |
16 |
-2 |
-11.1% |
278 |
|
| Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.00 |
2,796.50 |
2,709.25 |
|
| R3 |
2,782.75 |
2,755.25 |
2,697.75 |
|
| R2 |
2,741.50 |
2,741.50 |
2,694.00 |
|
| R1 |
2,714.00 |
2,714.00 |
2,690.25 |
2,707.00 |
| PP |
2,700.25 |
2,700.25 |
2,700.25 |
2,696.75 |
| S1 |
2,672.75 |
2,672.75 |
2,682.75 |
2,666.00 |
| S2 |
2,659.00 |
2,659.00 |
2,679.00 |
|
| S3 |
2,617.75 |
2,631.50 |
2,675.25 |
|
| S4 |
2,576.50 |
2,590.25 |
2,663.75 |
|
|
| 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 |
2,686.50 |
56.00 |
2.1% |
26.50 |
1.0% |
0% |
False |
True |
23 |
| 10 |
2,742.50 |
2,620.00 |
122.50 |
4.6% |
34.25 |
1.3% |
54% |
False |
False |
47 |
| 20 |
2,748.25 |
2,620.00 |
128.25 |
4.8% |
36.00 |
1.3% |
52% |
False |
False |
40 |
| 40 |
2,788.00 |
2,620.00 |
168.00 |
6.3% |
27.50 |
1.0% |
40% |
False |
False |
50 |
| 60 |
2,788.00 |
2,535.00 |
253.00 |
9.4% |
19.75 |
0.7% |
60% |
False |
False |
33 |
| 80 |
2,788.00 |
2,360.00 |
428.00 |
15.9% |
15.75 |
0.6% |
76% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.00 |
|
2.618 |
2,835.75 |
|
1.618 |
2,794.50 |
|
1.000 |
2,769.00 |
|
0.618 |
2,753.25 |
|
HIGH |
2,727.75 |
|
0.618 |
2,712.00 |
|
0.500 |
2,707.00 |
|
0.382 |
2,702.25 |
|
LOW |
2,686.50 |
|
0.618 |
2,661.00 |
|
1.000 |
2,645.25 |
|
1.618 |
2,619.75 |
|
2.618 |
2,578.50 |
|
4.250 |
2,511.25 |
|
|