| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
3,710.0 |
3,727.0 |
17.0 |
0.5% |
3,765.0 |
| High |
3,716.0 |
3,741.0 |
25.0 |
0.7% |
3,790.0 |
| Low |
3,657.0 |
3,612.0 |
-45.0 |
-1.2% |
3,612.0 |
| Close |
3,703.0 |
3,648.0 |
-55.0 |
-1.5% |
3,648.0 |
| Range |
59.0 |
129.0 |
70.0 |
118.6% |
178.0 |
| ATR |
83.0 |
86.3 |
3.3 |
4.0% |
0.0 |
| Volume |
1,305 |
927 |
-378 |
-29.0% |
3,279 |
|
| Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,054.0 |
3,980.0 |
3,719.0 |
|
| R3 |
3,925.0 |
3,851.0 |
3,683.5 |
|
| R2 |
3,796.0 |
3,796.0 |
3,671.7 |
|
| R1 |
3,722.0 |
3,722.0 |
3,659.8 |
3,694.5 |
| PP |
3,667.0 |
3,667.0 |
3,667.0 |
3,653.3 |
| S1 |
3,593.0 |
3,593.0 |
3,636.2 |
3,565.5 |
| S2 |
3,538.0 |
3,538.0 |
3,624.4 |
|
| S3 |
3,409.0 |
3,464.0 |
3,612.5 |
|
| S4 |
3,280.0 |
3,335.0 |
3,577.1 |
|
|
| Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,217.3 |
4,110.7 |
3,745.9 |
|
| R3 |
4,039.3 |
3,932.7 |
3,697.0 |
|
| R2 |
3,861.3 |
3,861.3 |
3,680.6 |
|
| R1 |
3,754.7 |
3,754.7 |
3,664.3 |
3,719.0 |
| PP |
3,683.3 |
3,683.3 |
3,683.3 |
3,665.5 |
| S1 |
3,576.7 |
3,576.7 |
3,631.7 |
3,541.0 |
| S2 |
3,505.3 |
3,505.3 |
3,615.4 |
|
| S3 |
3,327.3 |
3,398.7 |
3,599.1 |
|
| S4 |
3,149.3 |
3,220.7 |
3,550.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,790.0 |
3,612.0 |
178.0 |
4.9% |
60.8 |
1.7% |
20% |
False |
True |
655 |
| 10 |
3,790.0 |
3,522.0 |
268.0 |
7.3% |
73.3 |
2.0% |
47% |
False |
False |
708 |
| 20 |
3,790.0 |
3,359.0 |
431.0 |
11.8% |
84.1 |
2.3% |
67% |
False |
False |
12,717 |
| 40 |
3,839.0 |
3,359.0 |
480.0 |
13.2% |
76.5 |
2.1% |
60% |
False |
False |
7,457 |
| 60 |
4,117.0 |
3,359.0 |
758.0 |
20.8% |
84.1 |
2.3% |
38% |
False |
False |
5,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,289.3 |
|
2.618 |
4,078.7 |
|
1.618 |
3,949.7 |
|
1.000 |
3,870.0 |
|
0.618 |
3,820.7 |
|
HIGH |
3,741.0 |
|
0.618 |
3,691.7 |
|
0.500 |
3,676.5 |
|
0.382 |
3,661.3 |
|
LOW |
3,612.0 |
|
0.618 |
3,532.3 |
|
1.000 |
3,483.0 |
|
1.618 |
3,403.3 |
|
2.618 |
3,274.3 |
|
4.250 |
3,063.8 |
|
|