| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
3,744.0 |
3,725.0 |
-19.0 |
-0.5% |
3,792.0 |
| High |
3,783.0 |
3,780.0 |
-3.0 |
-0.1% |
3,792.0 |
| Low |
3,676.0 |
3,674.0 |
-2.0 |
-0.1% |
3,655.0 |
| Close |
3,715.0 |
3,675.0 |
-40.0 |
-1.1% |
3,731.0 |
| Range |
107.0 |
106.0 |
-1.0 |
-0.9% |
137.0 |
| ATR |
77.8 |
79.8 |
2.0 |
2.6% |
0.0 |
| Volume |
29,087 |
34,407 |
5,320 |
18.3% |
119,395 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,027.7 |
3,957.3 |
3,733.3 |
|
| R3 |
3,921.7 |
3,851.3 |
3,704.2 |
|
| R2 |
3,815.7 |
3,815.7 |
3,694.4 |
|
| R1 |
3,745.3 |
3,745.3 |
3,684.7 |
3,727.5 |
| PP |
3,709.7 |
3,709.7 |
3,709.7 |
3,700.8 |
| S1 |
3,639.3 |
3,639.3 |
3,665.3 |
3,621.5 |
| S2 |
3,603.7 |
3,603.7 |
3,655.6 |
|
| S3 |
3,497.7 |
3,533.3 |
3,645.9 |
|
| S4 |
3,391.7 |
3,427.3 |
3,616.7 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,137.0 |
4,071.0 |
3,806.4 |
|
| R3 |
4,000.0 |
3,934.0 |
3,768.7 |
|
| R2 |
3,863.0 |
3,863.0 |
3,756.1 |
|
| R1 |
3,797.0 |
3,797.0 |
3,743.6 |
3,761.5 |
| PP |
3,726.0 |
3,726.0 |
3,726.0 |
3,708.3 |
| S1 |
3,660.0 |
3,660.0 |
3,718.4 |
3,624.5 |
| S2 |
3,589.0 |
3,589.0 |
3,705.9 |
|
| S3 |
3,452.0 |
3,523.0 |
3,693.3 |
|
| S4 |
3,315.0 |
3,386.0 |
3,655.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,783.0 |
3,655.0 |
128.0 |
3.5% |
82.4 |
2.2% |
16% |
False |
False |
28,159 |
| 10 |
3,857.0 |
3,655.0 |
202.0 |
5.5% |
70.2 |
1.9% |
10% |
False |
False |
25,216 |
| 20 |
3,857.0 |
3,550.0 |
307.0 |
8.4% |
66.7 |
1.8% |
41% |
False |
False |
25,167 |
| 40 |
3,857.0 |
2,982.0 |
875.0 |
23.8% |
64.7 |
1.8% |
79% |
False |
False |
24,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,230.5 |
|
2.618 |
4,057.5 |
|
1.618 |
3,951.5 |
|
1.000 |
3,886.0 |
|
0.618 |
3,845.5 |
|
HIGH |
3,780.0 |
|
0.618 |
3,739.5 |
|
0.500 |
3,727.0 |
|
0.382 |
3,714.5 |
|
LOW |
3,674.0 |
|
0.618 |
3,608.5 |
|
1.000 |
3,568.0 |
|
1.618 |
3,502.5 |
|
2.618 |
3,396.5 |
|
4.250 |
3,223.5 |
|
|