| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
4,674.0 |
4,515.0 |
-159.0 |
-3.4% |
4,500.0 |
| High |
4,675.0 |
4,559.5 |
-115.5 |
-2.5% |
4,703.5 |
| Low |
4,478.0 |
4,413.0 |
-65.0 |
-1.5% |
4,482.0 |
| Close |
4,507.0 |
4,519.0 |
12.0 |
0.3% |
4,669.0 |
| Range |
197.0 |
146.5 |
-50.5 |
-25.6% |
221.5 |
| ATR |
140.8 |
141.2 |
0.4 |
0.3% |
0.0 |
| Volume |
287 |
460 |
173 |
60.3% |
2,649 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,936.7 |
4,874.3 |
4,599.6 |
|
| R3 |
4,790.2 |
4,727.8 |
4,559.3 |
|
| R2 |
4,643.7 |
4,643.7 |
4,545.9 |
|
| R1 |
4,581.3 |
4,581.3 |
4,532.4 |
4,612.5 |
| PP |
4,497.2 |
4,497.2 |
4,497.2 |
4,512.8 |
| S1 |
4,434.8 |
4,434.8 |
4,505.6 |
4,466.0 |
| S2 |
4,350.7 |
4,350.7 |
4,492.1 |
|
| S3 |
4,204.2 |
4,288.3 |
4,478.7 |
|
| S4 |
4,057.7 |
4,141.8 |
4,438.4 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,282.7 |
5,197.3 |
4,790.8 |
|
| R3 |
5,061.2 |
4,975.8 |
4,729.9 |
|
| R2 |
4,839.7 |
4,839.7 |
4,709.6 |
|
| R1 |
4,754.3 |
4,754.3 |
4,689.3 |
4,797.0 |
| PP |
4,618.2 |
4,618.2 |
4,618.2 |
4,639.5 |
| S1 |
4,532.8 |
4,532.8 |
4,648.7 |
4,575.5 |
| S2 |
4,396.7 |
4,396.7 |
4,628.4 |
|
| S3 |
4,175.2 |
4,311.3 |
4,608.1 |
|
| S4 |
3,953.7 |
4,089.8 |
4,547.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,703.5 |
4,413.0 |
290.5 |
6.4% |
130.0 |
2.9% |
36% |
False |
True |
524 |
| 10 |
4,703.5 |
4,248.5 |
455.0 |
10.1% |
128.5 |
2.8% |
59% |
False |
False |
533 |
| 20 |
4,703.5 |
3,984.5 |
719.0 |
15.9% |
129.2 |
2.9% |
74% |
False |
False |
558 |
| 40 |
4,703.5 |
3,613.5 |
1,090.0 |
24.1% |
135.6 |
3.0% |
83% |
False |
False |
1,401 |
| 60 |
4,715.0 |
3,613.5 |
1,101.5 |
24.4% |
130.5 |
2.9% |
82% |
False |
False |
1,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,182.1 |
|
2.618 |
4,943.0 |
|
1.618 |
4,796.5 |
|
1.000 |
4,706.0 |
|
0.618 |
4,650.0 |
|
HIGH |
4,559.5 |
|
0.618 |
4,503.5 |
|
0.500 |
4,486.3 |
|
0.382 |
4,469.0 |
|
LOW |
4,413.0 |
|
0.618 |
4,322.5 |
|
1.000 |
4,266.5 |
|
1.618 |
4,176.0 |
|
2.618 |
4,029.5 |
|
4.250 |
3,790.4 |
|
|