| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,347.71 |
2,330.12 |
-17.59 |
-0.7% |
2,325.12 |
| High |
2,350.34 |
2,342.34 |
-8.00 |
-0.3% |
2,359.15 |
| Low |
2,324.02 |
2,323.40 |
-0.62 |
0.0% |
2,291.78 |
| Close |
2,334.54 |
2,327.87 |
-6.67 |
-0.3% |
2,342.92 |
| Range |
26.32 |
18.94 |
-7.38 |
-28.0% |
67.37 |
| ATR |
31.92 |
30.99 |
-0.93 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.02 |
2,376.89 |
2,338.29 |
|
| R3 |
2,369.08 |
2,357.95 |
2,333.08 |
|
| R2 |
2,350.14 |
2,350.14 |
2,331.34 |
|
| R1 |
2,339.01 |
2,339.01 |
2,329.61 |
2,335.11 |
| PP |
2,331.20 |
2,331.20 |
2,331.20 |
2,329.25 |
| S1 |
2,320.07 |
2,320.07 |
2,326.13 |
2,316.17 |
| S2 |
2,312.26 |
2,312.26 |
2,324.40 |
|
| S3 |
2,293.32 |
2,301.13 |
2,322.66 |
|
| S4 |
2,274.38 |
2,282.19 |
2,317.45 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.39 |
2,505.53 |
2,379.97 |
|
| R3 |
2,466.02 |
2,438.16 |
2,361.45 |
|
| R2 |
2,398.65 |
2,398.65 |
2,355.27 |
|
| R1 |
2,370.79 |
2,370.79 |
2,349.10 |
2,384.72 |
| PP |
2,331.28 |
2,331.28 |
2,331.28 |
2,338.25 |
| S1 |
2,303.42 |
2,303.42 |
2,336.74 |
2,317.35 |
| S2 |
2,263.91 |
2,263.91 |
2,330.57 |
|
| S3 |
2,196.54 |
2,236.05 |
2,324.39 |
|
| S4 |
2,129.17 |
2,168.68 |
2,305.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,359.15 |
2,323.40 |
35.75 |
1.5% |
19.13 |
0.8% |
13% |
False |
True |
|
| 10 |
2,359.15 |
2,234.94 |
124.21 |
5.3% |
25.17 |
1.1% |
75% |
False |
False |
|
| 20 |
2,359.15 |
2,188.92 |
170.23 |
7.3% |
28.37 |
1.2% |
82% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.45 |
1.2% |
65% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
27.74 |
1.2% |
65% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
25.24 |
1.1% |
65% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
25.20 |
1.1% |
76% |
False |
False |
|
| 120 |
2,403.52 |
2,043.70 |
359.82 |
15.5% |
24.81 |
1.1% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,422.84 |
|
2.618 |
2,391.92 |
|
1.618 |
2,372.98 |
|
1.000 |
2,361.28 |
|
0.618 |
2,354.04 |
|
HIGH |
2,342.34 |
|
0.618 |
2,335.10 |
|
0.500 |
2,332.87 |
|
0.382 |
2,330.64 |
|
LOW |
2,323.40 |
|
0.618 |
2,311.70 |
|
1.000 |
2,304.46 |
|
1.618 |
2,292.76 |
|
2.618 |
2,273.82 |
|
4.250 |
2,242.91 |
|
|