| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,331.74 |
2,342.74 |
11.00 |
0.5% |
2,347.71 |
| High |
2,346.86 |
2,345.40 |
-1.46 |
-0.1% |
2,352.25 |
| Low |
2,315.83 |
2,313.33 |
-2.50 |
-0.1% |
2,313.33 |
| Close |
2,332.87 |
2,321.18 |
-11.69 |
-0.5% |
2,321.18 |
| Range |
31.03 |
32.07 |
1.04 |
3.4% |
38.92 |
| ATR |
31.06 |
31.13 |
0.07 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,422.85 |
2,404.08 |
2,338.82 |
|
| R3 |
2,390.78 |
2,372.01 |
2,330.00 |
|
| R2 |
2,358.71 |
2,358.71 |
2,327.06 |
|
| R1 |
2,339.94 |
2,339.94 |
2,324.12 |
2,333.29 |
| PP |
2,326.64 |
2,326.64 |
2,326.64 |
2,323.31 |
| S1 |
2,307.87 |
2,307.87 |
2,318.24 |
2,301.22 |
| S2 |
2,294.57 |
2,294.57 |
2,315.30 |
|
| S3 |
2,262.50 |
2,275.80 |
2,312.36 |
|
| S4 |
2,230.43 |
2,243.73 |
2,303.54 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.68 |
2,422.35 |
2,342.59 |
|
| R3 |
2,406.76 |
2,383.43 |
2,331.88 |
|
| R2 |
2,367.84 |
2,367.84 |
2,328.32 |
|
| R1 |
2,344.51 |
2,344.51 |
2,324.75 |
2,336.72 |
| PP |
2,328.92 |
2,328.92 |
2,328.92 |
2,325.02 |
| S1 |
2,305.59 |
2,305.59 |
2,317.61 |
2,297.80 |
| S2 |
2,290.00 |
2,290.00 |
2,314.04 |
|
| S3 |
2,251.08 |
2,266.67 |
2,310.48 |
|
| S4 |
2,212.16 |
2,227.75 |
2,299.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,352.25 |
2,313.33 |
38.92 |
1.7% |
28.06 |
1.2% |
20% |
False |
True |
|
| 10 |
2,359.15 |
2,291.78 |
67.37 |
2.9% |
24.75 |
1.1% |
44% |
False |
False |
|
| 20 |
2,359.15 |
2,188.92 |
170.23 |
7.3% |
29.29 |
1.3% |
78% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
29.37 |
1.3% |
62% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.39 |
1.2% |
62% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
25.78 |
1.1% |
62% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
25.11 |
1.1% |
74% |
False |
False |
|
| 120 |
2,403.52 |
2,054.61 |
348.91 |
15.0% |
25.04 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.70 |
|
2.618 |
2,429.36 |
|
1.618 |
2,397.29 |
|
1.000 |
2,377.47 |
|
0.618 |
2,365.22 |
|
HIGH |
2,345.40 |
|
0.618 |
2,333.15 |
|
0.500 |
2,329.37 |
|
0.382 |
2,325.58 |
|
LOW |
2,313.33 |
|
0.618 |
2,293.51 |
|
1.000 |
2,281.26 |
|
1.618 |
2,261.44 |
|
2.618 |
2,229.37 |
|
4.250 |
2,177.03 |
|
|