| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.26 |
2,302.88 |
-27.38 |
-1.2% |
2,347.71 |
| High |
2,333.98 |
2,308.20 |
-25.78 |
-1.1% |
2,352.25 |
| Low |
2,305.53 |
2,288.68 |
-16.85 |
-0.7% |
2,313.33 |
| Close |
2,314.50 |
2,298.30 |
-16.20 |
-0.7% |
2,321.18 |
| Range |
28.45 |
19.52 |
-8.93 |
-31.4% |
38.92 |
| ATR |
30.94 |
30.57 |
-0.37 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,356.95 |
2,347.15 |
2,309.04 |
|
| R3 |
2,337.43 |
2,327.63 |
2,303.67 |
|
| R2 |
2,317.91 |
2,317.91 |
2,301.88 |
|
| R1 |
2,308.11 |
2,308.11 |
2,300.09 |
2,303.25 |
| PP |
2,298.39 |
2,298.39 |
2,298.39 |
2,295.97 |
| S1 |
2,288.59 |
2,288.59 |
2,296.51 |
2,283.73 |
| S2 |
2,278.87 |
2,278.87 |
2,294.72 |
|
| S3 |
2,259.35 |
2,269.07 |
2,292.93 |
|
| S4 |
2,239.83 |
2,249.55 |
2,287.56 |
|
|
| 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 |
2,288.68 |
63.57 |
2.8% |
28.60 |
1.2% |
15% |
False |
True |
|
| 10 |
2,359.15 |
2,288.68 |
70.47 |
3.1% |
23.87 |
1.0% |
14% |
False |
True |
|
| 20 |
2,359.15 |
2,188.92 |
170.23 |
7.4% |
27.54 |
1.2% |
64% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
29.61 |
1.3% |
51% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
28.60 |
1.2% |
51% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
25.76 |
1.1% |
51% |
False |
False |
|
| 100 |
2,403.52 |
2,105.61 |
297.91 |
13.0% |
24.98 |
1.1% |
65% |
False |
False |
|
| 120 |
2,403.52 |
2,069.45 |
334.07 |
14.5% |
24.94 |
1.1% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,391.16 |
|
2.618 |
2,359.30 |
|
1.618 |
2,339.78 |
|
1.000 |
2,327.72 |
|
0.618 |
2,320.26 |
|
HIGH |
2,308.20 |
|
0.618 |
2,300.74 |
|
0.500 |
2,298.44 |
|
0.382 |
2,296.14 |
|
LOW |
2,288.68 |
|
0.618 |
2,276.62 |
|
1.000 |
2,269.16 |
|
1.618 |
2,257.10 |
|
2.618 |
2,237.58 |
|
4.250 |
2,205.72 |
|
|