| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,402.45 |
2,404.96 |
2.51 |
0.1% |
2,281.92 |
| High |
2,415.85 |
2,411.98 |
-3.87 |
-0.2% |
2,381.20 |
| Low |
2,390.46 |
2,398.93 |
8.47 |
0.4% |
2,254.87 |
| Close |
2,413.59 |
2,409.89 |
-3.70 |
-0.2% |
2,377.30 |
| Range |
25.39 |
13.05 |
-12.34 |
-48.6% |
126.33 |
| ATR |
28.90 |
27.88 |
-1.02 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.08 |
2,441.04 |
2,417.07 |
|
| R3 |
2,433.03 |
2,427.99 |
2,413.48 |
|
| R2 |
2,419.98 |
2,419.98 |
2,412.28 |
|
| R1 |
2,414.94 |
2,414.94 |
2,411.09 |
2,417.46 |
| PP |
2,406.93 |
2,406.93 |
2,406.93 |
2,408.20 |
| S1 |
2,401.89 |
2,401.89 |
2,408.69 |
2,404.41 |
| S2 |
2,393.88 |
2,393.88 |
2,407.50 |
|
| S3 |
2,380.83 |
2,388.84 |
2,406.30 |
|
| S4 |
2,367.78 |
2,375.79 |
2,402.71 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.78 |
2,673.37 |
2,446.78 |
|
| R3 |
2,590.45 |
2,547.04 |
2,412.04 |
|
| R2 |
2,464.12 |
2,464.12 |
2,400.46 |
|
| R1 |
2,420.71 |
2,420.71 |
2,388.88 |
2,442.42 |
| PP |
2,337.79 |
2,337.79 |
2,337.79 |
2,348.64 |
| S1 |
2,294.38 |
2,294.38 |
2,365.72 |
2,316.09 |
| S2 |
2,211.46 |
2,211.46 |
2,354.14 |
|
| S3 |
2,085.13 |
2,168.05 |
2,342.56 |
|
| S4 |
1,958.80 |
2,041.72 |
2,307.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,415.85 |
2,370.28 |
45.57 |
1.9% |
15.94 |
0.7% |
87% |
False |
False |
|
| 10 |
2,415.85 |
2,254.87 |
160.98 |
6.7% |
20.13 |
0.8% |
96% |
False |
False |
|
| 20 |
2,415.85 |
2,254.87 |
160.98 |
6.7% |
22.51 |
0.9% |
96% |
False |
False |
|
| 40 |
2,415.85 |
2,188.92 |
226.93 |
9.4% |
27.19 |
1.1% |
97% |
False |
False |
|
| 60 |
2,415.85 |
2,188.92 |
226.93 |
9.4% |
26.51 |
1.1% |
97% |
False |
False |
|
| 80 |
2,415.85 |
2,188.92 |
226.93 |
9.4% |
26.56 |
1.1% |
97% |
False |
False |
|
| 100 |
2,415.85 |
2,182.99 |
232.86 |
9.7% |
24.62 |
1.0% |
97% |
False |
False |
|
| 120 |
2,415.85 |
2,085.27 |
330.58 |
13.7% |
24.79 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,467.44 |
|
2.618 |
2,446.14 |
|
1.618 |
2,433.09 |
|
1.000 |
2,425.03 |
|
0.618 |
2,420.04 |
|
HIGH |
2,411.98 |
|
0.618 |
2,406.99 |
|
0.500 |
2,405.46 |
|
0.382 |
2,403.92 |
|
LOW |
2,398.93 |
|
0.618 |
2,390.87 |
|
1.000 |
2,385.88 |
|
1.618 |
2,377.82 |
|
2.618 |
2,364.77 |
|
4.250 |
2,343.47 |
|
|