| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
5,705.5 |
5,752.5 |
47.0 |
0.8% |
5,752.5 |
| High |
5,755.0 |
5,755.0 |
0.0 |
0.0% |
5,800.0 |
| Low |
5,688.5 |
5,665.0 |
-23.5 |
-0.4% |
5,682.5 |
| Close |
5,738.5 |
5,680.0 |
-58.5 |
-1.0% |
5,695.5 |
| Range |
66.5 |
90.0 |
23.5 |
35.3% |
117.5 |
| ATR |
64.5 |
66.3 |
1.8 |
2.8% |
0.0 |
| Volume |
104,100 |
105,038 |
938 |
0.9% |
389,875 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,970.0 |
5,915.0 |
5,729.5 |
|
| R3 |
5,880.0 |
5,825.0 |
5,705.0 |
|
| R2 |
5,790.0 |
5,790.0 |
5,696.5 |
|
| R1 |
5,735.0 |
5,735.0 |
5,688.0 |
5,717.5 |
| PP |
5,700.0 |
5,700.0 |
5,700.0 |
5,691.0 |
| S1 |
5,645.0 |
5,645.0 |
5,672.0 |
5,627.5 |
| S2 |
5,610.0 |
5,610.0 |
5,663.5 |
|
| S3 |
5,520.0 |
5,555.0 |
5,655.0 |
|
| S4 |
5,430.0 |
5,465.0 |
5,630.5 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,078.5 |
6,004.5 |
5,760.0 |
|
| R3 |
5,961.0 |
5,887.0 |
5,728.0 |
|
| R2 |
5,843.5 |
5,843.5 |
5,717.0 |
|
| R1 |
5,769.5 |
5,769.5 |
5,706.5 |
5,748.0 |
| PP |
5,726.0 |
5,726.0 |
5,726.0 |
5,715.0 |
| S1 |
5,652.0 |
5,652.0 |
5,684.5 |
5,630.0 |
| S2 |
5,608.5 |
5,608.5 |
5,674.0 |
|
| S3 |
5,491.0 |
5,534.5 |
5,663.0 |
|
| S4 |
5,373.5 |
5,417.0 |
5,631.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,800.0 |
5,653.0 |
147.0 |
2.6% |
78.0 |
1.4% |
18% |
False |
False |
101,590 |
| 10 |
5,800.0 |
5,637.5 |
162.5 |
2.9% |
62.0 |
1.1% |
26% |
False |
False |
92,516 |
| 20 |
5,800.0 |
5,589.0 |
211.0 |
3.7% |
59.0 |
1.0% |
43% |
False |
False |
96,941 |
| 40 |
5,800.0 |
5,195.0 |
605.0 |
10.7% |
58.5 |
1.0% |
80% |
False |
False |
75,876 |
| 60 |
5,800.0 |
4,947.0 |
853.0 |
15.0% |
57.5 |
1.0% |
86% |
False |
False |
50,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,137.5 |
|
2.618 |
5,990.5 |
|
1.618 |
5,900.5 |
|
1.000 |
5,845.0 |
|
0.618 |
5,810.5 |
|
HIGH |
5,755.0 |
|
0.618 |
5,720.5 |
|
0.500 |
5,710.0 |
|
0.382 |
5,699.5 |
|
LOW |
5,665.0 |
|
0.618 |
5,609.5 |
|
1.000 |
5,575.0 |
|
1.618 |
5,519.5 |
|
2.618 |
5,429.5 |
|
4.250 |
5,282.5 |
|
|