| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,909.0 |
2,905.0 |
-4.0 |
-0.1% |
2,881.0 |
| High |
2,915.0 |
2,907.0 |
-8.0 |
-0.3% |
2,916.0 |
| Low |
2,892.0 |
2,888.0 |
-4.0 |
-0.1% |
2,858.0 |
| Close |
2,904.0 |
2,902.0 |
-2.0 |
-0.1% |
2,904.0 |
| Range |
23.0 |
19.0 |
-4.0 |
-17.4% |
58.0 |
| ATR |
42.1 |
40.5 |
-1.7 |
-3.9% |
0.0 |
| Volume |
1,871 |
39 |
-1,832 |
-97.9% |
2,783 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.0 |
2,948.0 |
2,912.5 |
|
| R3 |
2,937.0 |
2,929.0 |
2,907.2 |
|
| R2 |
2,918.0 |
2,918.0 |
2,905.5 |
|
| R1 |
2,910.0 |
2,910.0 |
2,903.7 |
2,904.5 |
| PP |
2,899.0 |
2,899.0 |
2,899.0 |
2,896.3 |
| S1 |
2,891.0 |
2,891.0 |
2,900.3 |
2,885.5 |
| S2 |
2,880.0 |
2,880.0 |
2,898.5 |
|
| S3 |
2,861.0 |
2,872.0 |
2,896.8 |
|
| S4 |
2,842.0 |
2,853.0 |
2,891.6 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
3,043.3 |
2,935.9 |
|
| R3 |
3,008.7 |
2,985.3 |
2,920.0 |
|
| R2 |
2,950.7 |
2,950.7 |
2,914.6 |
|
| R1 |
2,927.3 |
2,927.3 |
2,909.3 |
2,939.0 |
| PP |
2,892.7 |
2,892.7 |
2,892.7 |
2,898.5 |
| S1 |
2,869.3 |
2,869.3 |
2,898.7 |
2,881.0 |
| S2 |
2,834.7 |
2,834.7 |
2,893.4 |
|
| S3 |
2,776.7 |
2,811.3 |
2,888.1 |
|
| S4 |
2,718.7 |
2,753.3 |
2,872.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,916.0 |
2,858.0 |
58.0 |
2.0% |
28.8 |
1.0% |
76% |
False |
False |
547 |
| 10 |
2,916.0 |
2,808.0 |
108.0 |
3.7% |
29.2 |
1.0% |
87% |
False |
False |
336 |
| 20 |
2,916.0 |
2,591.0 |
325.0 |
11.2% |
44.2 |
1.5% |
96% |
False |
False |
11,365 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
41.8 |
1.4% |
76% |
False |
False |
7,755 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
38.9 |
1.3% |
76% |
False |
False |
5,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.8 |
|
2.618 |
2,956.7 |
|
1.618 |
2,937.7 |
|
1.000 |
2,926.0 |
|
0.618 |
2,918.7 |
|
HIGH |
2,907.0 |
|
0.618 |
2,899.7 |
|
0.500 |
2,897.5 |
|
0.382 |
2,895.3 |
|
LOW |
2,888.0 |
|
0.618 |
2,876.3 |
|
1.000 |
2,869.0 |
|
1.618 |
2,857.3 |
|
2.618 |
2,838.3 |
|
4.250 |
2,807.3 |
|
|