| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,905.0 |
2,880.0 |
-25.0 |
-0.9% |
2,881.0 |
| High |
2,907.0 |
2,889.0 |
-18.0 |
-0.6% |
2,916.0 |
| Low |
2,888.0 |
2,852.0 |
-36.0 |
-1.2% |
2,858.0 |
| Close |
2,902.0 |
2,856.0 |
-46.0 |
-1.6% |
2,904.0 |
| Range |
19.0 |
37.0 |
18.0 |
94.7% |
58.0 |
| ATR |
40.5 |
41.2 |
0.7 |
1.7% |
0.0 |
| Volume |
39 |
434 |
395 |
1,012.8% |
2,783 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.7 |
2,953.3 |
2,876.4 |
|
| R3 |
2,939.7 |
2,916.3 |
2,866.2 |
|
| R2 |
2,902.7 |
2,902.7 |
2,862.8 |
|
| R1 |
2,879.3 |
2,879.3 |
2,859.4 |
2,872.5 |
| PP |
2,865.7 |
2,865.7 |
2,865.7 |
2,862.3 |
| S1 |
2,842.3 |
2,842.3 |
2,852.6 |
2,835.5 |
| S2 |
2,828.7 |
2,828.7 |
2,849.2 |
|
| S3 |
2,791.7 |
2,805.3 |
2,845.8 |
|
| S4 |
2,754.7 |
2,768.3 |
2,835.7 |
|
|
| 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 |
2,852.0 |
64.0 |
2.2% |
31.0 |
1.1% |
6% |
False |
True |
510 |
| 10 |
2,916.0 |
2,834.0 |
82.0 |
2.9% |
29.3 |
1.0% |
27% |
False |
False |
366 |
| 20 |
2,916.0 |
2,591.0 |
325.0 |
11.4% |
42.1 |
1.5% |
82% |
False |
False |
7,889 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
42.7 |
1.5% |
65% |
False |
False |
7,766 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
39.2 |
1.4% |
65% |
False |
False |
5,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,046.3 |
|
2.618 |
2,985.9 |
|
1.618 |
2,948.9 |
|
1.000 |
2,926.0 |
|
0.618 |
2,911.9 |
|
HIGH |
2,889.0 |
|
0.618 |
2,874.9 |
|
0.500 |
2,870.5 |
|
0.382 |
2,866.1 |
|
LOW |
2,852.0 |
|
0.618 |
2,829.1 |
|
1.000 |
2,815.0 |
|
1.618 |
2,792.1 |
|
2.618 |
2,755.1 |
|
4.250 |
2,694.8 |
|
|