| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
7,623.0 |
7,553.0 |
-70.0 |
-0.9% |
7,329.0 |
| High |
7,650.0 |
7,562.5 |
-87.5 |
-1.1% |
7,574.0 |
| Low |
7,552.5 |
7,502.0 |
-50.5 |
-0.7% |
7,320.0 |
| Close |
7,582.5 |
7,546.5 |
-36.0 |
-0.5% |
7,557.0 |
| Range |
97.5 |
60.5 |
-37.0 |
-37.9% |
254.0 |
| ATR |
97.7 |
96.5 |
-1.2 |
-1.3% |
0.0 |
| Volume |
316 |
284 |
-32 |
-10.1% |
795 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,718.5 |
7,693.0 |
7,579.8 |
|
| R3 |
7,658.0 |
7,632.5 |
7,563.1 |
|
| R2 |
7,597.5 |
7,597.5 |
7,557.6 |
|
| R1 |
7,572.0 |
7,572.0 |
7,552.0 |
7,554.5 |
| PP |
7,537.0 |
7,537.0 |
7,537.0 |
7,528.3 |
| S1 |
7,511.5 |
7,511.5 |
7,541.0 |
7,494.0 |
| S2 |
7,476.5 |
7,476.5 |
7,535.4 |
|
| S3 |
7,416.0 |
7,451.0 |
7,529.9 |
|
| S4 |
7,355.5 |
7,390.5 |
7,513.2 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,245.7 |
8,155.3 |
7,696.7 |
|
| R3 |
7,991.7 |
7,901.3 |
7,626.9 |
|
| R2 |
7,737.7 |
7,737.7 |
7,603.6 |
|
| R1 |
7,647.3 |
7,647.3 |
7,580.3 |
7,692.5 |
| PP |
7,483.7 |
7,483.7 |
7,483.7 |
7,506.3 |
| S1 |
7,393.3 |
7,393.3 |
7,533.7 |
7,438.5 |
| S2 |
7,229.7 |
7,229.7 |
7,510.4 |
|
| S3 |
6,975.7 |
7,139.3 |
7,487.2 |
|
| S4 |
6,721.7 |
6,885.3 |
7,417.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,650.0 |
7,405.0 |
245.0 |
3.2% |
77.6 |
1.0% |
58% |
False |
False |
253 |
| 10 |
7,650.0 |
7,042.5 |
607.5 |
8.1% |
89.3 |
1.2% |
83% |
False |
False |
361 |
| 20 |
7,650.0 |
7,042.5 |
607.5 |
8.1% |
75.4 |
1.0% |
83% |
False |
False |
264 |
| 40 |
7,650.0 |
6,486.5 |
1,163.5 |
15.4% |
92.8 |
1.2% |
91% |
False |
False |
1,637 |
| 60 |
7,650.0 |
6,486.5 |
1,163.5 |
15.4% |
84.4 |
1.1% |
91% |
False |
False |
1,120 |
| 80 |
7,650.0 |
6,486.5 |
1,163.5 |
15.4% |
74.4 |
1.0% |
91% |
False |
False |
857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,819.6 |
|
2.618 |
7,720.9 |
|
1.618 |
7,660.4 |
|
1.000 |
7,623.0 |
|
0.618 |
7,599.9 |
|
HIGH |
7,562.5 |
|
0.618 |
7,539.4 |
|
0.500 |
7,532.3 |
|
0.382 |
7,525.1 |
|
LOW |
7,502.0 |
|
0.618 |
7,464.6 |
|
1.000 |
7,441.5 |
|
1.618 |
7,404.1 |
|
2.618 |
7,343.6 |
|
4.250 |
7,244.9 |
|
|