| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,332.74 |
2,352.47 |
19.73 |
0.8% |
2,325.12 |
| High |
2,342.24 |
2,359.15 |
16.91 |
0.7% |
2,359.15 |
| Low |
2,329.62 |
2,334.95 |
5.33 |
0.2% |
2,291.78 |
| Close |
2,338.99 |
2,342.92 |
3.93 |
0.2% |
2,342.92 |
| Range |
12.62 |
24.20 |
11.58 |
91.8% |
67.37 |
| ATR |
32.98 |
32.35 |
-0.63 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.27 |
2,404.80 |
2,356.23 |
|
| R3 |
2,394.07 |
2,380.60 |
2,349.58 |
|
| R2 |
2,369.87 |
2,369.87 |
2,347.36 |
|
| R1 |
2,356.40 |
2,356.40 |
2,345.14 |
2,351.04 |
| PP |
2,345.67 |
2,345.67 |
2,345.67 |
2,342.99 |
| S1 |
2,332.20 |
2,332.20 |
2,340.70 |
2,326.84 |
| S2 |
2,321.47 |
2,321.47 |
2,338.48 |
|
| S3 |
2,297.27 |
2,308.00 |
2,336.27 |
|
| S4 |
2,273.07 |
2,283.80 |
2,329.61 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,533.39 |
2,505.53 |
2,379.97 |
|
| R3 |
2,466.02 |
2,438.16 |
2,361.45 |
|
| R2 |
2,398.65 |
2,398.65 |
2,355.27 |
|
| R1 |
2,370.79 |
2,370.79 |
2,349.10 |
2,384.72 |
| PP |
2,331.28 |
2,331.28 |
2,331.28 |
2,338.25 |
| S1 |
2,303.42 |
2,303.42 |
2,336.74 |
2,317.35 |
| S2 |
2,263.91 |
2,263.91 |
2,330.57 |
|
| S3 |
2,196.54 |
2,236.05 |
2,324.39 |
|
| S4 |
2,129.17 |
2,168.68 |
2,305.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,359.15 |
2,291.78 |
67.37 |
2.9% |
21.45 |
0.9% |
76% |
True |
False |
|
| 10 |
2,359.15 |
2,234.94 |
124.21 |
5.3% |
24.31 |
1.0% |
87% |
True |
False |
|
| 20 |
2,370.90 |
2,188.92 |
181.98 |
7.8% |
31.12 |
1.3% |
85% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.38 |
1.2% |
72% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
27.64 |
1.2% |
72% |
False |
False |
|
| 80 |
2,403.52 |
2,182.99 |
220.53 |
9.4% |
25.14 |
1.1% |
73% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
25.35 |
1.1% |
81% |
False |
False |
|
| 120 |
2,403.52 |
2,007.13 |
396.39 |
16.9% |
24.91 |
1.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,462.00 |
|
2.618 |
2,422.51 |
|
1.618 |
2,398.31 |
|
1.000 |
2,383.35 |
|
0.618 |
2,374.11 |
|
HIGH |
2,359.15 |
|
0.618 |
2,349.91 |
|
0.500 |
2,347.05 |
|
0.382 |
2,344.19 |
|
LOW |
2,334.95 |
|
0.618 |
2,319.99 |
|
1.000 |
2,310.75 |
|
1.618 |
2,295.79 |
|
2.618 |
2,271.59 |
|
4.250 |
2,232.10 |
|
|