| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.12 |
2,343.37 |
13.25 |
0.6% |
2,325.12 |
| High |
2,342.34 |
2,352.25 |
9.91 |
0.4% |
2,359.15 |
| Low |
2,323.40 |
2,320.32 |
-3.08 |
-0.1% |
2,291.78 |
| Close |
2,327.87 |
2,332.34 |
4.47 |
0.2% |
2,342.92 |
| Range |
18.94 |
31.93 |
12.99 |
68.6% |
67.37 |
| ATR |
30.99 |
31.06 |
0.07 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,430.76 |
2,413.48 |
2,349.90 |
|
| R3 |
2,398.83 |
2,381.55 |
2,341.12 |
|
| R2 |
2,366.90 |
2,366.90 |
2,338.19 |
|
| R1 |
2,349.62 |
2,349.62 |
2,335.27 |
2,342.30 |
| PP |
2,334.97 |
2,334.97 |
2,334.97 |
2,331.31 |
| S1 |
2,317.69 |
2,317.69 |
2,329.41 |
2,310.37 |
| S2 |
2,303.04 |
2,303.04 |
2,326.49 |
|
| S3 |
2,271.11 |
2,285.76 |
2,323.56 |
|
| S4 |
2,239.18 |
2,253.83 |
2,314.78 |
|
|
| 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 |
2,320.32 |
38.83 |
1.7% |
22.80 |
1.0% |
31% |
False |
True |
|
| 10 |
2,359.15 |
2,275.64 |
83.51 |
3.6% |
24.19 |
1.0% |
68% |
False |
False |
|
| 20 |
2,359.15 |
2,188.92 |
170.23 |
7.3% |
28.90 |
1.2% |
84% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.78 |
1.2% |
67% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
27.88 |
1.2% |
67% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
25.41 |
1.1% |
67% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
25.20 |
1.1% |
78% |
False |
False |
|
| 120 |
2,403.52 |
2,054.61 |
348.91 |
15.0% |
24.93 |
1.1% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,487.95 |
|
2.618 |
2,435.84 |
|
1.618 |
2,403.91 |
|
1.000 |
2,384.18 |
|
0.618 |
2,371.98 |
|
HIGH |
2,352.25 |
|
0.618 |
2,340.05 |
|
0.500 |
2,336.29 |
|
0.382 |
2,332.52 |
|
LOW |
2,320.32 |
|
0.618 |
2,300.59 |
|
1.000 |
2,288.39 |
|
1.618 |
2,268.66 |
|
2.618 |
2,236.73 |
|
4.250 |
2,184.62 |
|
|