| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,343.37 |
2,331.74 |
-11.63 |
-0.5% |
2,325.12 |
| High |
2,352.25 |
2,346.86 |
-5.39 |
-0.2% |
2,359.15 |
| Low |
2,320.32 |
2,315.83 |
-4.49 |
-0.2% |
2,291.78 |
| Close |
2,332.34 |
2,332.87 |
0.53 |
0.0% |
2,342.92 |
| Range |
31.93 |
31.03 |
-0.90 |
-2.8% |
67.37 |
| ATR |
31.06 |
31.06 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.94 |
2,409.94 |
2,349.94 |
|
| R3 |
2,393.91 |
2,378.91 |
2,341.40 |
|
| R2 |
2,362.88 |
2,362.88 |
2,338.56 |
|
| R1 |
2,347.88 |
2,347.88 |
2,335.71 |
2,355.38 |
| PP |
2,331.85 |
2,331.85 |
2,331.85 |
2,335.61 |
| S1 |
2,316.85 |
2,316.85 |
2,330.03 |
2,324.35 |
| S2 |
2,300.82 |
2,300.82 |
2,327.18 |
|
| S3 |
2,269.79 |
2,285.82 |
2,324.34 |
|
| S4 |
2,238.76 |
2,254.79 |
2,315.80 |
|
|
| 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 |
2,315.83 |
43.32 |
1.9% |
26.48 |
1.1% |
39% |
False |
True |
|
| 10 |
2,359.15 |
2,291.78 |
67.37 |
2.9% |
23.31 |
1.0% |
61% |
False |
False |
|
| 20 |
2,359.15 |
2,188.92 |
170.23 |
7.3% |
29.23 |
1.3% |
85% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
29.18 |
1.3% |
67% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.12 |
1.2% |
67% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
25.57 |
1.1% |
67% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
25.02 |
1.1% |
78% |
False |
False |
|
| 120 |
2,403.52 |
2,054.61 |
348.91 |
15.0% |
24.89 |
1.1% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,478.74 |
|
2.618 |
2,428.10 |
|
1.618 |
2,397.07 |
|
1.000 |
2,377.89 |
|
0.618 |
2,366.04 |
|
HIGH |
2,346.86 |
|
0.618 |
2,335.01 |
|
0.500 |
2,331.35 |
|
0.382 |
2,327.68 |
|
LOW |
2,315.83 |
|
0.618 |
2,296.65 |
|
1.000 |
2,284.80 |
|
1.618 |
2,265.62 |
|
2.618 |
2,234.59 |
|
4.250 |
2,183.95 |
|
|