| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,297.00 |
2,344.21 |
47.21 |
2.1% |
2,330.26 |
| High |
2,306.77 |
2,360.69 |
53.92 |
2.3% |
2,333.98 |
| Low |
2,286.59 |
2,344.21 |
57.62 |
2.5% |
2,288.68 |
| Close |
2,306.77 |
2,357.76 |
50.99 |
2.2% |
2,307.58 |
| Range |
20.18 |
16.48 |
-3.70 |
-18.3% |
45.30 |
| ATR |
30.19 |
31.88 |
1.70 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,403.66 |
2,397.19 |
2,366.82 |
|
| R3 |
2,387.18 |
2,380.71 |
2,362.29 |
|
| R2 |
2,370.70 |
2,370.70 |
2,360.78 |
|
| R1 |
2,364.23 |
2,364.23 |
2,359.27 |
2,367.47 |
| PP |
2,354.22 |
2,354.22 |
2,354.22 |
2,355.84 |
| S1 |
2,347.75 |
2,347.75 |
2,356.25 |
2,350.99 |
| S2 |
2,337.74 |
2,337.74 |
2,354.74 |
|
| S3 |
2,321.26 |
2,331.27 |
2,353.23 |
|
| S4 |
2,304.78 |
2,314.79 |
2,348.70 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.98 |
2,422.08 |
2,332.50 |
|
| R3 |
2,400.68 |
2,376.78 |
2,320.04 |
|
| R2 |
2,355.38 |
2,355.38 |
2,315.89 |
|
| R1 |
2,331.48 |
2,331.48 |
2,311.73 |
2,320.78 |
| PP |
2,310.08 |
2,310.08 |
2,310.08 |
2,304.73 |
| S1 |
2,286.18 |
2,286.18 |
2,303.43 |
2,275.48 |
| S2 |
2,264.78 |
2,264.78 |
2,299.28 |
|
| S3 |
2,219.48 |
2,240.88 |
2,295.12 |
|
| S4 |
2,174.18 |
2,195.58 |
2,282.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,360.69 |
2,254.87 |
105.82 |
4.5% |
24.32 |
1.0% |
97% |
True |
False |
|
| 10 |
2,360.69 |
2,254.87 |
105.82 |
4.5% |
25.64 |
1.1% |
97% |
True |
False |
|
| 20 |
2,360.69 |
2,254.87 |
105.82 |
4.5% |
24.92 |
1.1% |
97% |
True |
False |
|
| 40 |
2,375.67 |
2,188.92 |
186.75 |
7.9% |
29.32 |
1.2% |
90% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.1% |
28.00 |
1.2% |
79% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.1% |
26.50 |
1.1% |
79% |
False |
False |
|
| 100 |
2,403.52 |
2,110.24 |
293.28 |
12.4% |
24.98 |
1.1% |
84% |
False |
False |
|
| 120 |
2,403.52 |
2,085.27 |
318.25 |
13.5% |
24.95 |
1.1% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,430.73 |
|
2.618 |
2,403.83 |
|
1.618 |
2,387.35 |
|
1.000 |
2,377.17 |
|
0.618 |
2,370.87 |
|
HIGH |
2,360.69 |
|
0.618 |
2,354.39 |
|
0.500 |
2,352.45 |
|
0.382 |
2,350.51 |
|
LOW |
2,344.21 |
|
0.618 |
2,334.03 |
|
1.000 |
2,327.73 |
|
1.618 |
2,317.55 |
|
2.618 |
2,301.07 |
|
4.250 |
2,274.17 |
|
|