| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,381.20 |
2,377.90 |
-3.30 |
-0.1% |
2,281.92 |
| High |
2,381.20 |
2,385.03 |
3.83 |
0.2% |
2,381.20 |
| Low |
2,370.28 |
2,375.12 |
4.84 |
0.2% |
2,254.87 |
| Close |
2,377.30 |
2,383.72 |
6.42 |
0.3% |
2,377.30 |
| Range |
10.92 |
9.91 |
-1.01 |
-9.2% |
126.33 |
| ATR |
31.28 |
29.75 |
-1.53 |
-4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,411.02 |
2,407.28 |
2,389.17 |
|
| R3 |
2,401.11 |
2,397.37 |
2,386.45 |
|
| R2 |
2,391.20 |
2,391.20 |
2,385.54 |
|
| R1 |
2,387.46 |
2,387.46 |
2,384.63 |
2,389.33 |
| PP |
2,381.29 |
2,381.29 |
2,381.29 |
2,382.23 |
| S1 |
2,377.55 |
2,377.55 |
2,382.81 |
2,379.42 |
| S2 |
2,371.38 |
2,371.38 |
2,381.90 |
|
| S3 |
2,361.47 |
2,367.64 |
2,380.99 |
|
| S4 |
2,351.56 |
2,357.73 |
2,378.27 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.78 |
2,673.37 |
2,446.78 |
|
| R3 |
2,590.45 |
2,547.04 |
2,412.04 |
|
| R2 |
2,464.12 |
2,464.12 |
2,400.46 |
|
| R1 |
2,420.71 |
2,420.71 |
2,388.88 |
2,442.42 |
| PP |
2,337.79 |
2,337.79 |
2,337.79 |
2,348.64 |
| S1 |
2,294.38 |
2,294.38 |
2,365.72 |
2,316.09 |
| S2 |
2,211.46 |
2,211.46 |
2,354.14 |
|
| S3 |
2,085.13 |
2,168.05 |
2,342.56 |
|
| S4 |
1,958.80 |
2,041.72 |
2,307.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,385.03 |
2,254.87 |
130.16 |
5.5% |
19.14 |
0.8% |
99% |
True |
False |
|
| 10 |
2,385.03 |
2,254.87 |
130.16 |
5.5% |
21.42 |
0.9% |
99% |
True |
False |
|
| 20 |
2,385.03 |
2,254.87 |
130.16 |
5.5% |
23.08 |
1.0% |
99% |
True |
False |
|
| 40 |
2,385.03 |
2,188.92 |
196.11 |
8.2% |
28.35 |
1.2% |
99% |
True |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.0% |
27.72 |
1.2% |
91% |
False |
False |
|
| 80 |
2,403.52 |
2,188.92 |
214.60 |
9.0% |
26.52 |
1.1% |
91% |
False |
False |
|
| 100 |
2,403.52 |
2,150.63 |
252.89 |
10.6% |
24.66 |
1.0% |
92% |
False |
False |
|
| 120 |
2,403.52 |
2,085.27 |
318.25 |
13.4% |
24.76 |
1.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,427.15 |
|
2.618 |
2,410.97 |
|
1.618 |
2,401.06 |
|
1.000 |
2,394.94 |
|
0.618 |
2,391.15 |
|
HIGH |
2,385.03 |
|
0.618 |
2,381.24 |
|
0.500 |
2,380.08 |
|
0.382 |
2,378.91 |
|
LOW |
2,375.12 |
|
0.618 |
2,369.00 |
|
1.000 |
2,365.21 |
|
1.618 |
2,359.09 |
|
2.618 |
2,349.18 |
|
4.250 |
2,333.00 |
|
|