Day Change Summary |
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Previous |
Current |
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02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
2,410.24 |
2,401.87 |
-8.37 |
-0.3% |
2,377.90 |
High |
2,417.83 |
2,404.12 |
-13.71 |
-0.6% |
2,415.85 |
Low |
2,397.48 |
2,377.33 |
-20.15 |
-0.8% |
2,375.12 |
Close |
2,404.24 |
2,392.80 |
-11.44 |
-0.5% |
2,404.08 |
Range |
20.35 |
26.79 |
6.44 |
31.6% |
40.73 |
ATR |
26.31 |
26.35 |
0.04 |
0.2% |
0.00 |
Volume |
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Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,471.79 |
2,459.08 |
2,407.53 |
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R3 |
2,445.00 |
2,432.29 |
2,400.17 |
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R2 |
2,418.21 |
2,418.21 |
2,397.71 |
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R1 |
2,405.50 |
2,405.50 |
2,395.26 |
2,398.46 |
PP |
2,391.42 |
2,391.42 |
2,391.42 |
2,387.90 |
S1 |
2,378.71 |
2,378.71 |
2,390.34 |
2,371.67 |
S2 |
2,364.63 |
2,364.63 |
2,387.89 |
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S3 |
2,337.84 |
2,351.92 |
2,385.43 |
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S4 |
2,311.05 |
2,325.13 |
2,378.07 |
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Weekly Pivots for week ending 29-Apr-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,520.54 |
2,503.04 |
2,426.48 |
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R3 |
2,479.81 |
2,462.31 |
2,415.28 |
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R2 |
2,439.08 |
2,439.08 |
2,411.55 |
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R1 |
2,421.58 |
2,421.58 |
2,407.81 |
2,430.33 |
PP |
2,398.35 |
2,398.35 |
2,398.35 |
2,402.73 |
S1 |
2,380.85 |
2,380.85 |
2,400.35 |
2,389.60 |
S2 |
2,357.62 |
2,357.62 |
2,396.61 |
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S3 |
2,316.89 |
2,340.12 |
2,392.88 |
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S4 |
2,276.16 |
2,299.39 |
2,381.68 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,417.83 |
2,377.33 |
40.50 |
1.7% |
19.58 |
0.8% |
38% |
False |
True |
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10 |
2,417.83 |
2,286.59 |
131.24 |
5.5% |
17.58 |
0.7% |
81% |
False |
False |
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20 |
2,417.83 |
2,254.87 |
162.96 |
6.8% |
22.32 |
0.9% |
85% |
False |
False |
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40 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
25.79 |
1.1% |
89% |
False |
False |
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60 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.46 |
1.1% |
89% |
False |
False |
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80 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.51 |
1.1% |
89% |
False |
False |
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100 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
24.66 |
1.0% |
89% |
False |
False |
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120 |
2,417.83 |
2,085.27 |
332.56 |
13.9% |
24.79 |
1.0% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,517.98 |
2.618 |
2,474.26 |
1.618 |
2,447.47 |
1.000 |
2,430.91 |
0.618 |
2,420.68 |
HIGH |
2,404.12 |
0.618 |
2,393.89 |
0.500 |
2,390.73 |
0.382 |
2,387.56 |
LOW |
2,377.33 |
0.618 |
2,360.77 |
1.000 |
2,350.54 |
1.618 |
2,333.98 |
2.618 |
2,307.19 |
4.250 |
2,263.47 |
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