Day Change Summary |
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Previous |
Current |
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03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
Open |
2,401.87 |
2,392.15 |
-9.72 |
-0.4% |
2,377.90 |
High |
2,404.12 |
2,398.46 |
-5.66 |
-0.2% |
2,415.85 |
Low |
2,377.33 |
2,367.68 |
-9.65 |
-0.4% |
2,375.12 |
Close |
2,392.80 |
2,387.51 |
-5.29 |
-0.2% |
2,404.08 |
Range |
26.79 |
30.78 |
3.99 |
14.9% |
40.73 |
ATR |
26.35 |
26.67 |
0.32 |
1.2% |
0.00 |
Volume |
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Daily Pivots for day following 04-May-2011 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,476.89 |
2,462.98 |
2,404.44 |
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R3 |
2,446.11 |
2,432.20 |
2,395.97 |
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R2 |
2,415.33 |
2,415.33 |
2,393.15 |
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R1 |
2,401.42 |
2,401.42 |
2,390.33 |
2,392.99 |
PP |
2,384.55 |
2,384.55 |
2,384.55 |
2,380.33 |
S1 |
2,370.64 |
2,370.64 |
2,384.69 |
2,362.21 |
S2 |
2,353.77 |
2,353.77 |
2,381.87 |
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S3 |
2,322.99 |
2,339.86 |
2,379.05 |
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S4 |
2,292.21 |
2,309.08 |
2,370.58 |
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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 |
2,367.68 |
50.15 |
2.1% |
20.66 |
0.9% |
40% |
False |
True |
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10 |
2,417.83 |
2,344.21 |
73.62 |
3.1% |
18.64 |
0.8% |
59% |
False |
False |
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20 |
2,417.83 |
2,254.87 |
162.96 |
6.8% |
22.92 |
1.0% |
81% |
False |
False |
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40 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
25.64 |
1.1% |
87% |
False |
False |
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60 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.60 |
1.1% |
87% |
False |
False |
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80 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
26.53 |
1.1% |
87% |
False |
False |
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100 |
2,417.83 |
2,188.92 |
228.91 |
9.6% |
24.77 |
1.0% |
87% |
False |
False |
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120 |
2,417.83 |
2,085.27 |
332.56 |
13.9% |
24.82 |
1.0% |
91% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,529.28 |
2.618 |
2,479.04 |
1.618 |
2,448.26 |
1.000 |
2,429.24 |
0.618 |
2,417.48 |
HIGH |
2,398.46 |
0.618 |
2,386.70 |
0.500 |
2,383.07 |
0.382 |
2,379.44 |
LOW |
2,367.68 |
0.618 |
2,348.66 |
1.000 |
2,336.90 |
1.618 |
2,317.88 |
2.618 |
2,287.10 |
4.250 |
2,236.87 |
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