| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,864.0 |
2,872.0 |
8.0 |
0.3% |
2,810.0 |
| High |
2,870.0 |
2,908.0 |
38.0 |
1.3% |
2,878.0 |
| Low |
2,835.0 |
2,869.0 |
34.0 |
1.2% |
2,773.0 |
| Close |
2,847.0 |
2,898.0 |
51.0 |
1.8% |
2,859.0 |
| Range |
35.0 |
39.0 |
4.0 |
11.4% |
105.0 |
| ATR |
36.9 |
38.7 |
1.7 |
4.7% |
0.0 |
| Volume |
271 |
160 |
-111 |
-41.0% |
6,288 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.7 |
2,992.3 |
2,919.5 |
|
| R3 |
2,969.7 |
2,953.3 |
2,908.7 |
|
| R2 |
2,930.7 |
2,930.7 |
2,905.2 |
|
| R1 |
2,914.3 |
2,914.3 |
2,901.6 |
2,922.5 |
| PP |
2,891.7 |
2,891.7 |
2,891.7 |
2,895.8 |
| S1 |
2,875.3 |
2,875.3 |
2,894.4 |
2,883.5 |
| S2 |
2,852.7 |
2,852.7 |
2,890.9 |
|
| S3 |
2,813.7 |
2,836.3 |
2,887.3 |
|
| S4 |
2,774.7 |
2,797.3 |
2,876.6 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.7 |
3,110.3 |
2,916.8 |
|
| R3 |
3,046.7 |
3,005.3 |
2,887.9 |
|
| R2 |
2,941.7 |
2,941.7 |
2,878.3 |
|
| R1 |
2,900.3 |
2,900.3 |
2,868.6 |
2,921.0 |
| PP |
2,836.7 |
2,836.7 |
2,836.7 |
2,847.0 |
| S1 |
2,795.3 |
2,795.3 |
2,849.4 |
2,816.0 |
| S2 |
2,731.7 |
2,731.7 |
2,839.8 |
|
| S3 |
2,626.7 |
2,690.3 |
2,830.1 |
|
| S4 |
2,521.7 |
2,585.3 |
2,801.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,908.0 |
2,835.0 |
73.0 |
2.5% |
32.2 |
1.1% |
86% |
True |
False |
519 |
| 10 |
2,908.0 |
2,773.0 |
135.0 |
4.7% |
39.5 |
1.4% |
93% |
True |
False |
2,049 |
| 20 |
2,908.0 |
2,757.0 |
151.0 |
5.2% |
34.0 |
1.2% |
93% |
True |
False |
6,758 |
| 40 |
2,908.0 |
2,524.0 |
384.0 |
13.3% |
31.0 |
1.1% |
97% |
True |
False |
3,628 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.4% |
31.8 |
1.1% |
84% |
False |
False |
2,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.8 |
|
2.618 |
3,010.1 |
|
1.618 |
2,971.1 |
|
1.000 |
2,947.0 |
|
0.618 |
2,932.1 |
|
HIGH |
2,908.0 |
|
0.618 |
2,893.1 |
|
0.500 |
2,888.5 |
|
0.382 |
2,883.9 |
|
LOW |
2,869.0 |
|
0.618 |
2,844.9 |
|
1.000 |
2,830.0 |
|
1.618 |
2,805.9 |
|
2.618 |
2,766.9 |
|
4.250 |
2,703.3 |
|
|