| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
2,872.0 |
2,918.0 |
46.0 |
1.6% |
2,878.0 |
| High |
2,908.0 |
2,921.0 |
13.0 |
0.4% |
2,908.0 |
| Low |
2,869.0 |
2,890.0 |
21.0 |
0.7% |
2,835.0 |
| Close |
2,898.0 |
2,910.0 |
12.0 |
0.4% |
2,898.0 |
| Range |
39.0 |
31.0 |
-8.0 |
-20.5% |
73.0 |
| ATR |
38.7 |
38.1 |
-0.5 |
-1.4% |
0.0 |
| Volume |
160 |
714 |
554 |
346.3% |
1,856 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,986.0 |
2,927.1 |
|
| R3 |
2,969.0 |
2,955.0 |
2,918.5 |
|
| R2 |
2,938.0 |
2,938.0 |
2,915.7 |
|
| R1 |
2,924.0 |
2,924.0 |
2,912.8 |
2,915.5 |
| PP |
2,907.0 |
2,907.0 |
2,907.0 |
2,902.8 |
| S1 |
2,893.0 |
2,893.0 |
2,907.2 |
2,884.5 |
| S2 |
2,876.0 |
2,876.0 |
2,904.3 |
|
| S3 |
2,845.0 |
2,862.0 |
2,901.5 |
|
| S4 |
2,814.0 |
2,831.0 |
2,893.0 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.3 |
3,071.7 |
2,938.2 |
|
| R3 |
3,026.3 |
2,998.7 |
2,918.1 |
|
| R2 |
2,953.3 |
2,953.3 |
2,911.4 |
|
| R1 |
2,925.7 |
2,925.7 |
2,904.7 |
2,939.5 |
| PP |
2,880.3 |
2,880.3 |
2,880.3 |
2,887.3 |
| S1 |
2,852.7 |
2,852.7 |
2,891.3 |
2,866.5 |
| S2 |
2,807.3 |
2,807.3 |
2,884.6 |
|
| S3 |
2,734.3 |
2,779.7 |
2,877.9 |
|
| S4 |
2,661.3 |
2,706.7 |
2,857.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,921.0 |
2,835.0 |
86.0 |
3.0% |
34.0 |
1.2% |
87% |
True |
False |
514 |
| 10 |
2,921.0 |
2,773.0 |
148.0 |
5.1% |
38.0 |
1.3% |
93% |
True |
False |
885 |
| 20 |
2,921.0 |
2,773.0 |
148.0 |
5.1% |
32.8 |
1.1% |
93% |
True |
False |
6,788 |
| 40 |
2,921.0 |
2,586.0 |
335.0 |
11.5% |
29.7 |
1.0% |
97% |
True |
False |
3,625 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.3% |
32.3 |
1.1% |
87% |
False |
False |
2,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.8 |
|
2.618 |
3,002.2 |
|
1.618 |
2,971.2 |
|
1.000 |
2,952.0 |
|
0.618 |
2,940.2 |
|
HIGH |
2,921.0 |
|
0.618 |
2,909.2 |
|
0.500 |
2,905.5 |
|
0.382 |
2,901.8 |
|
LOW |
2,890.0 |
|
0.618 |
2,870.8 |
|
1.000 |
2,859.0 |
|
1.618 |
2,839.8 |
|
2.618 |
2,808.8 |
|
4.250 |
2,758.3 |
|
|