Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
4,852.0 |
4,867.0 |
15.0 |
0.3% |
4,765.0 |
High |
4,871.0 |
4,902.0 |
31.0 |
0.6% |
4,902.0 |
Low |
4,833.0 |
4,856.0 |
23.0 |
0.5% |
4,742.0 |
Close |
4,865.0 |
4,874.0 |
9.0 |
0.2% |
4,874.0 |
Range |
38.0 |
46.0 |
8.0 |
21.1% |
160.0 |
ATR |
53.9 |
53.4 |
-0.6 |
-1.0% |
0.0 |
Volume |
36,392 |
27,333 |
-9,059 |
-24.9% |
149,070 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,015.3 |
4,990.7 |
4,899.3 |
|
R3 |
4,969.3 |
4,944.7 |
4,886.7 |
|
R2 |
4,923.3 |
4,923.3 |
4,882.4 |
|
R1 |
4,898.7 |
4,898.7 |
4,878.2 |
4,911.0 |
PP |
4,877.3 |
4,877.3 |
4,877.3 |
4,883.5 |
S1 |
4,852.7 |
4,852.7 |
4,869.8 |
4,865.0 |
S2 |
4,831.3 |
4,831.3 |
4,865.6 |
|
S3 |
4,785.3 |
4,806.7 |
4,861.4 |
|
S4 |
4,739.3 |
4,760.7 |
4,848.7 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,319.3 |
5,256.7 |
4,962.0 |
|
R3 |
5,159.3 |
5,096.7 |
4,918.0 |
|
R2 |
4,999.3 |
4,999.3 |
4,903.3 |
|
R1 |
4,936.7 |
4,936.7 |
4,888.7 |
4,968.0 |
PP |
4,839.3 |
4,839.3 |
4,839.3 |
4,855.0 |
S1 |
4,776.7 |
4,776.7 |
4,859.3 |
4,808.0 |
S2 |
4,679.3 |
4,679.3 |
4,844.7 |
|
S3 |
4,519.3 |
4,616.7 |
4,830.0 |
|
S4 |
4,359.3 |
4,456.7 |
4,786.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,902.0 |
4,742.0 |
160.0 |
3.3% |
43.2 |
0.9% |
83% |
True |
False |
29,814 |
10 |
4,902.0 |
4,618.0 |
284.0 |
5.8% |
42.1 |
0.9% |
90% |
True |
False |
29,253 |
20 |
4,902.0 |
4,484.0 |
418.0 |
8.6% |
59.9 |
1.2% |
93% |
True |
False |
31,996 |
40 |
4,958.0 |
4,484.0 |
474.0 |
9.7% |
36.9 |
0.8% |
82% |
False |
False |
16,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,097.5 |
2.618 |
5,022.4 |
1.618 |
4,976.4 |
1.000 |
4,948.0 |
0.618 |
4,930.4 |
HIGH |
4,902.0 |
0.618 |
4,884.4 |
0.500 |
4,879.0 |
0.382 |
4,873.6 |
LOW |
4,856.0 |
0.618 |
4,827.6 |
1.000 |
4,810.0 |
1.618 |
4,781.6 |
2.618 |
4,735.6 |
4.250 |
4,660.5 |
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