| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,863.0 |
2,845.0 |
-18.0 |
-0.6% |
2,831.0 |
| High |
2,864.0 |
2,887.0 |
23.0 |
0.8% |
2,887.0 |
| Low |
2,834.0 |
2,845.0 |
11.0 |
0.4% |
2,808.0 |
| Close |
2,844.0 |
2,884.0 |
40.0 |
1.4% |
2,884.0 |
| Range |
30.0 |
42.0 |
12.0 |
40.0% |
79.0 |
| ATR |
48.2 |
47.8 |
-0.4 |
-0.8% |
0.0 |
| Volume |
122 |
179 |
57 |
46.7% |
734 |
|
| Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.0 |
2,983.0 |
2,907.1 |
|
| R3 |
2,956.0 |
2,941.0 |
2,895.6 |
|
| R2 |
2,914.0 |
2,914.0 |
2,891.7 |
|
| R1 |
2,899.0 |
2,899.0 |
2,887.9 |
2,906.5 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,875.8 |
| S1 |
2,857.0 |
2,857.0 |
2,880.2 |
2,864.5 |
| S2 |
2,830.0 |
2,830.0 |
2,876.3 |
|
| S3 |
2,788.0 |
2,815.0 |
2,872.5 |
|
| S4 |
2,746.0 |
2,773.0 |
2,860.9 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.7 |
3,069.3 |
2,927.5 |
|
| R3 |
3,017.7 |
2,990.3 |
2,905.7 |
|
| R2 |
2,938.7 |
2,938.7 |
2,898.5 |
|
| R1 |
2,911.3 |
2,911.3 |
2,891.2 |
2,925.0 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,866.5 |
| S1 |
2,832.3 |
2,832.3 |
2,876.8 |
2,846.0 |
| S2 |
2,780.7 |
2,780.7 |
2,869.5 |
|
| S3 |
2,701.7 |
2,753.3 |
2,862.3 |
|
| S4 |
2,622.7 |
2,674.3 |
2,840.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,887.0 |
2,808.0 |
79.0 |
2.7% |
30.8 |
1.1% |
96% |
True |
False |
146 |
| 10 |
2,887.0 |
2,736.0 |
151.0 |
5.2% |
37.5 |
1.3% |
98% |
True |
False |
256 |
| 20 |
2,900.0 |
2,591.0 |
309.0 |
10.7% |
48.7 |
1.7% |
95% |
False |
False |
14,169 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
42.0 |
1.5% |
72% |
False |
False |
7,714 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
39.8 |
1.4% |
72% |
False |
False |
5,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,065.5 |
|
2.618 |
2,997.0 |
|
1.618 |
2,955.0 |
|
1.000 |
2,929.0 |
|
0.618 |
2,913.0 |
|
HIGH |
2,887.0 |
|
0.618 |
2,871.0 |
|
0.500 |
2,866.0 |
|
0.382 |
2,861.0 |
|
LOW |
2,845.0 |
|
0.618 |
2,819.0 |
|
1.000 |
2,803.0 |
|
1.618 |
2,777.0 |
|
2.618 |
2,735.0 |
|
4.250 |
2,666.5 |
|
|