| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,845.0 |
2,881.0 |
36.0 |
1.3% |
2,831.0 |
| High |
2,887.0 |
2,892.0 |
5.0 |
0.2% |
2,887.0 |
| Low |
2,845.0 |
2,874.0 |
29.0 |
1.0% |
2,808.0 |
| Close |
2,884.0 |
2,883.0 |
-1.0 |
0.0% |
2,884.0 |
| Range |
42.0 |
18.0 |
-24.0 |
-57.1% |
79.0 |
| ATR |
47.8 |
45.7 |
-2.1 |
-4.5% |
0.0 |
| Volume |
179 |
86 |
-93 |
-52.0% |
734 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.0 |
2,928.0 |
2,892.9 |
|
| R3 |
2,919.0 |
2,910.0 |
2,888.0 |
|
| R2 |
2,901.0 |
2,901.0 |
2,886.3 |
|
| R1 |
2,892.0 |
2,892.0 |
2,884.7 |
2,896.5 |
| PP |
2,883.0 |
2,883.0 |
2,883.0 |
2,885.3 |
| S1 |
2,874.0 |
2,874.0 |
2,881.4 |
2,878.5 |
| S2 |
2,865.0 |
2,865.0 |
2,879.7 |
|
| S3 |
2,847.0 |
2,856.0 |
2,878.1 |
|
| S4 |
2,829.0 |
2,838.0 |
2,873.1 |
|
|
| 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 |
2,892.0 |
2,808.0 |
84.0 |
2.9% |
29.6 |
1.0% |
89% |
True |
False |
124 |
| 10 |
2,892.0 |
2,757.0 |
135.0 |
4.7% |
33.8 |
1.2% |
93% |
True |
False |
240 |
| 20 |
2,892.0 |
2,591.0 |
301.0 |
10.4% |
46.5 |
1.6% |
97% |
True |
False |
14,031 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
42.1 |
1.5% |
72% |
False |
False |
7,715 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
39.6 |
1.4% |
72% |
False |
False |
5,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.5 |
|
2.618 |
2,939.1 |
|
1.618 |
2,921.1 |
|
1.000 |
2,910.0 |
|
0.618 |
2,903.1 |
|
HIGH |
2,892.0 |
|
0.618 |
2,885.1 |
|
0.500 |
2,883.0 |
|
0.382 |
2,880.9 |
|
LOW |
2,874.0 |
|
0.618 |
2,862.9 |
|
1.000 |
2,856.0 |
|
1.618 |
2,844.9 |
|
2.618 |
2,826.9 |
|
4.250 |
2,797.5 |
|
|