| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
2,883.0 |
2.0 |
0.1% |
2,831.0 |
| High |
2,892.0 |
2,884.0 |
-8.0 |
-0.3% |
2,887.0 |
| Low |
2,874.0 |
2,858.0 |
-16.0 |
-0.6% |
2,808.0 |
| Close |
2,883.0 |
2,876.0 |
-7.0 |
-0.2% |
2,884.0 |
| Range |
18.0 |
26.0 |
8.0 |
44.4% |
79.0 |
| ATR |
45.7 |
44.3 |
-1.4 |
-3.1% |
0.0 |
| Volume |
86 |
617 |
531 |
617.4% |
734 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,950.7 |
2,939.3 |
2,890.3 |
|
| R3 |
2,924.7 |
2,913.3 |
2,883.2 |
|
| R2 |
2,898.7 |
2,898.7 |
2,880.8 |
|
| R1 |
2,887.3 |
2,887.3 |
2,878.4 |
2,880.0 |
| PP |
2,872.7 |
2,872.7 |
2,872.7 |
2,869.0 |
| S1 |
2,861.3 |
2,861.3 |
2,873.6 |
2,854.0 |
| S2 |
2,846.7 |
2,846.7 |
2,871.2 |
|
| S3 |
2,820.7 |
2,835.3 |
2,868.9 |
|
| S4 |
2,794.7 |
2,809.3 |
2,861.7 |
|
|
| 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 |
2,834.0 |
58.0 |
2.0% |
27.6 |
1.0% |
72% |
False |
False |
221 |
| 10 |
2,892.0 |
2,757.0 |
135.0 |
4.7% |
32.6 |
1.1% |
88% |
False |
False |
262 |
| 20 |
2,892.0 |
2,591.0 |
301.0 |
10.5% |
45.7 |
1.6% |
95% |
False |
False |
13,956 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
42.3 |
1.5% |
70% |
False |
False |
7,728 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
39.5 |
1.4% |
70% |
False |
False |
5,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.5 |
|
2.618 |
2,952.1 |
|
1.618 |
2,926.1 |
|
1.000 |
2,910.0 |
|
0.618 |
2,900.1 |
|
HIGH |
2,884.0 |
|
0.618 |
2,874.1 |
|
0.500 |
2,871.0 |
|
0.382 |
2,867.9 |
|
LOW |
2,858.0 |
|
0.618 |
2,841.9 |
|
1.000 |
2,832.0 |
|
1.618 |
2,815.9 |
|
2.618 |
2,789.9 |
|
4.250 |
2,747.5 |
|
|