| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,883.0 |
2,882.0 |
-1.0 |
0.0% |
2,831.0 |
| High |
2,884.0 |
2,907.0 |
23.0 |
0.8% |
2,887.0 |
| Low |
2,858.0 |
2,862.0 |
4.0 |
0.1% |
2,808.0 |
| Close |
2,876.0 |
2,897.0 |
21.0 |
0.7% |
2,884.0 |
| Range |
26.0 |
45.0 |
19.0 |
73.1% |
79.0 |
| ATR |
44.3 |
44.3 |
0.1 |
0.1% |
0.0 |
| Volume |
617 |
139 |
-478 |
-77.5% |
734 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,023.7 |
3,005.3 |
2,921.8 |
|
| R3 |
2,978.7 |
2,960.3 |
2,909.4 |
|
| R2 |
2,933.7 |
2,933.7 |
2,905.3 |
|
| R1 |
2,915.3 |
2,915.3 |
2,901.1 |
2,924.5 |
| PP |
2,888.7 |
2,888.7 |
2,888.7 |
2,893.3 |
| S1 |
2,870.3 |
2,870.3 |
2,892.9 |
2,879.5 |
| S2 |
2,843.7 |
2,843.7 |
2,888.8 |
|
| S3 |
2,798.7 |
2,825.3 |
2,884.6 |
|
| S4 |
2,753.7 |
2,780.3 |
2,872.3 |
|
|
| 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 |
2,907.0 |
2,834.0 |
73.0 |
2.5% |
32.2 |
1.1% |
86% |
True |
False |
228 |
| 10 |
2,907.0 |
2,772.0 |
135.0 |
4.7% |
33.4 |
1.2% |
93% |
True |
False |
222 |
| 20 |
2,907.0 |
2,591.0 |
316.0 |
10.9% |
46.3 |
1.6% |
97% |
True |
False |
13,851 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
42.8 |
1.5% |
75% |
False |
False |
7,723 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
39.0 |
1.3% |
75% |
False |
False |
5,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,098.3 |
|
2.618 |
3,024.8 |
|
1.618 |
2,979.8 |
|
1.000 |
2,952.0 |
|
0.618 |
2,934.8 |
|
HIGH |
2,907.0 |
|
0.618 |
2,889.8 |
|
0.500 |
2,884.5 |
|
0.382 |
2,879.2 |
|
LOW |
2,862.0 |
|
0.618 |
2,834.2 |
|
1.000 |
2,817.0 |
|
1.618 |
2,789.2 |
|
2.618 |
2,744.2 |
|
4.250 |
2,670.8 |
|
|