| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,882.0 |
2,897.0 |
15.0 |
0.5% |
2,831.0 |
| High |
2,907.0 |
2,916.0 |
9.0 |
0.3% |
2,887.0 |
| Low |
2,862.0 |
2,885.0 |
23.0 |
0.8% |
2,808.0 |
| Close |
2,897.0 |
2,889.0 |
-8.0 |
-0.3% |
2,884.0 |
| Range |
45.0 |
31.0 |
-14.0 |
-31.1% |
79.0 |
| ATR |
44.3 |
43.4 |
-1.0 |
-2.1% |
0.0 |
| Volume |
139 |
70 |
-69 |
-49.6% |
734 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.7 |
2,970.3 |
2,906.1 |
|
| R3 |
2,958.7 |
2,939.3 |
2,897.5 |
|
| R2 |
2,927.7 |
2,927.7 |
2,894.7 |
|
| R1 |
2,908.3 |
2,908.3 |
2,891.8 |
2,902.5 |
| PP |
2,896.7 |
2,896.7 |
2,896.7 |
2,893.8 |
| S1 |
2,877.3 |
2,877.3 |
2,886.2 |
2,871.5 |
| S2 |
2,865.7 |
2,865.7 |
2,883.3 |
|
| S3 |
2,834.7 |
2,846.3 |
2,880.5 |
|
| S4 |
2,803.7 |
2,815.3 |
2,872.0 |
|
|
| 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 |
2,916.0 |
2,845.0 |
71.0 |
2.5% |
32.4 |
1.1% |
62% |
True |
False |
218 |
| 10 |
2,916.0 |
2,808.0 |
108.0 |
3.7% |
29.4 |
1.0% |
75% |
True |
False |
178 |
| 20 |
2,916.0 |
2,591.0 |
325.0 |
11.2% |
46.1 |
1.6% |
92% |
True |
False |
13,420 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
42.9 |
1.5% |
73% |
False |
False |
7,711 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
39.2 |
1.4% |
73% |
False |
False |
5,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.8 |
|
2.618 |
2,997.2 |
|
1.618 |
2,966.2 |
|
1.000 |
2,947.0 |
|
0.618 |
2,935.2 |
|
HIGH |
2,916.0 |
|
0.618 |
2,904.2 |
|
0.500 |
2,900.5 |
|
0.382 |
2,896.8 |
|
LOW |
2,885.0 |
|
0.618 |
2,865.8 |
|
1.000 |
2,854.0 |
|
1.618 |
2,834.8 |
|
2.618 |
2,803.8 |
|
4.250 |
2,753.3 |
|
|