| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,897.0 |
2,909.0 |
12.0 |
0.4% |
2,881.0 |
| High |
2,916.0 |
2,915.0 |
-1.0 |
0.0% |
2,916.0 |
| Low |
2,885.0 |
2,892.0 |
7.0 |
0.2% |
2,858.0 |
| Close |
2,889.0 |
2,904.0 |
15.0 |
0.5% |
2,904.0 |
| Range |
31.0 |
23.0 |
-8.0 |
-25.8% |
58.0 |
| ATR |
43.4 |
42.1 |
-1.2 |
-2.9% |
0.0 |
| Volume |
70 |
1,871 |
1,801 |
2,572.9% |
2,783 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.7 |
2,961.3 |
2,916.7 |
|
| R3 |
2,949.7 |
2,938.3 |
2,910.3 |
|
| R2 |
2,926.7 |
2,926.7 |
2,908.2 |
|
| R1 |
2,915.3 |
2,915.3 |
2,906.1 |
2,909.5 |
| PP |
2,903.7 |
2,903.7 |
2,903.7 |
2,900.8 |
| S1 |
2,892.3 |
2,892.3 |
2,901.9 |
2,886.5 |
| S2 |
2,880.7 |
2,880.7 |
2,899.8 |
|
| S3 |
2,857.7 |
2,869.3 |
2,897.7 |
|
| S4 |
2,834.7 |
2,846.3 |
2,891.4 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
3,043.3 |
2,935.9 |
|
| R3 |
3,008.7 |
2,985.3 |
2,920.0 |
|
| R2 |
2,950.7 |
2,950.7 |
2,914.6 |
|
| R1 |
2,927.3 |
2,927.3 |
2,909.3 |
2,939.0 |
| PP |
2,892.7 |
2,892.7 |
2,892.7 |
2,898.5 |
| S1 |
2,869.3 |
2,869.3 |
2,898.7 |
2,881.0 |
| S2 |
2,834.7 |
2,834.7 |
2,893.4 |
|
| S3 |
2,776.7 |
2,811.3 |
2,888.1 |
|
| S4 |
2,718.7 |
2,753.3 |
2,872.1 |
|
|
| 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 |
2,858.0 |
58.0 |
2.0% |
28.6 |
1.0% |
79% |
False |
False |
556 |
| 10 |
2,916.0 |
2,808.0 |
108.0 |
3.7% |
29.7 |
1.0% |
89% |
False |
False |
351 |
| 20 |
2,916.0 |
2,591.0 |
325.0 |
11.2% |
45.8 |
1.6% |
96% |
False |
False |
13,146 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
42.1 |
1.4% |
77% |
False |
False |
7,755 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.0% |
38.8 |
1.3% |
77% |
False |
False |
5,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,012.8 |
|
2.618 |
2,975.2 |
|
1.618 |
2,952.2 |
|
1.000 |
2,938.0 |
|
0.618 |
2,929.2 |
|
HIGH |
2,915.0 |
|
0.618 |
2,906.2 |
|
0.500 |
2,903.5 |
|
0.382 |
2,900.8 |
|
LOW |
2,892.0 |
|
0.618 |
2,877.8 |
|
1.000 |
2,869.0 |
|
1.618 |
2,854.8 |
|
2.618 |
2,831.8 |
|
4.250 |
2,794.3 |
|
|