| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,868.0 |
-12.0 |
-0.4% |
2,881.0 |
| High |
2,889.0 |
2,892.0 |
3.0 |
0.1% |
2,916.0 |
| Low |
2,852.0 |
2,857.0 |
5.0 |
0.2% |
2,858.0 |
| Close |
2,856.0 |
2,874.0 |
18.0 |
0.6% |
2,904.0 |
| Range |
37.0 |
35.0 |
-2.0 |
-5.4% |
58.0 |
| ATR |
41.2 |
40.8 |
-0.4 |
-0.9% |
0.0 |
| Volume |
434 |
230 |
-204 |
-47.0% |
2,783 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.3 |
2,961.7 |
2,893.3 |
|
| R3 |
2,944.3 |
2,926.7 |
2,883.6 |
|
| R2 |
2,909.3 |
2,909.3 |
2,880.4 |
|
| R1 |
2,891.7 |
2,891.7 |
2,877.2 |
2,900.5 |
| PP |
2,874.3 |
2,874.3 |
2,874.3 |
2,878.8 |
| S1 |
2,856.7 |
2,856.7 |
2,870.8 |
2,865.5 |
| S2 |
2,839.3 |
2,839.3 |
2,867.6 |
|
| S3 |
2,804.3 |
2,821.7 |
2,864.4 |
|
| S4 |
2,769.3 |
2,786.7 |
2,854.8 |
|
|
| 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 |
2,852.0 |
64.0 |
2.2% |
29.0 |
1.0% |
34% |
False |
False |
528 |
| 10 |
2,916.0 |
2,834.0 |
82.0 |
2.9% |
30.6 |
1.1% |
49% |
False |
False |
378 |
| 20 |
2,916.0 |
2,647.0 |
269.0 |
9.4% |
36.8 |
1.3% |
84% |
False |
False |
3,917 |
| 40 |
2,995.0 |
2,591.0 |
404.0 |
14.1% |
42.8 |
1.5% |
70% |
False |
False |
7,767 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
39.3 |
1.4% |
69% |
False |
False |
5,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,040.8 |
|
2.618 |
2,983.6 |
|
1.618 |
2,948.6 |
|
1.000 |
2,927.0 |
|
0.618 |
2,913.6 |
|
HIGH |
2,892.0 |
|
0.618 |
2,878.6 |
|
0.500 |
2,874.5 |
|
0.382 |
2,870.4 |
|
LOW |
2,857.0 |
|
0.618 |
2,835.4 |
|
1.000 |
2,822.0 |
|
1.618 |
2,800.4 |
|
2.618 |
2,765.4 |
|
4.250 |
2,708.3 |
|
|