| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,868.0 |
2,859.0 |
-9.0 |
-0.3% |
2,881.0 |
| High |
2,892.0 |
2,864.0 |
-28.0 |
-1.0% |
2,916.0 |
| Low |
2,857.0 |
2,826.0 |
-31.0 |
-1.1% |
2,858.0 |
| Close |
2,874.0 |
2,846.0 |
-28.0 |
-1.0% |
2,904.0 |
| Range |
35.0 |
38.0 |
3.0 |
8.6% |
58.0 |
| ATR |
40.8 |
41.3 |
0.5 |
1.3% |
0.0 |
| Volume |
230 |
278 |
48 |
20.9% |
2,783 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,959.3 |
2,940.7 |
2,866.9 |
|
| R3 |
2,921.3 |
2,902.7 |
2,856.5 |
|
| R2 |
2,883.3 |
2,883.3 |
2,853.0 |
|
| R1 |
2,864.7 |
2,864.7 |
2,849.5 |
2,855.0 |
| PP |
2,845.3 |
2,845.3 |
2,845.3 |
2,840.5 |
| S1 |
2,826.7 |
2,826.7 |
2,842.5 |
2,817.0 |
| S2 |
2,807.3 |
2,807.3 |
2,839.0 |
|
| S3 |
2,769.3 |
2,788.7 |
2,835.6 |
|
| S4 |
2,731.3 |
2,750.7 |
2,825.1 |
|
|
| 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 |
2,915.0 |
2,826.0 |
89.0 |
3.1% |
30.4 |
1.1% |
22% |
False |
True |
570 |
| 10 |
2,916.0 |
2,826.0 |
90.0 |
3.2% |
31.4 |
1.1% |
22% |
False |
True |
394 |
| 20 |
2,916.0 |
2,700.0 |
216.0 |
7.6% |
35.1 |
1.2% |
68% |
False |
False |
1,540 |
| 40 |
2,992.0 |
2,591.0 |
401.0 |
14.1% |
43.1 |
1.5% |
64% |
False |
False |
7,766 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
39.7 |
1.4% |
63% |
False |
False |
5,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.5 |
|
2.618 |
2,963.5 |
|
1.618 |
2,925.5 |
|
1.000 |
2,902.0 |
|
0.618 |
2,887.5 |
|
HIGH |
2,864.0 |
|
0.618 |
2,849.5 |
|
0.500 |
2,845.0 |
|
0.382 |
2,840.5 |
|
LOW |
2,826.0 |
|
0.618 |
2,802.5 |
|
1.000 |
2,788.0 |
|
1.618 |
2,764.5 |
|
2.618 |
2,726.5 |
|
4.250 |
2,664.5 |
|
|