| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,843.0 |
-16.0 |
-0.6% |
2,905.0 |
| High |
2,864.0 |
2,852.0 |
-12.0 |
-0.4% |
2,907.0 |
| Low |
2,826.0 |
2,829.0 |
3.0 |
0.1% |
2,826.0 |
| Close |
2,846.0 |
2,844.0 |
-2.0 |
-0.1% |
2,844.0 |
| Range |
38.0 |
23.0 |
-15.0 |
-39.5% |
81.0 |
| ATR |
41.3 |
40.0 |
-1.3 |
-3.2% |
0.0 |
| Volume |
278 |
304 |
26 |
9.4% |
1,285 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.7 |
2,900.3 |
2,856.7 |
|
| R3 |
2,887.7 |
2,877.3 |
2,850.3 |
|
| R2 |
2,864.7 |
2,864.7 |
2,848.2 |
|
| R1 |
2,854.3 |
2,854.3 |
2,846.1 |
2,859.5 |
| PP |
2,841.7 |
2,841.7 |
2,841.7 |
2,844.3 |
| S1 |
2,831.3 |
2,831.3 |
2,841.9 |
2,836.5 |
| S2 |
2,818.7 |
2,818.7 |
2,839.8 |
|
| S3 |
2,795.7 |
2,808.3 |
2,837.7 |
|
| S4 |
2,772.7 |
2,785.3 |
2,831.4 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.0 |
3,054.0 |
2,888.6 |
|
| R3 |
3,021.0 |
2,973.0 |
2,866.3 |
|
| R2 |
2,940.0 |
2,940.0 |
2,858.9 |
|
| R1 |
2,892.0 |
2,892.0 |
2,851.4 |
2,875.5 |
| PP |
2,859.0 |
2,859.0 |
2,859.0 |
2,850.8 |
| S1 |
2,811.0 |
2,811.0 |
2,836.6 |
2,794.5 |
| S2 |
2,778.0 |
2,778.0 |
2,829.2 |
|
| S3 |
2,697.0 |
2,730.0 |
2,821.7 |
|
| S4 |
2,616.0 |
2,649.0 |
2,799.5 |
|
|
| 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 |
2,826.0 |
81.0 |
2.8% |
30.4 |
1.1% |
22% |
False |
False |
257 |
| 10 |
2,916.0 |
2,826.0 |
90.0 |
3.2% |
29.5 |
1.0% |
20% |
False |
False |
406 |
| 20 |
2,916.0 |
2,736.0 |
180.0 |
6.3% |
33.5 |
1.2% |
60% |
False |
False |
331 |
| 40 |
2,984.0 |
2,591.0 |
393.0 |
13.8% |
43.1 |
1.5% |
64% |
False |
False |
7,771 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
39.1 |
1.4% |
62% |
False |
False |
5,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,949.8 |
|
2.618 |
2,912.2 |
|
1.618 |
2,889.2 |
|
1.000 |
2,875.0 |
|
0.618 |
2,866.2 |
|
HIGH |
2,852.0 |
|
0.618 |
2,843.2 |
|
0.500 |
2,840.5 |
|
0.382 |
2,837.8 |
|
LOW |
2,829.0 |
|
0.618 |
2,814.8 |
|
1.000 |
2,806.0 |
|
1.618 |
2,791.8 |
|
2.618 |
2,768.8 |
|
4.250 |
2,731.3 |
|
|