| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,800.0 |
2,858.0 |
58.0 |
2.1% |
2,905.0 |
| High |
2,855.0 |
2,880.0 |
25.0 |
0.9% |
2,907.0 |
| Low |
2,800.0 |
2,858.0 |
58.0 |
2.1% |
2,826.0 |
| Close |
2,843.0 |
2,868.0 |
25.0 |
0.9% |
2,844.0 |
| Range |
55.0 |
22.0 |
-33.0 |
-60.0% |
81.0 |
| ATR |
44.2 |
43.7 |
-0.5 |
-1.2% |
0.0 |
| Volume |
4,505 |
331 |
-4,174 |
-92.7% |
1,285 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.7 |
2,923.3 |
2,880.1 |
|
| R3 |
2,912.7 |
2,901.3 |
2,874.1 |
|
| R2 |
2,890.7 |
2,890.7 |
2,872.0 |
|
| R1 |
2,879.3 |
2,879.3 |
2,870.0 |
2,885.0 |
| PP |
2,868.7 |
2,868.7 |
2,868.7 |
2,871.5 |
| S1 |
2,857.3 |
2,857.3 |
2,866.0 |
2,863.0 |
| S2 |
2,846.7 |
2,846.7 |
2,864.0 |
|
| S3 |
2,824.7 |
2,835.3 |
2,862.0 |
|
| S4 |
2,802.7 |
2,813.3 |
2,855.9 |
|
|
| 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 |
2,880.0 |
2,758.0 |
122.0 |
4.3% |
40.4 |
1.4% |
90% |
True |
False |
84,822 |
| 10 |
2,915.0 |
2,758.0 |
157.0 |
5.5% |
35.4 |
1.2% |
70% |
False |
False |
42,696 |
| 20 |
2,916.0 |
2,758.0 |
158.0 |
5.5% |
32.4 |
1.1% |
70% |
False |
False |
21,437 |
| 40 |
2,960.0 |
2,591.0 |
369.0 |
12.9% |
43.7 |
1.5% |
75% |
False |
False |
18,327 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.2% |
40.0 |
1.4% |
68% |
False |
False |
12,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.5 |
|
2.618 |
2,937.6 |
|
1.618 |
2,915.6 |
|
1.000 |
2,902.0 |
|
0.618 |
2,893.6 |
|
HIGH |
2,880.0 |
|
0.618 |
2,871.6 |
|
0.500 |
2,869.0 |
|
0.382 |
2,866.4 |
|
LOW |
2,858.0 |
|
0.618 |
2,844.4 |
|
1.000 |
2,836.0 |
|
1.618 |
2,822.4 |
|
2.618 |
2,800.4 |
|
4.250 |
2,764.5 |
|
|