| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
2,858.0 |
2,858.0 |
0.0 |
0.0% |
2,843.0 |
| High |
2,880.0 |
2,892.0 |
12.0 |
0.4% |
2,880.0 |
| Low |
2,858.0 |
2,856.0 |
-2.0 |
-0.1% |
2,758.0 |
| Close |
2,868.0 |
2,887.0 |
19.0 |
0.7% |
2,868.0 |
| Range |
22.0 |
36.0 |
14.0 |
63.6% |
122.0 |
| ATR |
43.7 |
43.2 |
-0.6 |
-1.3% |
0.0 |
| Volume |
331 |
1,213 |
882 |
266.5% |
423,806 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.3 |
2,972.7 |
2,906.8 |
|
| R3 |
2,950.3 |
2,936.7 |
2,896.9 |
|
| R2 |
2,914.3 |
2,914.3 |
2,893.6 |
|
| R1 |
2,900.7 |
2,900.7 |
2,890.3 |
2,907.5 |
| PP |
2,878.3 |
2,878.3 |
2,878.3 |
2,881.8 |
| S1 |
2,864.7 |
2,864.7 |
2,883.7 |
2,871.5 |
| S2 |
2,842.3 |
2,842.3 |
2,880.4 |
|
| S3 |
2,806.3 |
2,828.7 |
2,877.1 |
|
| S4 |
2,770.3 |
2,792.7 |
2,867.2 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.3 |
3,156.7 |
2,935.1 |
|
| R3 |
3,079.3 |
3,034.7 |
2,901.6 |
|
| R2 |
2,957.3 |
2,957.3 |
2,890.4 |
|
| R1 |
2,912.7 |
2,912.7 |
2,879.2 |
2,935.0 |
| PP |
2,835.3 |
2,835.3 |
2,835.3 |
2,846.5 |
| S1 |
2,790.7 |
2,790.7 |
2,856.8 |
2,813.0 |
| S2 |
2,713.3 |
2,713.3 |
2,845.6 |
|
| S3 |
2,591.3 |
2,668.7 |
2,834.5 |
|
| S4 |
2,469.3 |
2,546.7 |
2,800.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,892.0 |
2,758.0 |
134.0 |
4.6% |
43.0 |
1.5% |
96% |
True |
False |
85,003 |
| 10 |
2,907.0 |
2,758.0 |
149.0 |
5.2% |
36.7 |
1.3% |
87% |
False |
False |
42,630 |
| 20 |
2,916.0 |
2,758.0 |
158.0 |
5.5% |
33.2 |
1.1% |
82% |
False |
False |
21,491 |
| 40 |
2,960.0 |
2,591.0 |
369.0 |
12.8% |
43.7 |
1.5% |
80% |
False |
False |
18,355 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.1% |
39.4 |
1.4% |
73% |
False |
False |
12,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,045.0 |
|
2.618 |
2,986.2 |
|
1.618 |
2,950.2 |
|
1.000 |
2,928.0 |
|
0.618 |
2,914.2 |
|
HIGH |
2,892.0 |
|
0.618 |
2,878.2 |
|
0.500 |
2,874.0 |
|
0.382 |
2,869.8 |
|
LOW |
2,856.0 |
|
0.618 |
2,833.8 |
|
1.000 |
2,820.0 |
|
1.618 |
2,797.8 |
|
2.618 |
2,761.8 |
|
4.250 |
2,703.0 |
|
|