Day Change Summary |
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Previous |
Current |
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10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,315.72 |
1,293.43 |
-22.29 |
-1.7% |
1,323.15 |
High |
1,315.72 |
1,308.35 |
-7.37 |
-0.6% |
1,327.68 |
Low |
1,294.21 |
1,291.99 |
-2.22 |
-0.2% |
1,291.99 |
Close |
1,295.11 |
1,304.28 |
9.17 |
0.7% |
1,304.28 |
Range |
21.51 |
16.36 |
-5.15 |
-23.9% |
35.69 |
ATR |
15.78 |
15.83 |
0.04 |
0.3% |
0.00 |
Volume |
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Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.62 |
1,343.81 |
1,313.28 |
|
R3 |
1,334.26 |
1,327.45 |
1,308.78 |
|
R2 |
1,317.90 |
1,317.90 |
1,307.28 |
|
R1 |
1,311.09 |
1,311.09 |
1,305.78 |
1,314.50 |
PP |
1,301.54 |
1,301.54 |
1,301.54 |
1,303.24 |
S1 |
1,294.73 |
1,294.73 |
1,302.78 |
1,298.14 |
S2 |
1,285.18 |
1,285.18 |
1,301.28 |
|
S3 |
1,268.82 |
1,278.37 |
1,299.78 |
|
S4 |
1,252.46 |
1,262.01 |
1,295.28 |
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Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,415.05 |
1,395.36 |
1,323.91 |
|
R3 |
1,379.36 |
1,359.67 |
1,314.09 |
|
R2 |
1,343.67 |
1,343.67 |
1,310.82 |
|
R1 |
1,323.98 |
1,323.98 |
1,307.55 |
1,315.98 |
PP |
1,307.98 |
1,307.98 |
1,307.98 |
1,303.99 |
S1 |
1,288.29 |
1,288.29 |
1,301.01 |
1,280.29 |
S2 |
1,272.29 |
1,272.29 |
1,297.74 |
|
S3 |
1,236.60 |
1,252.60 |
1,294.47 |
|
S4 |
1,200.91 |
1,216.91 |
1,284.65 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,327.68 |
1,291.99 |
35.69 |
2.7% |
18.28 |
1.4% |
34% |
False |
True |
|
10 |
1,332.28 |
1,291.99 |
40.29 |
3.1% |
17.62 |
1.4% |
31% |
False |
True |
|
20 |
1,344.07 |
1,291.99 |
52.08 |
4.0% |
14.94 |
1.1% |
24% |
False |
True |
|
40 |
1,344.07 |
1,271.26 |
72.81 |
5.6% |
13.02 |
1.0% |
45% |
False |
False |
|
60 |
1,344.07 |
1,232.85 |
111.22 |
8.5% |
11.49 |
0.9% |
64% |
False |
False |
|
80 |
1,344.07 |
1,173.00 |
171.07 |
13.1% |
11.62 |
0.9% |
77% |
False |
False |
|
100 |
1,344.07 |
1,159.71 |
184.36 |
14.1% |
11.87 |
0.9% |
78% |
False |
False |
|
120 |
1,344.07 |
1,122.79 |
221.28 |
17.0% |
12.12 |
0.9% |
82% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,377.88 |
2.618 |
1,351.18 |
1.618 |
1,334.82 |
1.000 |
1,324.71 |
0.618 |
1,318.46 |
HIGH |
1,308.35 |
0.618 |
1,302.10 |
0.500 |
1,300.17 |
0.382 |
1,298.24 |
LOW |
1,291.99 |
0.618 |
1,281.88 |
1.000 |
1,275.63 |
1.618 |
1,265.52 |
2.618 |
1,249.16 |
4.250 |
1,222.46 |
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