Day Change Summary |
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Previous |
Current |
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29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,309.34 |
1,321.89 |
12.55 |
1.0% |
1,286.59 |
High |
1,319.45 |
1,331.74 |
12.29 |
0.9% |
1,319.18 |
Low |
1,305.26 |
1,321.89 |
16.63 |
1.3% |
1,284.05 |
Close |
1,319.44 |
1,328.26 |
8.82 |
0.7% |
1,313.80 |
Range |
14.19 |
9.85 |
-4.34 |
-30.6% |
35.13 |
ATR |
16.15 |
15.88 |
-0.28 |
-1.7% |
0.00 |
Volume |
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Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.85 |
1,352.40 |
1,333.68 |
|
R3 |
1,347.00 |
1,342.55 |
1,330.97 |
|
R2 |
1,337.15 |
1,337.15 |
1,330.07 |
|
R1 |
1,332.70 |
1,332.70 |
1,329.16 |
1,334.93 |
PP |
1,327.30 |
1,327.30 |
1,327.30 |
1,328.41 |
S1 |
1,322.85 |
1,322.85 |
1,327.36 |
1,325.08 |
S2 |
1,317.45 |
1,317.45 |
1,326.45 |
|
S3 |
1,307.60 |
1,313.00 |
1,325.55 |
|
S4 |
1,297.75 |
1,303.15 |
1,322.84 |
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Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,411.07 |
1,397.56 |
1,333.12 |
|
R3 |
1,375.94 |
1,362.43 |
1,323.46 |
|
R2 |
1,340.81 |
1,340.81 |
1,320.24 |
|
R1 |
1,327.30 |
1,327.30 |
1,317.02 |
1,334.06 |
PP |
1,305.68 |
1,305.68 |
1,305.68 |
1,309.05 |
S1 |
1,292.17 |
1,292.17 |
1,310.58 |
1,298.93 |
S2 |
1,270.55 |
1,270.55 |
1,307.36 |
|
S3 |
1,235.42 |
1,257.04 |
1,304.14 |
|
S4 |
1,200.29 |
1,221.91 |
1,294.48 |
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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 |
1,331.74 |
1,297.74 |
34.00 |
2.6% |
11.24 |
0.8% |
90% |
True |
False |
|
10 |
1,331.74 |
1,265.98 |
65.76 |
5.0% |
11.89 |
0.9% |
95% |
True |
False |
|
20 |
1,332.28 |
1,250.11 |
82.17 |
6.2% |
16.08 |
1.2% |
95% |
False |
False |
|
40 |
1,344.07 |
1,250.11 |
93.96 |
7.1% |
13.98 |
1.1% |
83% |
False |
False |
|
60 |
1,344.07 |
1,250.11 |
93.96 |
7.1% |
13.12 |
1.0% |
83% |
False |
False |
|
80 |
1,344.07 |
1,219.50 |
124.57 |
9.4% |
11.73 |
0.9% |
87% |
False |
False |
|
100 |
1,344.07 |
1,173.00 |
171.07 |
12.9% |
12.06 |
0.9% |
91% |
False |
False |
|
120 |
1,344.07 |
1,155.58 |
188.49 |
14.2% |
12.21 |
0.9% |
92% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,373.60 |
2.618 |
1,357.53 |
1.618 |
1,347.68 |
1.000 |
1,341.59 |
0.618 |
1,337.83 |
HIGH |
1,331.74 |
0.618 |
1,327.98 |
0.500 |
1,326.82 |
0.382 |
1,325.65 |
LOW |
1,321.89 |
0.618 |
1,315.80 |
1.000 |
1,312.04 |
1.618 |
1,305.95 |
2.618 |
1,296.10 |
4.250 |
1,280.03 |
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