| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,314.28 |
2,350.52 |
36.24 |
1.6% |
2,353.81 |
| High |
2,340.80 |
2,375.67 |
34.87 |
1.5% |
2,366.43 |
| Low |
2,311.99 |
2,350.18 |
38.19 |
1.7% |
2,284.64 |
| Close |
2,326.77 |
2,371.76 |
44.99 |
1.9% |
2,346.29 |
| Range |
28.81 |
25.49 |
-3.32 |
-11.5% |
81.79 |
| ATR |
30.18 |
31.51 |
1.34 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,442.34 |
2,432.54 |
2,385.78 |
|
| R3 |
2,416.85 |
2,407.05 |
2,378.77 |
|
| R2 |
2,391.36 |
2,391.36 |
2,376.43 |
|
| R1 |
2,381.56 |
2,381.56 |
2,374.10 |
2,386.46 |
| PP |
2,365.87 |
2,365.87 |
2,365.87 |
2,368.32 |
| S1 |
2,356.07 |
2,356.07 |
2,369.42 |
2,360.97 |
| S2 |
2,340.38 |
2,340.38 |
2,367.09 |
|
| S3 |
2,314.89 |
2,330.58 |
2,364.75 |
|
| S4 |
2,289.40 |
2,305.09 |
2,357.74 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,577.82 |
2,543.85 |
2,391.27 |
|
| R3 |
2,496.03 |
2,462.06 |
2,368.78 |
|
| R2 |
2,414.24 |
2,414.24 |
2,361.28 |
|
| R1 |
2,380.27 |
2,380.27 |
2,353.79 |
2,356.36 |
| PP |
2,332.45 |
2,332.45 |
2,332.45 |
2,320.50 |
| S1 |
2,298.48 |
2,298.48 |
2,338.79 |
2,274.57 |
| S2 |
2,250.66 |
2,250.66 |
2,331.30 |
|
| S3 |
2,168.87 |
2,216.69 |
2,323.80 |
|
| S4 |
2,087.08 |
2,134.90 |
2,301.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.67 |
2,308.05 |
67.62 |
2.9% |
30.92 |
1.3% |
94% |
True |
False |
|
| 10 |
2,400.88 |
2,284.64 |
116.24 |
4.9% |
31.76 |
1.3% |
75% |
False |
False |
|
| 20 |
2,403.52 |
2,284.64 |
118.88 |
5.0% |
25.78 |
1.1% |
73% |
False |
False |
|
| 40 |
2,403.52 |
2,243.87 |
159.65 |
6.7% |
25.92 |
1.1% |
80% |
False |
False |
|
| 60 |
2,403.52 |
2,182.99 |
220.53 |
9.3% |
23.15 |
1.0% |
86% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.4% |
23.76 |
1.0% |
90% |
False |
False |
|
| 100 |
2,403.52 |
2,007.13 |
396.39 |
16.7% |
23.56 |
1.0% |
92% |
False |
False |
|
| 120 |
2,403.52 |
1,908.41 |
495.11 |
20.9% |
24.00 |
1.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.00 |
|
2.618 |
2,442.40 |
|
1.618 |
2,416.91 |
|
1.000 |
2,401.16 |
|
0.618 |
2,391.42 |
|
HIGH |
2,375.67 |
|
0.618 |
2,365.93 |
|
0.500 |
2,362.93 |
|
0.382 |
2,359.92 |
|
LOW |
2,350.18 |
|
0.618 |
2,334.43 |
|
1.000 |
2,324.69 |
|
1.618 |
2,308.94 |
|
2.618 |
2,283.45 |
|
4.250 |
2,241.85 |
|
|