| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,350.52 |
2,370.34 |
19.82 |
0.8% |
2,354.87 |
| High |
2,375.67 |
2,371.23 |
-4.44 |
-0.2% |
2,375.67 |
| Low |
2,350.18 |
2,344.62 |
-5.56 |
-0.2% |
2,308.05 |
| Close |
2,371.76 |
2,359.96 |
-11.80 |
-0.5% |
2,359.96 |
| Range |
25.49 |
26.61 |
1.12 |
4.4% |
67.62 |
| ATR |
31.51 |
31.20 |
-0.31 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,438.43 |
2,425.81 |
2,374.60 |
|
| R3 |
2,411.82 |
2,399.20 |
2,367.28 |
|
| R2 |
2,385.21 |
2,385.21 |
2,364.84 |
|
| R1 |
2,372.59 |
2,372.59 |
2,362.40 |
2,365.60 |
| PP |
2,358.60 |
2,358.60 |
2,358.60 |
2,355.11 |
| S1 |
2,345.98 |
2,345.98 |
2,357.52 |
2,338.99 |
| S2 |
2,331.99 |
2,331.99 |
2,355.08 |
|
| S3 |
2,305.38 |
2,319.37 |
2,352.64 |
|
| S4 |
2,278.77 |
2,292.76 |
2,345.32 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.75 |
2,522.98 |
2,397.15 |
|
| R3 |
2,483.13 |
2,455.36 |
2,378.56 |
|
| R2 |
2,415.51 |
2,415.51 |
2,372.36 |
|
| R1 |
2,387.74 |
2,387.74 |
2,366.16 |
2,401.63 |
| PP |
2,347.89 |
2,347.89 |
2,347.89 |
2,354.84 |
| S1 |
2,320.12 |
2,320.12 |
2,353.76 |
2,334.01 |
| S2 |
2,280.27 |
2,280.27 |
2,347.56 |
|
| S3 |
2,212.65 |
2,252.50 |
2,341.36 |
|
| S4 |
2,145.03 |
2,184.88 |
2,322.77 |
|
|
| 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% |
31.48 |
1.3% |
77% |
False |
False |
|
| 10 |
2,400.47 |
2,284.64 |
115.83 |
4.9% |
32.76 |
1.4% |
65% |
False |
False |
|
| 20 |
2,403.52 |
2,284.64 |
118.88 |
5.0% |
25.64 |
1.1% |
63% |
False |
False |
|
| 40 |
2,403.52 |
2,254.22 |
149.30 |
6.3% |
25.91 |
1.1% |
71% |
False |
False |
|
| 60 |
2,403.52 |
2,182.99 |
220.53 |
9.3% |
23.15 |
1.0% |
80% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.5% |
23.91 |
1.0% |
86% |
False |
False |
|
| 100 |
2,403.52 |
2,007.13 |
396.39 |
16.8% |
23.67 |
1.0% |
89% |
False |
False |
|
| 120 |
2,403.52 |
1,913.71 |
489.81 |
20.8% |
24.09 |
1.0% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,484.32 |
|
2.618 |
2,440.89 |
|
1.618 |
2,414.28 |
|
1.000 |
2,397.84 |
|
0.618 |
2,387.67 |
|
HIGH |
2,371.23 |
|
0.618 |
2,361.06 |
|
0.500 |
2,357.93 |
|
0.382 |
2,354.79 |
|
LOW |
2,344.62 |
|
0.618 |
2,328.18 |
|
1.000 |
2,318.01 |
|
1.618 |
2,301.57 |
|
2.618 |
2,274.96 |
|
4.250 |
2,231.53 |
|
|