| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,370.34 |
2,367.92 |
-2.42 |
-0.1% |
2,354.87 |
| High |
2,371.23 |
2,370.90 |
-0.33 |
0.0% |
2,375.67 |
| Low |
2,344.62 |
2,307.38 |
-37.24 |
-1.6% |
2,308.05 |
| Close |
2,359.96 |
2,328.07 |
-31.89 |
-1.4% |
2,359.96 |
| Range |
26.61 |
63.52 |
36.91 |
138.7% |
67.62 |
| ATR |
31.20 |
33.51 |
2.31 |
7.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,526.01 |
2,490.56 |
2,363.01 |
|
| R3 |
2,462.49 |
2,427.04 |
2,345.54 |
|
| R2 |
2,398.97 |
2,398.97 |
2,339.72 |
|
| R1 |
2,363.52 |
2,363.52 |
2,333.89 |
2,349.49 |
| PP |
2,335.45 |
2,335.45 |
2,335.45 |
2,328.43 |
| S1 |
2,300.00 |
2,300.00 |
2,322.25 |
2,285.97 |
| S2 |
2,271.93 |
2,271.93 |
2,316.42 |
|
| S3 |
2,208.41 |
2,236.48 |
2,310.60 |
|
| S4 |
2,144.89 |
2,172.96 |
2,293.13 |
|
|
| 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 |
2,307.38 |
68.29 |
2.9% |
39.27 |
1.7% |
30% |
False |
True |
|
| 10 |
2,375.67 |
2,284.64 |
91.03 |
3.9% |
37.30 |
1.6% |
48% |
False |
False |
|
| 20 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
27.79 |
1.2% |
37% |
False |
False |
|
| 40 |
2,403.52 |
2,254.22 |
149.30 |
6.4% |
27.23 |
1.2% |
49% |
False |
False |
|
| 60 |
2,403.52 |
2,193.92 |
209.60 |
9.0% |
23.90 |
1.0% |
64% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
24.29 |
1.0% |
76% |
False |
False |
|
| 100 |
2,403.52 |
2,043.70 |
359.82 |
15.5% |
23.93 |
1.0% |
79% |
False |
False |
|
| 120 |
2,403.52 |
1,918.10 |
485.42 |
20.9% |
24.41 |
1.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,640.86 |
|
2.618 |
2,537.20 |
|
1.618 |
2,473.68 |
|
1.000 |
2,434.42 |
|
0.618 |
2,410.16 |
|
HIGH |
2,370.90 |
|
0.618 |
2,346.64 |
|
0.500 |
2,339.14 |
|
0.382 |
2,331.64 |
|
LOW |
2,307.38 |
|
0.618 |
2,268.12 |
|
1.000 |
2,243.86 |
|
1.618 |
2,204.60 |
|
2.618 |
2,141.08 |
|
4.250 |
2,037.42 |
|
|