| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,325.12 |
2,328.80 |
3.68 |
0.2% |
2,354.87 |
| High |
2,347.51 |
2,330.68 |
-16.83 |
-0.7% |
2,375.67 |
| Low |
2,310.96 |
2,309.28 |
-1.68 |
-0.1% |
2,308.05 |
| Close |
2,337.55 |
2,322.69 |
-14.86 |
-0.6% |
2,359.96 |
| Range |
36.55 |
21.40 |
-15.15 |
-41.5% |
67.62 |
| ATR |
33.73 |
33.34 |
-0.39 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.08 |
2,375.29 |
2,334.46 |
|
| R3 |
2,363.68 |
2,353.89 |
2,328.58 |
|
| R2 |
2,342.28 |
2,342.28 |
2,326.61 |
|
| R1 |
2,332.49 |
2,332.49 |
2,324.65 |
2,326.69 |
| PP |
2,320.88 |
2,320.88 |
2,320.88 |
2,317.98 |
| S1 |
2,311.09 |
2,311.09 |
2,320.73 |
2,305.29 |
| S2 |
2,299.48 |
2,299.48 |
2,318.77 |
|
| S3 |
2,278.08 |
2,289.69 |
2,316.81 |
|
| S4 |
2,256.68 |
2,268.29 |
2,310.92 |
|
|
| 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% |
34.71 |
1.5% |
22% |
False |
False |
|
| 10 |
2,375.67 |
2,285.44 |
90.23 |
3.9% |
33.85 |
1.5% |
41% |
False |
False |
|
| 20 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
28.65 |
1.2% |
32% |
False |
False |
|
| 40 |
2,403.52 |
2,258.05 |
145.47 |
6.3% |
27.37 |
1.2% |
44% |
False |
False |
|
| 60 |
2,403.52 |
2,196.87 |
206.65 |
8.9% |
24.25 |
1.0% |
61% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
24.28 |
1.0% |
75% |
False |
False |
|
| 100 |
2,403.52 |
2,054.61 |
348.91 |
15.0% |
24.13 |
1.0% |
77% |
False |
False |
|
| 120 |
2,403.52 |
1,945.52 |
458.00 |
19.7% |
24.55 |
1.1% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,421.63 |
|
2.618 |
2,386.71 |
|
1.618 |
2,365.31 |
|
1.000 |
2,352.08 |
|
0.618 |
2,343.91 |
|
HIGH |
2,330.68 |
|
0.618 |
2,322.51 |
|
0.500 |
2,319.98 |
|
0.382 |
2,317.45 |
|
LOW |
2,309.28 |
|
0.618 |
2,296.05 |
|
1.000 |
2,287.88 |
|
1.618 |
2,274.65 |
|
2.618 |
2,253.25 |
|
4.250 |
2,218.33 |
|
|