| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,328.80 |
2,295.09 |
-33.71 |
-1.4% |
2,354.87 |
| High |
2,330.68 |
2,300.53 |
-30.15 |
-1.3% |
2,375.67 |
| Low |
2,309.28 |
2,276.12 |
-33.16 |
-1.4% |
2,308.05 |
| Close |
2,322.69 |
2,284.29 |
-38.40 |
-1.7% |
2,359.96 |
| Range |
21.40 |
24.41 |
3.01 |
14.1% |
67.62 |
| ATR |
33.34 |
34.28 |
0.95 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,360.21 |
2,346.66 |
2,297.72 |
|
| R3 |
2,335.80 |
2,322.25 |
2,291.00 |
|
| R2 |
2,311.39 |
2,311.39 |
2,288.77 |
|
| R1 |
2,297.84 |
2,297.84 |
2,286.53 |
2,292.41 |
| PP |
2,286.98 |
2,286.98 |
2,286.98 |
2,284.27 |
| S1 |
2,273.43 |
2,273.43 |
2,282.05 |
2,268.00 |
| S2 |
2,262.57 |
2,262.57 |
2,279.81 |
|
| S3 |
2,238.16 |
2,249.02 |
2,277.58 |
|
| S4 |
2,213.75 |
2,224.61 |
2,270.86 |
|
|
| 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 |
2,371.23 |
2,276.12 |
95.11 |
4.2% |
34.50 |
1.5% |
9% |
False |
True |
|
| 10 |
2,375.67 |
2,276.12 |
99.55 |
4.4% |
32.71 |
1.4% |
8% |
False |
True |
|
| 20 |
2,403.52 |
2,276.12 |
127.40 |
5.6% |
29.13 |
1.3% |
6% |
False |
True |
|
| 40 |
2,403.52 |
2,258.05 |
145.47 |
6.4% |
27.56 |
1.2% |
18% |
False |
False |
|
| 60 |
2,403.52 |
2,196.87 |
206.65 |
9.0% |
24.35 |
1.1% |
42% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.9% |
23.97 |
1.0% |
63% |
False |
False |
|
| 100 |
2,403.52 |
2,054.61 |
348.91 |
15.3% |
24.03 |
1.1% |
66% |
False |
False |
|
| 120 |
2,403.52 |
1,960.43 |
443.09 |
19.4% |
24.62 |
1.1% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,404.27 |
|
2.618 |
2,364.44 |
|
1.618 |
2,340.03 |
|
1.000 |
2,324.94 |
|
0.618 |
2,315.62 |
|
HIGH |
2,300.53 |
|
0.618 |
2,291.21 |
|
0.500 |
2,288.33 |
|
0.382 |
2,285.44 |
|
LOW |
2,276.12 |
|
0.618 |
2,261.03 |
|
1.000 |
2,251.71 |
|
1.618 |
2,236.62 |
|
2.618 |
2,212.21 |
|
4.250 |
2,172.38 |
|
|