| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,275.29 |
2,286.77 |
11.48 |
0.5% |
2,367.92 |
| High |
2,305.97 |
2,302.92 |
-3.05 |
-0.1% |
2,370.90 |
| Low |
2,275.07 |
2,274.08 |
-0.99 |
0.0% |
2,275.07 |
| Close |
2,299.26 |
2,290.72 |
-8.54 |
-0.4% |
2,299.26 |
| Range |
30.90 |
28.84 |
-2.06 |
-6.7% |
95.83 |
| ATR |
34.04 |
33.67 |
-0.37 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.76 |
2,362.08 |
2,306.58 |
|
| R3 |
2,346.92 |
2,333.24 |
2,298.65 |
|
| R2 |
2,318.08 |
2,318.08 |
2,296.01 |
|
| R1 |
2,304.40 |
2,304.40 |
2,293.36 |
2,311.24 |
| PP |
2,289.24 |
2,289.24 |
2,289.24 |
2,292.66 |
| S1 |
2,275.56 |
2,275.56 |
2,288.08 |
2,282.40 |
| S2 |
2,260.40 |
2,260.40 |
2,285.43 |
|
| S3 |
2,231.56 |
2,246.72 |
2,282.79 |
|
| S4 |
2,202.72 |
2,217.88 |
2,274.86 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.57 |
2,546.74 |
2,351.97 |
|
| R3 |
2,506.74 |
2,450.91 |
2,325.61 |
|
| R2 |
2,410.91 |
2,410.91 |
2,316.83 |
|
| R1 |
2,355.08 |
2,355.08 |
2,308.04 |
2,335.08 |
| PP |
2,315.08 |
2,315.08 |
2,315.08 |
2,305.08 |
| S1 |
2,259.25 |
2,259.25 |
2,290.48 |
2,239.25 |
| S2 |
2,219.25 |
2,219.25 |
2,281.69 |
|
| S3 |
2,123.42 |
2,163.42 |
2,272.91 |
|
| S4 |
2,027.59 |
2,067.59 |
2,246.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,347.51 |
2,274.08 |
73.43 |
3.2% |
28.42 |
1.2% |
23% |
False |
True |
|
| 10 |
2,375.67 |
2,274.08 |
101.59 |
4.4% |
33.85 |
1.5% |
16% |
False |
True |
|
| 20 |
2,403.52 |
2,274.08 |
129.44 |
5.7% |
29.49 |
1.3% |
13% |
False |
True |
|
| 40 |
2,403.52 |
2,258.05 |
145.47 |
6.4% |
28.35 |
1.2% |
22% |
False |
False |
|
| 60 |
2,403.52 |
2,198.86 |
204.66 |
8.9% |
24.65 |
1.1% |
45% |
False |
False |
|
| 80 |
2,403.52 |
2,090.34 |
313.18 |
13.7% |
23.92 |
1.0% |
64% |
False |
False |
|
| 100 |
2,403.52 |
2,069.45 |
334.07 |
14.6% |
24.16 |
1.1% |
66% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.2% |
24.66 |
1.1% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,425.49 |
|
2.618 |
2,378.42 |
|
1.618 |
2,349.58 |
|
1.000 |
2,331.76 |
|
0.618 |
2,320.74 |
|
HIGH |
2,302.92 |
|
0.618 |
2,291.90 |
|
0.500 |
2,288.50 |
|
0.382 |
2,285.10 |
|
LOW |
2,274.08 |
|
0.618 |
2,256.26 |
|
1.000 |
2,245.24 |
|
1.618 |
2,227.42 |
|
2.618 |
2,198.58 |
|
4.250 |
2,151.51 |
|
|