Day Change Summary |
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Previous |
Current |
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14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
2,286.77 |
2,218.30 |
-68.47 |
-3.0% |
2,367.92 |
High |
2,302.92 |
2,271.58 |
-31.34 |
-1.4% |
2,370.90 |
Low |
2,274.08 |
2,217.43 |
-56.65 |
-2.5% |
2,275.07 |
Close |
2,290.72 |
2,259.62 |
-31.10 |
-1.4% |
2,299.26 |
Range |
28.84 |
54.15 |
25.31 |
87.8% |
95.83 |
ATR |
33.67 |
36.50 |
2.83 |
8.4% |
0.00 |
Volume |
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Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,411.99 |
2,389.96 |
2,289.40 |
|
R3 |
2,357.84 |
2,335.81 |
2,274.51 |
|
R2 |
2,303.69 |
2,303.69 |
2,269.55 |
|
R1 |
2,281.66 |
2,281.66 |
2,264.58 |
2,292.68 |
PP |
2,249.54 |
2,249.54 |
2,249.54 |
2,255.05 |
S1 |
2,227.51 |
2,227.51 |
2,254.66 |
2,238.53 |
S2 |
2,195.39 |
2,195.39 |
2,249.69 |
|
S3 |
2,141.24 |
2,173.36 |
2,244.73 |
|
S4 |
2,087.09 |
2,119.21 |
2,229.84 |
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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 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,330.68 |
2,217.43 |
113.25 |
5.0% |
31.94 |
1.4% |
37% |
False |
True |
|
10 |
2,375.67 |
2,217.43 |
158.24 |
7.0% |
34.07 |
1.5% |
27% |
False |
True |
|
20 |
2,403.52 |
2,217.43 |
186.09 |
8.2% |
31.68 |
1.4% |
23% |
False |
True |
|
40 |
2,403.52 |
2,217.43 |
186.09 |
8.2% |
29.13 |
1.3% |
23% |
False |
True |
|
60 |
2,403.52 |
2,206.30 |
197.22 |
8.7% |
25.17 |
1.1% |
27% |
False |
False |
|
80 |
2,403.52 |
2,105.61 |
297.91 |
13.2% |
24.33 |
1.1% |
52% |
False |
False |
|
100 |
2,403.52 |
2,069.45 |
334.07 |
14.8% |
24.42 |
1.1% |
57% |
False |
False |
|
120 |
2,403.52 |
1,963.68 |
439.84 |
19.5% |
24.92 |
1.1% |
67% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,501.72 |
2.618 |
2,413.34 |
1.618 |
2,359.19 |
1.000 |
2,325.73 |
0.618 |
2,305.04 |
HIGH |
2,271.58 |
0.618 |
2,250.89 |
0.500 |
2,244.51 |
0.382 |
2,238.12 |
LOW |
2,217.43 |
0.618 |
2,183.97 |
1.000 |
2,163.28 |
1.618 |
2,129.82 |
2.618 |
2,075.67 |
4.250 |
1,987.29 |
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