| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,249.18 |
2,250.88 |
1.70 |
0.1% |
2,286.77 |
| High |
2,249.38 |
2,273.11 |
23.73 |
1.1% |
2,302.92 |
| Low |
2,217.95 |
2,249.46 |
31.51 |
1.4% |
2,188.92 |
| Close |
2,221.07 |
2,262.70 |
41.63 |
1.9% |
2,221.07 |
| Range |
31.43 |
23.65 |
-7.78 |
-24.8% |
114.00 |
| ATR |
38.80 |
39.75 |
0.95 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,332.71 |
2,321.35 |
2,275.71 |
|
| R3 |
2,309.06 |
2,297.70 |
2,269.20 |
|
| R2 |
2,285.41 |
2,285.41 |
2,267.04 |
|
| R1 |
2,274.05 |
2,274.05 |
2,264.87 |
2,279.73 |
| PP |
2,261.76 |
2,261.76 |
2,261.76 |
2,264.60 |
| S1 |
2,250.40 |
2,250.40 |
2,260.53 |
2,256.08 |
| S2 |
2,238.11 |
2,238.11 |
2,258.36 |
|
| S3 |
2,214.46 |
2,226.75 |
2,256.20 |
|
| S4 |
2,190.81 |
2,203.10 |
2,249.69 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.64 |
2,514.35 |
2,283.77 |
|
| R3 |
2,465.64 |
2,400.35 |
2,252.42 |
|
| R2 |
2,351.64 |
2,351.64 |
2,241.97 |
|
| R1 |
2,286.35 |
2,286.35 |
2,231.52 |
2,262.00 |
| PP |
2,237.64 |
2,237.64 |
2,237.64 |
2,225.46 |
| S1 |
2,172.35 |
2,172.35 |
2,210.62 |
2,148.00 |
| S2 |
2,123.64 |
2,123.64 |
2,200.17 |
|
| S3 |
2,009.64 |
2,058.35 |
2,189.72 |
|
| S4 |
1,895.64 |
1,944.35 |
2,158.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,273.11 |
2,188.92 |
84.19 |
3.7% |
39.45 |
1.7% |
88% |
True |
False |
|
| 10 |
2,347.51 |
2,188.92 |
158.59 |
7.0% |
33.93 |
1.5% |
47% |
False |
False |
|
| 20 |
2,375.67 |
2,188.92 |
186.75 |
8.3% |
35.62 |
1.6% |
40% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.5% |
29.47 |
1.3% |
34% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.5% |
26.71 |
1.2% |
34% |
False |
False |
|
| 80 |
2,403.52 |
2,110.24 |
293.28 |
13.0% |
24.87 |
1.1% |
52% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
14.1% |
24.86 |
1.1% |
56% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.4% |
25.20 |
1.1% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,373.62 |
|
2.618 |
2,335.03 |
|
1.618 |
2,311.38 |
|
1.000 |
2,296.76 |
|
0.618 |
2,287.73 |
|
HIGH |
2,273.11 |
|
0.618 |
2,264.08 |
|
0.500 |
2,261.29 |
|
0.382 |
2,258.49 |
|
LOW |
2,249.46 |
|
0.618 |
2,234.84 |
|
1.000 |
2,225.81 |
|
1.618 |
2,211.19 |
|
2.618 |
2,187.54 |
|
4.250 |
2,148.95 |
|
|