| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,250.88 |
2,264.07 |
13.19 |
0.6% |
2,286.77 |
| High |
2,273.11 |
2,266.09 |
-7.02 |
-0.3% |
2,302.92 |
| Low |
2,249.46 |
2,253.08 |
3.62 |
0.2% |
2,188.92 |
| Close |
2,262.70 |
2,257.96 |
-4.74 |
-0.2% |
2,221.07 |
| Range |
23.65 |
13.01 |
-10.64 |
-45.0% |
114.00 |
| ATR |
39.75 |
37.84 |
-1.91 |
-4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,298.07 |
2,291.03 |
2,265.12 |
|
| R3 |
2,285.06 |
2,278.02 |
2,261.54 |
|
| R2 |
2,272.05 |
2,272.05 |
2,260.35 |
|
| R1 |
2,265.01 |
2,265.01 |
2,259.15 |
2,262.03 |
| PP |
2,259.04 |
2,259.04 |
2,259.04 |
2,257.55 |
| S1 |
2,252.00 |
2,252.00 |
2,256.77 |
2,249.02 |
| S2 |
2,246.03 |
2,246.03 |
2,255.57 |
|
| S3 |
2,233.02 |
2,238.99 |
2,254.38 |
|
| S4 |
2,220.01 |
2,225.98 |
2,250.80 |
|
|
| 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% |
31.22 |
1.4% |
82% |
False |
False |
|
| 10 |
2,330.68 |
2,188.92 |
141.76 |
6.3% |
31.58 |
1.4% |
49% |
False |
False |
|
| 20 |
2,375.67 |
2,188.92 |
186.75 |
8.3% |
33.87 |
1.5% |
37% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.5% |
29.01 |
1.3% |
32% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.5% |
26.76 |
1.2% |
32% |
False |
False |
|
| 80 |
2,403.52 |
2,110.24 |
293.28 |
13.0% |
24.70 |
1.1% |
50% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
14.1% |
24.77 |
1.1% |
54% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.5% |
25.17 |
1.1% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,321.38 |
|
2.618 |
2,300.15 |
|
1.618 |
2,287.14 |
|
1.000 |
2,279.10 |
|
0.618 |
2,274.13 |
|
HIGH |
2,266.09 |
|
0.618 |
2,261.12 |
|
0.500 |
2,259.59 |
|
0.382 |
2,258.05 |
|
LOW |
2,253.08 |
|
0.618 |
2,245.04 |
|
1.000 |
2,240.07 |
|
1.618 |
2,232.03 |
|
2.618 |
2,219.02 |
|
4.250 |
2,197.79 |
|
|