| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,251.49 |
2,287.01 |
35.52 |
1.6% |
2,286.77 |
| High |
2,276.62 |
2,315.56 |
38.94 |
1.7% |
2,302.92 |
| Low |
2,234.94 |
2,275.64 |
40.70 |
1.8% |
2,188.92 |
| Close |
2,270.50 |
2,312.09 |
41.59 |
1.8% |
2,221.07 |
| Range |
41.68 |
39.92 |
-1.76 |
-4.2% |
114.00 |
| ATR |
38.11 |
38.61 |
0.50 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,420.86 |
2,406.39 |
2,334.05 |
|
| R3 |
2,380.94 |
2,366.47 |
2,323.07 |
|
| R2 |
2,341.02 |
2,341.02 |
2,319.41 |
|
| R1 |
2,326.55 |
2,326.55 |
2,315.75 |
2,333.79 |
| PP |
2,301.10 |
2,301.10 |
2,301.10 |
2,304.71 |
| S1 |
2,286.63 |
2,286.63 |
2,308.43 |
2,293.87 |
| S2 |
2,261.18 |
2,261.18 |
2,304.77 |
|
| S3 |
2,221.26 |
2,246.71 |
2,301.11 |
|
| S4 |
2,181.34 |
2,206.79 |
2,290.13 |
|
|
| 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 |
2,315.56 |
2,217.95 |
97.61 |
4.2% |
29.94 |
1.3% |
96% |
True |
False |
|
| 10 |
2,315.56 |
2,188.92 |
126.64 |
5.5% |
35.16 |
1.5% |
97% |
True |
False |
|
| 20 |
2,375.67 |
2,188.92 |
186.75 |
8.1% |
33.93 |
1.5% |
66% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
30.01 |
1.3% |
57% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
27.47 |
1.2% |
57% |
False |
False |
|
| 80 |
2,403.52 |
2,110.24 |
293.28 |
12.7% |
25.09 |
1.1% |
69% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.8% |
25.22 |
1.1% |
71% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.0% |
25.24 |
1.1% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,485.22 |
|
2.618 |
2,420.07 |
|
1.618 |
2,380.15 |
|
1.000 |
2,355.48 |
|
0.618 |
2,340.23 |
|
HIGH |
2,315.56 |
|
0.618 |
2,300.31 |
|
0.500 |
2,295.60 |
|
0.382 |
2,290.89 |
|
LOW |
2,275.64 |
|
0.618 |
2,250.97 |
|
1.000 |
2,235.72 |
|
1.618 |
2,211.05 |
|
2.618 |
2,171.13 |
|
4.250 |
2,105.98 |
|
|