| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,287.01 |
2,319.07 |
32.06 |
1.4% |
2,250.88 |
| High |
2,315.56 |
2,331.62 |
16.06 |
0.7% |
2,331.62 |
| Low |
2,275.64 |
2,314.02 |
38.38 |
1.7% |
2,234.94 |
| Close |
2,312.09 |
2,316.36 |
4.27 |
0.2% |
2,316.36 |
| Range |
39.92 |
17.60 |
-22.32 |
-55.9% |
96.68 |
| ATR |
38.61 |
37.25 |
-1.36 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.47 |
2,362.51 |
2,326.04 |
|
| R3 |
2,355.87 |
2,344.91 |
2,321.20 |
|
| R2 |
2,338.27 |
2,338.27 |
2,319.59 |
|
| R1 |
2,327.31 |
2,327.31 |
2,317.97 |
2,323.99 |
| PP |
2,320.67 |
2,320.67 |
2,320.67 |
2,319.01 |
| S1 |
2,309.71 |
2,309.71 |
2,314.75 |
2,306.39 |
| S2 |
2,303.07 |
2,303.07 |
2,313.13 |
|
| S3 |
2,285.47 |
2,292.11 |
2,311.52 |
|
| S4 |
2,267.87 |
2,274.51 |
2,306.68 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.35 |
2,547.03 |
2,369.53 |
|
| R3 |
2,487.67 |
2,450.35 |
2,342.95 |
|
| R2 |
2,390.99 |
2,390.99 |
2,334.08 |
|
| R1 |
2,353.67 |
2,353.67 |
2,325.22 |
2,372.33 |
| PP |
2,294.31 |
2,294.31 |
2,294.31 |
2,303.64 |
| S1 |
2,256.99 |
2,256.99 |
2,307.50 |
2,275.65 |
| S2 |
2,197.63 |
2,197.63 |
2,298.64 |
|
| S3 |
2,100.95 |
2,160.31 |
2,289.77 |
|
| S4 |
2,004.27 |
2,063.63 |
2,263.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,331.62 |
2,234.94 |
96.68 |
4.2% |
27.17 |
1.2% |
84% |
True |
False |
|
| 10 |
2,331.62 |
2,188.92 |
142.70 |
6.2% |
33.83 |
1.5% |
89% |
True |
False |
|
| 20 |
2,375.67 |
2,188.92 |
186.75 |
8.1% |
33.62 |
1.5% |
68% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
30.03 |
1.3% |
59% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
27.66 |
1.2% |
59% |
False |
False |
|
| 80 |
2,403.52 |
2,150.63 |
252.89 |
10.9% |
25.05 |
1.1% |
66% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
25.09 |
1.1% |
73% |
False |
False |
|
| 120 |
2,403.52 |
1,992.65 |
410.87 |
17.7% |
25.10 |
1.1% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,406.42 |
|
2.618 |
2,377.70 |
|
1.618 |
2,360.10 |
|
1.000 |
2,349.22 |
|
0.618 |
2,342.50 |
|
HIGH |
2,331.62 |
|
0.618 |
2,324.90 |
|
0.500 |
2,322.82 |
|
0.382 |
2,320.74 |
|
LOW |
2,314.02 |
|
0.618 |
2,303.14 |
|
1.000 |
2,296.42 |
|
1.618 |
2,285.54 |
|
2.618 |
2,267.94 |
|
4.250 |
2,239.22 |
|
|