Day Change Summary |
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Previous |
Current |
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25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
2,319.07 |
2,325.12 |
6.05 |
0.3% |
2,250.88 |
High |
2,331.62 |
2,326.12 |
-5.50 |
-0.2% |
2,331.62 |
Low |
2,314.02 |
2,303.06 |
-10.96 |
-0.5% |
2,234.94 |
Close |
2,316.36 |
2,303.10 |
-13.26 |
-0.6% |
2,316.36 |
Range |
17.60 |
23.06 |
5.46 |
31.0% |
96.68 |
ATR |
37.25 |
36.23 |
-1.01 |
-2.7% |
0.00 |
Volume |
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Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,379.94 |
2,364.58 |
2,315.78 |
|
R3 |
2,356.88 |
2,341.52 |
2,309.44 |
|
R2 |
2,333.82 |
2,333.82 |
2,307.33 |
|
R1 |
2,318.46 |
2,318.46 |
2,305.21 |
2,314.61 |
PP |
2,310.76 |
2,310.76 |
2,310.76 |
2,308.84 |
S1 |
2,295.40 |
2,295.40 |
2,300.99 |
2,291.55 |
S2 |
2,287.70 |
2,287.70 |
2,298.87 |
|
S3 |
2,264.64 |
2,272.34 |
2,296.76 |
|
S4 |
2,241.58 |
2,249.28 |
2,290.42 |
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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 |
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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 |
2,331.62 |
2,234.94 |
96.68 |
4.2% |
27.05 |
1.2% |
71% |
False |
False |
|
10 |
2,331.62 |
2,188.92 |
142.70 |
6.2% |
33.25 |
1.4% |
80% |
False |
False |
|
20 |
2,375.67 |
2,188.92 |
186.75 |
8.1% |
33.55 |
1.5% |
61% |
False |
False |
|
40 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
28.87 |
1.3% |
53% |
False |
False |
|
60 |
2,403.52 |
2,188.92 |
214.60 |
9.3% |
27.89 |
1.2% |
53% |
False |
False |
|
80 |
2,403.52 |
2,164.53 |
238.99 |
10.4% |
25.05 |
1.1% |
58% |
False |
False |
|
100 |
2,403.52 |
2,085.27 |
318.25 |
13.8% |
25.19 |
1.1% |
68% |
False |
False |
|
120 |
2,403.52 |
1,992.65 |
410.87 |
17.8% |
25.04 |
1.1% |
76% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,424.13 |
2.618 |
2,386.49 |
1.618 |
2,363.43 |
1.000 |
2,349.18 |
0.618 |
2,340.37 |
HIGH |
2,326.12 |
0.618 |
2,317.31 |
0.500 |
2,314.59 |
0.382 |
2,311.87 |
LOW |
2,303.06 |
0.618 |
2,288.81 |
1.000 |
2,280.00 |
1.618 |
2,265.75 |
2.618 |
2,242.69 |
4.250 |
2,205.06 |
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