Day Change Summary |
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Previous |
Current |
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28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
2,325.12 |
2,299.27 |
-25.85 |
-1.1% |
2,250.88 |
High |
2,326.12 |
2,325.54 |
-0.58 |
0.0% |
2,331.62 |
Low |
2,303.06 |
2,291.78 |
-11.28 |
-0.5% |
2,234.94 |
Close |
2,303.10 |
2,325.54 |
22.44 |
1.0% |
2,316.36 |
Range |
23.06 |
33.76 |
10.70 |
46.4% |
96.68 |
ATR |
36.23 |
36.06 |
-0.18 |
-0.5% |
0.00 |
Volume |
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Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,415.57 |
2,404.31 |
2,344.11 |
|
R3 |
2,381.81 |
2,370.55 |
2,334.82 |
|
R2 |
2,348.05 |
2,348.05 |
2,331.73 |
|
R1 |
2,336.79 |
2,336.79 |
2,328.63 |
2,342.42 |
PP |
2,314.29 |
2,314.29 |
2,314.29 |
2,317.10 |
S1 |
2,303.03 |
2,303.03 |
2,322.45 |
2,308.66 |
S2 |
2,280.53 |
2,280.53 |
2,319.35 |
|
S3 |
2,246.77 |
2,269.27 |
2,316.26 |
|
S4 |
2,213.01 |
2,235.51 |
2,306.97 |
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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% |
31.20 |
1.3% |
94% |
False |
False |
|
10 |
2,331.62 |
2,188.92 |
142.70 |
6.1% |
31.21 |
1.3% |
96% |
False |
False |
|
20 |
2,375.67 |
2,188.92 |
186.75 |
8.0% |
32.64 |
1.4% |
73% |
False |
False |
|
40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.98 |
1.2% |
64% |
False |
False |
|
60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.19 |
1.2% |
64% |
False |
False |
|
80 |
2,403.52 |
2,176.28 |
227.24 |
9.8% |
25.18 |
1.1% |
66% |
False |
False |
|
100 |
2,403.52 |
2,085.27 |
318.25 |
13.7% |
25.25 |
1.1% |
75% |
False |
False |
|
120 |
2,403.52 |
1,996.25 |
407.27 |
17.5% |
25.06 |
1.1% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
2,469.02 |
2.618 |
2,413.92 |
1.618 |
2,380.16 |
1.000 |
2,359.30 |
0.618 |
2,346.40 |
HIGH |
2,325.54 |
0.618 |
2,312.64 |
0.500 |
2,308.66 |
0.382 |
2,304.68 |
LOW |
2,291.78 |
0.618 |
2,270.92 |
1.000 |
2,258.02 |
1.618 |
2,237.16 |
2.618 |
2,203.40 |
4.250 |
2,148.30 |
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