| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.40 |
2,332.74 |
-5.66 |
-0.2% |
2,250.88 |
| High |
2,340.38 |
2,342.24 |
1.86 |
0.1% |
2,331.62 |
| Low |
2,326.79 |
2,329.62 |
2.83 |
0.1% |
2,234.94 |
| Close |
2,336.52 |
2,338.99 |
2.47 |
0.1% |
2,316.36 |
| Range |
13.59 |
12.62 |
-0.97 |
-7.1% |
96.68 |
| ATR |
34.54 |
32.98 |
-1.57 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,374.81 |
2,369.52 |
2,345.93 |
|
| R3 |
2,362.19 |
2,356.90 |
2,342.46 |
|
| R2 |
2,349.57 |
2,349.57 |
2,341.30 |
|
| R1 |
2,344.28 |
2,344.28 |
2,340.15 |
2,346.93 |
| PP |
2,336.95 |
2,336.95 |
2,336.95 |
2,338.27 |
| S1 |
2,331.66 |
2,331.66 |
2,337.83 |
2,334.31 |
| S2 |
2,324.33 |
2,324.33 |
2,336.68 |
|
| S3 |
2,311.71 |
2,319.04 |
2,335.52 |
|
| S4 |
2,299.09 |
2,306.42 |
2,332.05 |
|
|
| 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 |
2,342.24 |
2,291.78 |
50.46 |
2.2% |
20.13 |
0.9% |
94% |
True |
False |
|
| 10 |
2,342.24 |
2,217.95 |
124.29 |
5.3% |
25.03 |
1.1% |
97% |
True |
False |
|
| 20 |
2,371.23 |
2,188.92 |
182.31 |
7.8% |
31.24 |
1.3% |
82% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.51 |
1.2% |
70% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
27.69 |
1.2% |
70% |
False |
False |
|
| 80 |
2,403.52 |
2,182.99 |
220.53 |
9.4% |
25.17 |
1.1% |
71% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
25.26 |
1.1% |
80% |
False |
False |
|
| 120 |
2,403.52 |
2,007.13 |
396.39 |
16.9% |
24.84 |
1.1% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,395.88 |
|
2.618 |
2,375.28 |
|
1.618 |
2,362.66 |
|
1.000 |
2,354.86 |
|
0.618 |
2,350.04 |
|
HIGH |
2,342.24 |
|
0.618 |
2,337.42 |
|
0.500 |
2,335.93 |
|
0.382 |
2,334.44 |
|
LOW |
2,329.62 |
|
0.618 |
2,321.82 |
|
1.000 |
2,317.00 |
|
1.618 |
2,309.20 |
|
2.618 |
2,296.58 |
|
4.250 |
2,275.99 |
|
|