| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,899.25 |
1,914.25 |
15.00 |
0.8% |
1,819.25 |
| High |
1,918.75 |
1,923.75 |
5.00 |
0.3% |
1,886.75 |
| Low |
1,897.75 |
1,906.25 |
8.50 |
0.4% |
1,819.25 |
| Close |
1,916.25 |
1,922.50 |
6.25 |
0.3% |
1,882.75 |
| Range |
21.00 |
17.50 |
-3.50 |
-16.7% |
67.50 |
| ATR |
25.79 |
25.20 |
-0.59 |
-2.3% |
0.00 |
| Volume |
9,423 |
22,871 |
13,448 |
142.7% |
6,006 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,970.00 |
1,963.75 |
1,932.00 |
|
| R3 |
1,952.50 |
1,946.25 |
1,927.25 |
|
| R2 |
1,935.00 |
1,935.00 |
1,925.75 |
|
| R1 |
1,928.75 |
1,928.75 |
1,924.00 |
1,932.00 |
| PP |
1,917.50 |
1,917.50 |
1,917.50 |
1,919.00 |
| S1 |
1,911.25 |
1,911.25 |
1,921.00 |
1,914.50 |
| S2 |
1,900.00 |
1,900.00 |
1,919.25 |
|
| S3 |
1,882.50 |
1,893.75 |
1,917.75 |
|
| S4 |
1,865.00 |
1,876.25 |
1,913.00 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,065.50 |
2,041.50 |
1,920.00 |
|
| R3 |
1,998.00 |
1,974.00 |
1,901.25 |
|
| R2 |
1,930.50 |
1,930.50 |
1,895.00 |
|
| R1 |
1,906.50 |
1,906.50 |
1,889.00 |
1,918.50 |
| PP |
1,863.00 |
1,863.00 |
1,863.00 |
1,869.00 |
| S1 |
1,839.00 |
1,839.00 |
1,876.50 |
1,851.00 |
| S2 |
1,795.50 |
1,795.50 |
1,870.50 |
|
| S3 |
1,728.00 |
1,771.50 |
1,864.25 |
|
| S4 |
1,660.50 |
1,704.00 |
1,845.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,923.75 |
1,855.25 |
68.50 |
3.6% |
22.25 |
1.2% |
98% |
True |
False |
8,368 |
| 10 |
1,923.75 |
1,801.00 |
122.75 |
6.4% |
20.50 |
1.1% |
99% |
True |
False |
4,694 |
| 20 |
1,923.75 |
1,734.50 |
189.25 |
9.8% |
24.25 |
1.3% |
99% |
True |
False |
2,537 |
| 40 |
1,923.75 |
1,708.50 |
215.25 |
11.2% |
30.25 |
1.6% |
99% |
True |
False |
1,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,998.00 |
|
2.618 |
1,969.50 |
|
1.618 |
1,952.00 |
|
1.000 |
1,941.25 |
|
0.618 |
1,934.50 |
|
HIGH |
1,923.75 |
|
0.618 |
1,917.00 |
|
0.500 |
1,915.00 |
|
0.382 |
1,913.00 |
|
LOW |
1,906.25 |
|
0.618 |
1,895.50 |
|
1.000 |
1,888.75 |
|
1.618 |
1,878.00 |
|
2.618 |
1,860.50 |
|
4.250 |
1,832.00 |
|
|