Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,638.5 |
5,664.0 |
25.5 |
0.5% |
5,586.5 |
High |
5,693.5 |
5,678.5 |
-15.0 |
-0.3% |
5,693.5 |
Low |
5,631.5 |
5,636.5 |
5.0 |
0.1% |
5,534.5 |
Close |
5,679.5 |
5,653.5 |
-26.0 |
-0.5% |
5,653.5 |
Range |
62.0 |
42.0 |
-20.0 |
-32.3% |
159.0 |
ATR |
59.3 |
58.2 |
-1.2 |
-2.0% |
0.0 |
Volume |
118,406 |
102,648 |
-15,758 |
-13.3% |
610,483 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,782.0 |
5,760.0 |
5,676.5 |
|
R3 |
5,740.0 |
5,718.0 |
5,665.0 |
|
R2 |
5,698.0 |
5,698.0 |
5,661.0 |
|
R1 |
5,676.0 |
5,676.0 |
5,657.5 |
5,666.0 |
PP |
5,656.0 |
5,656.0 |
5,656.0 |
5,651.0 |
S1 |
5,634.0 |
5,634.0 |
5,649.5 |
5,624.0 |
S2 |
5,614.0 |
5,614.0 |
5,646.0 |
|
S3 |
5,572.0 |
5,592.0 |
5,642.0 |
|
S4 |
5,530.0 |
5,550.0 |
5,630.5 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,104.0 |
6,038.0 |
5,741.0 |
|
R3 |
5,945.0 |
5,879.0 |
5,697.0 |
|
R2 |
5,786.0 |
5,786.0 |
5,682.5 |
|
R1 |
5,720.0 |
5,720.0 |
5,668.0 |
5,753.0 |
PP |
5,627.0 |
5,627.0 |
5,627.0 |
5,644.0 |
S1 |
5,561.0 |
5,561.0 |
5,639.0 |
5,594.0 |
S2 |
5,468.0 |
5,468.0 |
5,624.5 |
|
S3 |
5,309.0 |
5,402.0 |
5,610.0 |
|
S4 |
5,150.0 |
5,243.0 |
5,566.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,693.5 |
5,534.5 |
159.0 |
2.8% |
60.0 |
1.1% |
75% |
False |
False |
122,096 |
10 |
5,693.5 |
5,534.5 |
159.0 |
2.8% |
52.5 |
0.9% |
75% |
False |
False |
138,841 |
20 |
5,693.5 |
5,298.0 |
395.5 |
7.0% |
53.0 |
0.9% |
90% |
False |
False |
76,808 |
40 |
5,693.5 |
4,947.0 |
746.5 |
13.2% |
57.5 |
1.0% |
95% |
False |
False |
38,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,857.0 |
2.618 |
5,788.5 |
1.618 |
5,746.5 |
1.000 |
5,720.5 |
0.618 |
5,704.5 |
HIGH |
5,678.5 |
0.618 |
5,662.5 |
0.500 |
5,657.5 |
0.382 |
5,652.5 |
LOW |
5,636.5 |
0.618 |
5,610.5 |
1.000 |
5,594.5 |
1.618 |
5,568.5 |
2.618 |
5,526.5 |
4.250 |
5,458.0 |
|
|