Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
5,686.5 |
5,618.0 |
-68.5 |
-1.2% |
5,586.5 |
High |
5,694.5 |
5,652.5 |
-42.0 |
-0.7% |
5,693.5 |
Low |
5,614.0 |
5,598.0 |
-16.0 |
-0.3% |
5,534.5 |
Close |
5,628.0 |
5,610.5 |
-17.5 |
-0.3% |
5,653.5 |
Range |
80.5 |
54.5 |
-26.0 |
-32.3% |
159.0 |
ATR |
59.3 |
59.0 |
-0.3 |
-0.6% |
0.0 |
Volume |
83,662 |
94,178 |
10,516 |
12.6% |
610,483 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,784.0 |
5,751.5 |
5,640.5 |
|
R3 |
5,729.5 |
5,697.0 |
5,625.5 |
|
R2 |
5,675.0 |
5,675.0 |
5,620.5 |
|
R1 |
5,642.5 |
5,642.5 |
5,615.5 |
5,631.5 |
PP |
5,620.5 |
5,620.5 |
5,620.5 |
5,615.0 |
S1 |
5,588.0 |
5,588.0 |
5,605.5 |
5,577.0 |
S2 |
5,566.0 |
5,566.0 |
5,600.5 |
|
S3 |
5,511.5 |
5,533.5 |
5,595.5 |
|
S4 |
5,457.0 |
5,479.0 |
5,580.5 |
|
|
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 |
5,694.5 |
5,598.0 |
96.5 |
1.7% |
58.0 |
1.0% |
13% |
False |
True |
96,869 |
10 |
5,694.5 |
5,534.5 |
160.0 |
2.9% |
60.0 |
1.1% |
48% |
False |
False |
112,599 |
20 |
5,694.5 |
5,442.0 |
252.5 |
4.5% |
53.0 |
0.9% |
67% |
False |
False |
89,801 |
40 |
5,694.5 |
4,947.0 |
747.5 |
13.3% |
59.5 |
1.1% |
89% |
False |
False |
45,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,884.0 |
2.618 |
5,795.0 |
1.618 |
5,740.5 |
1.000 |
5,707.0 |
0.618 |
5,686.0 |
HIGH |
5,652.5 |
0.618 |
5,631.5 |
0.500 |
5,625.0 |
0.382 |
5,619.0 |
LOW |
5,598.0 |
0.618 |
5,564.5 |
1.000 |
5,543.5 |
1.618 |
5,510.0 |
2.618 |
5,455.5 |
4.250 |
5,366.5 |
|
|