| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,844 |
2,852 |
8 |
0.3% |
2,870 |
| High |
2,865 |
2,929 |
64 |
2.2% |
2,929 |
| Low |
2,834 |
2,818 |
-16 |
-0.6% |
2,754 |
| Close |
2,854 |
2,920 |
66 |
2.3% |
2,920 |
| Range |
31 |
111 |
80 |
258.1% |
175 |
| ATR |
74 |
76 |
3 |
3.6% |
0 |
| Volume |
9,316 |
5,280 |
-4,036 |
-43.3% |
34,155 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222 |
3,182 |
2,981 |
|
| R3 |
3,111 |
3,071 |
2,951 |
|
| R2 |
3,000 |
3,000 |
2,940 |
|
| R1 |
2,960 |
2,960 |
2,930 |
2,980 |
| PP |
2,889 |
2,889 |
2,889 |
2,899 |
| S1 |
2,849 |
2,849 |
2,910 |
2,869 |
| S2 |
2,778 |
2,778 |
2,900 |
|
| S3 |
2,667 |
2,738 |
2,889 |
|
| S4 |
2,556 |
2,627 |
2,859 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393 |
3,331 |
3,016 |
|
| R3 |
3,218 |
3,156 |
2,968 |
|
| R2 |
3,043 |
3,043 |
2,952 |
|
| R1 |
2,981 |
2,981 |
2,936 |
3,012 |
| PP |
2,868 |
2,868 |
2,868 |
2,883 |
| S1 |
2,806 |
2,806 |
2,904 |
2,837 |
| S2 |
2,693 |
2,693 |
2,888 |
|
| S3 |
2,518 |
2,631 |
2,872 |
|
| S4 |
2,343 |
2,456 |
2,824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,929 |
2,754 |
175 |
6.0% |
75 |
2.6% |
95% |
True |
False |
6,831 |
| 10 |
2,931 |
2,754 |
177 |
6.1% |
72 |
2.5% |
94% |
False |
False |
7,418 |
| 20 |
3,175 |
2,754 |
421 |
14.4% |
77 |
2.6% |
39% |
False |
False |
7,527 |
| 40 |
3,512 |
2,754 |
758 |
26.0% |
78 |
2.7% |
22% |
False |
False |
7,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,401 |
|
2.618 |
3,220 |
|
1.618 |
3,109 |
|
1.000 |
3,040 |
|
0.618 |
2,998 |
|
HIGH |
2,929 |
|
0.618 |
2,887 |
|
0.500 |
2,874 |
|
0.382 |
2,860 |
|
LOW |
2,818 |
|
0.618 |
2,749 |
|
1.000 |
2,707 |
|
1.618 |
2,638 |
|
2.618 |
2,527 |
|
4.250 |
2,346 |
|
|