| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,813.0 |
2,818.0 |
5.0 |
0.2% |
2,675.0 |
| High |
2,836.0 |
2,836.0 |
0.0 |
0.0% |
2,811.0 |
| Low |
2,811.0 |
2,807.0 |
-4.0 |
-0.1% |
2,675.0 |
| Close |
2,833.0 |
2,818.0 |
-15.0 |
-0.5% |
2,802.0 |
| Range |
25.0 |
29.0 |
4.0 |
16.0% |
136.0 |
| ATR |
37.5 |
36.9 |
-0.6 |
-1.6% |
0.0 |
| Volume |
15,877 |
3,859 |
-12,018 |
-75.7% |
1,516 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,907.3 |
2,891.7 |
2,834.0 |
|
| R3 |
2,878.3 |
2,862.7 |
2,826.0 |
|
| R2 |
2,849.3 |
2,849.3 |
2,823.3 |
|
| R1 |
2,833.7 |
2,833.7 |
2,820.7 |
2,832.5 |
| PP |
2,820.3 |
2,820.3 |
2,820.3 |
2,819.8 |
| S1 |
2,804.7 |
2,804.7 |
2,815.3 |
2,803.5 |
| S2 |
2,791.3 |
2,791.3 |
2,812.7 |
|
| S3 |
2,762.3 |
2,775.7 |
2,810.0 |
|
| S4 |
2,733.3 |
2,746.7 |
2,802.1 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.7 |
3,122.3 |
2,876.8 |
|
| R3 |
3,034.7 |
2,986.3 |
2,839.4 |
|
| R2 |
2,898.7 |
2,898.7 |
2,826.9 |
|
| R1 |
2,850.3 |
2,850.3 |
2,814.5 |
2,874.5 |
| PP |
2,762.7 |
2,762.7 |
2,762.7 |
2,774.8 |
| S1 |
2,714.3 |
2,714.3 |
2,789.5 |
2,738.5 |
| S2 |
2,626.7 |
2,626.7 |
2,777.1 |
|
| S3 |
2,490.7 |
2,578.3 |
2,764.6 |
|
| S4 |
2,354.7 |
2,442.3 |
2,727.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,836.0 |
2,757.0 |
79.0 |
2.8% |
31.2 |
1.1% |
77% |
True |
False |
4,484 |
| 10 |
2,836.0 |
2,619.0 |
217.0 |
7.7% |
28.4 |
1.0% |
92% |
True |
False |
2,382 |
| 20 |
2,836.0 |
2,600.0 |
236.0 |
8.4% |
26.4 |
0.9% |
92% |
True |
False |
1,474 |
| 40 |
2,913.0 |
2,524.0 |
389.0 |
13.8% |
32.7 |
1.2% |
76% |
False |
False |
893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,959.3 |
|
2.618 |
2,911.9 |
|
1.618 |
2,882.9 |
|
1.000 |
2,865.0 |
|
0.618 |
2,853.9 |
|
HIGH |
2,836.0 |
|
0.618 |
2,824.9 |
|
0.500 |
2,821.5 |
|
0.382 |
2,818.1 |
|
LOW |
2,807.0 |
|
0.618 |
2,789.1 |
|
1.000 |
2,778.0 |
|
1.618 |
2,760.1 |
|
2.618 |
2,731.1 |
|
4.250 |
2,683.8 |
|
|