| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,818.0 |
2,830.0 |
12.0 |
0.4% |
2,807.0 |
| High |
2,836.0 |
2,845.0 |
9.0 |
0.3% |
2,845.0 |
| Low |
2,807.0 |
2,817.0 |
10.0 |
0.4% |
2,782.0 |
| Close |
2,818.0 |
2,822.0 |
4.0 |
0.1% |
2,822.0 |
| Range |
29.0 |
28.0 |
-1.0 |
-3.4% |
63.0 |
| ATR |
36.9 |
36.3 |
-0.6 |
-1.7% |
0.0 |
| Volume |
3,859 |
4,217 |
358 |
9.3% |
26,517 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,912.0 |
2,895.0 |
2,837.4 |
|
| R3 |
2,884.0 |
2,867.0 |
2,829.7 |
|
| R2 |
2,856.0 |
2,856.0 |
2,827.1 |
|
| R1 |
2,839.0 |
2,839.0 |
2,824.6 |
2,833.5 |
| PP |
2,828.0 |
2,828.0 |
2,828.0 |
2,825.3 |
| S1 |
2,811.0 |
2,811.0 |
2,819.4 |
2,805.5 |
| S2 |
2,800.0 |
2,800.0 |
2,816.9 |
|
| S3 |
2,772.0 |
2,783.0 |
2,814.3 |
|
| S4 |
2,744.0 |
2,755.0 |
2,806.6 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,005.3 |
2,976.7 |
2,856.7 |
|
| R3 |
2,942.3 |
2,913.7 |
2,839.3 |
|
| R2 |
2,879.3 |
2,879.3 |
2,833.6 |
|
| R1 |
2,850.7 |
2,850.7 |
2,827.8 |
2,865.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,823.5 |
| S1 |
2,787.7 |
2,787.7 |
2,816.2 |
2,802.0 |
| S2 |
2,753.3 |
2,753.3 |
2,810.5 |
|
| S3 |
2,690.3 |
2,724.7 |
2,804.7 |
|
| S4 |
2,627.3 |
2,661.7 |
2,787.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,845.0 |
2,782.0 |
63.0 |
2.2% |
26.0 |
0.9% |
63% |
True |
False |
5,303 |
| 10 |
2,845.0 |
2,675.0 |
170.0 |
6.0% |
28.5 |
1.0% |
86% |
True |
False |
2,803 |
| 20 |
2,845.0 |
2,603.0 |
242.0 |
8.6% |
27.8 |
1.0% |
90% |
True |
False |
1,673 |
| 40 |
2,913.0 |
2,524.0 |
389.0 |
13.8% |
33.4 |
1.2% |
77% |
False |
False |
997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.0 |
|
2.618 |
2,918.3 |
|
1.618 |
2,890.3 |
|
1.000 |
2,873.0 |
|
0.618 |
2,862.3 |
|
HIGH |
2,845.0 |
|
0.618 |
2,834.3 |
|
0.500 |
2,831.0 |
|
0.382 |
2,827.7 |
|
LOW |
2,817.0 |
|
0.618 |
2,799.7 |
|
1.000 |
2,789.0 |
|
1.618 |
2,771.7 |
|
2.618 |
2,743.7 |
|
4.250 |
2,698.0 |
|
|