| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,830.0 |
2,815.0 |
-15.0 |
-0.5% |
2,807.0 |
| High |
2,845.0 |
2,815.0 |
-30.0 |
-1.1% |
2,845.0 |
| Low |
2,817.0 |
2,794.0 |
-23.0 |
-0.8% |
2,782.0 |
| Close |
2,822.0 |
2,798.0 |
-24.0 |
-0.9% |
2,822.0 |
| Range |
28.0 |
21.0 |
-7.0 |
-25.0% |
63.0 |
| ATR |
36.3 |
35.7 |
-0.6 |
-1.6% |
0.0 |
| Volume |
4,217 |
9,716 |
5,499 |
130.4% |
26,517 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.3 |
2,852.7 |
2,809.6 |
|
| R3 |
2,844.3 |
2,831.7 |
2,803.8 |
|
| R2 |
2,823.3 |
2,823.3 |
2,801.9 |
|
| R1 |
2,810.7 |
2,810.7 |
2,799.9 |
2,806.5 |
| PP |
2,802.3 |
2,802.3 |
2,802.3 |
2,800.3 |
| S1 |
2,789.7 |
2,789.7 |
2,796.1 |
2,785.5 |
| S2 |
2,781.3 |
2,781.3 |
2,794.2 |
|
| S3 |
2,760.3 |
2,768.7 |
2,792.2 |
|
| S4 |
2,739.3 |
2,747.7 |
2,786.5 |
|
|
| 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 |
2.3% |
27.4 |
1.0% |
25% |
False |
False |
7,057 |
| 10 |
2,845.0 |
2,694.0 |
151.0 |
5.4% |
28.2 |
1.0% |
69% |
False |
False |
3,772 |
| 20 |
2,845.0 |
2,603.0 |
242.0 |
8.6% |
28.8 |
1.0% |
81% |
False |
False |
2,147 |
| 40 |
2,913.0 |
2,524.0 |
389.0 |
13.9% |
34.0 |
1.2% |
70% |
False |
False |
1,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,904.3 |
|
2.618 |
2,870.0 |
|
1.618 |
2,849.0 |
|
1.000 |
2,836.0 |
|
0.618 |
2,828.0 |
|
HIGH |
2,815.0 |
|
0.618 |
2,807.0 |
|
0.500 |
2,804.5 |
|
0.382 |
2,802.0 |
|
LOW |
2,794.0 |
|
0.618 |
2,781.0 |
|
1.000 |
2,773.0 |
|
1.618 |
2,760.0 |
|
2.618 |
2,739.0 |
|
4.250 |
2,704.8 |
|
|