| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,815.0 |
2,811.0 |
-4.0 |
-0.1% |
2,807.0 |
| High |
2,815.0 |
2,839.0 |
24.0 |
0.9% |
2,845.0 |
| Low |
2,794.0 |
2,811.0 |
17.0 |
0.6% |
2,782.0 |
| Close |
2,798.0 |
2,832.0 |
34.0 |
1.2% |
2,822.0 |
| Range |
21.0 |
28.0 |
7.0 |
33.3% |
63.0 |
| ATR |
35.7 |
36.1 |
0.4 |
1.1% |
0.0 |
| Volume |
9,716 |
19,791 |
10,075 |
103.7% |
26,517 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.3 |
2,899.7 |
2,847.4 |
|
| R3 |
2,883.3 |
2,871.7 |
2,839.7 |
|
| R2 |
2,855.3 |
2,855.3 |
2,837.1 |
|
| R1 |
2,843.7 |
2,843.7 |
2,834.6 |
2,849.5 |
| PP |
2,827.3 |
2,827.3 |
2,827.3 |
2,830.3 |
| S1 |
2,815.7 |
2,815.7 |
2,829.4 |
2,821.5 |
| S2 |
2,799.3 |
2,799.3 |
2,826.9 |
|
| S3 |
2,771.3 |
2,787.7 |
2,824.3 |
|
| S4 |
2,743.3 |
2,759.7 |
2,816.6 |
|
|
| 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 |
2,794.0 |
51.0 |
1.8% |
26.2 |
0.9% |
75% |
False |
False |
10,692 |
| 10 |
2,845.0 |
2,712.0 |
133.0 |
4.7% |
28.7 |
1.0% |
90% |
False |
False |
5,733 |
| 20 |
2,845.0 |
2,603.0 |
242.0 |
8.5% |
29.5 |
1.0% |
95% |
False |
False |
3,080 |
| 40 |
2,861.0 |
2,524.0 |
337.0 |
11.9% |
33.4 |
1.2% |
91% |
False |
False |
1,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.0 |
|
2.618 |
2,912.3 |
|
1.618 |
2,884.3 |
|
1.000 |
2,867.0 |
|
0.618 |
2,856.3 |
|
HIGH |
2,839.0 |
|
0.618 |
2,828.3 |
|
0.500 |
2,825.0 |
|
0.382 |
2,821.7 |
|
LOW |
2,811.0 |
|
0.618 |
2,793.7 |
|
1.000 |
2,783.0 |
|
1.618 |
2,765.7 |
|
2.618 |
2,737.7 |
|
4.250 |
2,692.0 |
|
|