| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,811.0 |
2,845.0 |
34.0 |
1.2% |
2,807.0 |
| High |
2,839.0 |
2,866.0 |
27.0 |
1.0% |
2,845.0 |
| Low |
2,811.0 |
2,843.0 |
32.0 |
1.1% |
2,782.0 |
| Close |
2,832.0 |
2,855.0 |
23.0 |
0.8% |
2,822.0 |
| Range |
28.0 |
23.0 |
-5.0 |
-17.9% |
63.0 |
| ATR |
36.1 |
35.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
19,791 |
13,739 |
-6,052 |
-30.6% |
26,517 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.7 |
2,912.3 |
2,867.7 |
|
| R3 |
2,900.7 |
2,889.3 |
2,861.3 |
|
| R2 |
2,877.7 |
2,877.7 |
2,859.2 |
|
| R1 |
2,866.3 |
2,866.3 |
2,857.1 |
2,872.0 |
| PP |
2,854.7 |
2,854.7 |
2,854.7 |
2,857.5 |
| S1 |
2,843.3 |
2,843.3 |
2,852.9 |
2,849.0 |
| S2 |
2,831.7 |
2,831.7 |
2,850.8 |
|
| S3 |
2,808.7 |
2,820.3 |
2,848.7 |
|
| S4 |
2,785.7 |
2,797.3 |
2,842.4 |
|
|
| 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 |
2,866.0 |
2,794.0 |
72.0 |
2.5% |
25.8 |
0.9% |
85% |
True |
False |
10,264 |
| 10 |
2,866.0 |
2,729.0 |
137.0 |
4.8% |
27.7 |
1.0% |
92% |
True |
False |
7,095 |
| 20 |
2,866.0 |
2,603.0 |
263.0 |
9.2% |
29.2 |
1.0% |
96% |
True |
False |
3,749 |
| 40 |
2,866.0 |
2,524.0 |
342.0 |
12.0% |
34.0 |
1.2% |
97% |
True |
False |
2,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.8 |
|
2.618 |
2,926.2 |
|
1.618 |
2,903.2 |
|
1.000 |
2,889.0 |
|
0.618 |
2,880.2 |
|
HIGH |
2,866.0 |
|
0.618 |
2,857.2 |
|
0.500 |
2,854.5 |
|
0.382 |
2,851.8 |
|
LOW |
2,843.0 |
|
0.618 |
2,828.8 |
|
1.000 |
2,820.0 |
|
1.618 |
2,805.8 |
|
2.618 |
2,782.8 |
|
4.250 |
2,745.3 |
|
|