| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,845.0 |
2,840.0 |
-5.0 |
-0.2% |
2,807.0 |
| High |
2,866.0 |
2,856.0 |
-10.0 |
-0.3% |
2,845.0 |
| Low |
2,843.0 |
2,828.0 |
-15.0 |
-0.5% |
2,782.0 |
| Close |
2,855.0 |
2,839.0 |
-16.0 |
-0.6% |
2,822.0 |
| Range |
23.0 |
28.0 |
5.0 |
21.7% |
63.0 |
| ATR |
35.9 |
35.4 |
-0.6 |
-1.6% |
0.0 |
| Volume |
13,739 |
44,790 |
31,051 |
226.0% |
26,517 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.0 |
2,910.0 |
2,854.4 |
|
| R3 |
2,897.0 |
2,882.0 |
2,846.7 |
|
| R2 |
2,869.0 |
2,869.0 |
2,844.1 |
|
| R1 |
2,854.0 |
2,854.0 |
2,841.6 |
2,847.5 |
| PP |
2,841.0 |
2,841.0 |
2,841.0 |
2,837.8 |
| S1 |
2,826.0 |
2,826.0 |
2,836.4 |
2,819.5 |
| S2 |
2,813.0 |
2,813.0 |
2,833.9 |
|
| S3 |
2,785.0 |
2,798.0 |
2,831.3 |
|
| S4 |
2,757.0 |
2,770.0 |
2,823.6 |
|
|
| 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 |
2,866.0 |
2,794.0 |
72.0 |
2.5% |
25.6 |
0.9% |
63% |
False |
False |
18,450 |
| 10 |
2,866.0 |
2,757.0 |
109.0 |
3.8% |
28.4 |
1.0% |
75% |
False |
False |
11,467 |
| 20 |
2,866.0 |
2,603.0 |
263.0 |
9.3% |
28.6 |
1.0% |
90% |
False |
False |
5,943 |
| 40 |
2,866.0 |
2,524.0 |
342.0 |
12.0% |
32.4 |
1.1% |
92% |
False |
False |
3,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.0 |
|
2.618 |
2,929.3 |
|
1.618 |
2,901.3 |
|
1.000 |
2,884.0 |
|
0.618 |
2,873.3 |
|
HIGH |
2,856.0 |
|
0.618 |
2,845.3 |
|
0.500 |
2,842.0 |
|
0.382 |
2,838.7 |
|
LOW |
2,828.0 |
|
0.618 |
2,810.7 |
|
1.000 |
2,800.0 |
|
1.618 |
2,782.7 |
|
2.618 |
2,754.7 |
|
4.250 |
2,709.0 |
|
|