| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,840.0 |
2,853.0 |
13.0 |
0.5% |
2,815.0 |
| High |
2,856.0 |
2,854.0 |
-2.0 |
-0.1% |
2,866.0 |
| Low |
2,828.0 |
2,808.0 |
-20.0 |
-0.7% |
2,794.0 |
| Close |
2,839.0 |
2,820.0 |
-19.0 |
-0.7% |
2,820.0 |
| Range |
28.0 |
46.0 |
18.0 |
64.3% |
72.0 |
| ATR |
35.4 |
36.1 |
0.8 |
2.1% |
0.0 |
| Volume |
44,790 |
12,353 |
-32,437 |
-72.4% |
100,389 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.3 |
2,938.7 |
2,845.3 |
|
| R3 |
2,919.3 |
2,892.7 |
2,832.7 |
|
| R2 |
2,873.3 |
2,873.3 |
2,828.4 |
|
| R1 |
2,846.7 |
2,846.7 |
2,824.2 |
2,837.0 |
| PP |
2,827.3 |
2,827.3 |
2,827.3 |
2,822.5 |
| S1 |
2,800.7 |
2,800.7 |
2,815.8 |
2,791.0 |
| S2 |
2,781.3 |
2,781.3 |
2,811.6 |
|
| S3 |
2,735.3 |
2,754.7 |
2,807.4 |
|
| S4 |
2,689.3 |
2,708.7 |
2,794.7 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.7 |
3,003.3 |
2,859.6 |
|
| R3 |
2,970.7 |
2,931.3 |
2,839.8 |
|
| R2 |
2,898.7 |
2,898.7 |
2,833.2 |
|
| R1 |
2,859.3 |
2,859.3 |
2,826.6 |
2,879.0 |
| PP |
2,826.7 |
2,826.7 |
2,826.7 |
2,836.5 |
| S1 |
2,787.3 |
2,787.3 |
2,813.4 |
2,807.0 |
| S2 |
2,754.7 |
2,754.7 |
2,806.8 |
|
| S3 |
2,682.7 |
2,715.3 |
2,800.2 |
|
| S4 |
2,610.7 |
2,643.3 |
2,780.4 |
|
|
| 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 |
2.6% |
29.2 |
1.0% |
36% |
False |
False |
20,077 |
| 10 |
2,866.0 |
2,782.0 |
84.0 |
3.0% |
27.6 |
1.0% |
45% |
False |
False |
12,690 |
| 20 |
2,866.0 |
2,603.0 |
263.0 |
9.3% |
28.8 |
1.0% |
83% |
False |
False |
6,552 |
| 40 |
2,866.0 |
2,524.0 |
342.0 |
12.1% |
31.8 |
1.1% |
87% |
False |
False |
3,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,049.5 |
|
2.618 |
2,974.4 |
|
1.618 |
2,928.4 |
|
1.000 |
2,900.0 |
|
0.618 |
2,882.4 |
|
HIGH |
2,854.0 |
|
0.618 |
2,836.4 |
|
0.500 |
2,831.0 |
|
0.382 |
2,825.6 |
|
LOW |
2,808.0 |
|
0.618 |
2,779.6 |
|
1.000 |
2,762.0 |
|
1.618 |
2,733.6 |
|
2.618 |
2,687.6 |
|
4.250 |
2,612.5 |
|
|