| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,853.0 |
2,810.0 |
-43.0 |
-1.5% |
2,815.0 |
| High |
2,854.0 |
2,821.0 |
-33.0 |
-1.2% |
2,866.0 |
| Low |
2,808.0 |
2,773.0 |
-35.0 |
-1.2% |
2,794.0 |
| Close |
2,820.0 |
2,810.0 |
-10.0 |
-0.4% |
2,820.0 |
| Range |
46.0 |
48.0 |
2.0 |
4.3% |
72.0 |
| ATR |
36.1 |
37.0 |
0.8 |
2.3% |
0.0 |
| Volume |
12,353 |
3,625 |
-8,728 |
-70.7% |
100,389 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,945.3 |
2,925.7 |
2,836.4 |
|
| R3 |
2,897.3 |
2,877.7 |
2,823.2 |
|
| R2 |
2,849.3 |
2,849.3 |
2,818.8 |
|
| R1 |
2,829.7 |
2,829.7 |
2,814.4 |
2,834.0 |
| PP |
2,801.3 |
2,801.3 |
2,801.3 |
2,803.5 |
| S1 |
2,781.7 |
2,781.7 |
2,805.6 |
2,786.0 |
| S2 |
2,753.3 |
2,753.3 |
2,801.2 |
|
| S3 |
2,705.3 |
2,733.7 |
2,796.8 |
|
| S4 |
2,657.3 |
2,685.7 |
2,783.6 |
|
|
| 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 |
2,773.0 |
93.0 |
3.3% |
34.6 |
1.2% |
40% |
False |
True |
18,859 |
| 10 |
2,866.0 |
2,773.0 |
93.0 |
3.3% |
31.0 |
1.1% |
40% |
False |
True |
12,958 |
| 20 |
2,866.0 |
2,603.0 |
263.0 |
9.4% |
29.9 |
1.1% |
79% |
False |
False |
6,673 |
| 40 |
2,866.0 |
2,524.0 |
342.0 |
12.2% |
31.8 |
1.1% |
84% |
False |
False |
3,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.0 |
|
2.618 |
2,946.7 |
|
1.618 |
2,898.7 |
|
1.000 |
2,869.0 |
|
0.618 |
2,850.7 |
|
HIGH |
2,821.0 |
|
0.618 |
2,802.7 |
|
0.500 |
2,797.0 |
|
0.382 |
2,791.3 |
|
LOW |
2,773.0 |
|
0.618 |
2,743.3 |
|
1.000 |
2,725.0 |
|
1.618 |
2,695.3 |
|
2.618 |
2,647.3 |
|
4.250 |
2,569.0 |
|
|