| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,810.0 |
2,816.0 |
6.0 |
0.2% |
2,815.0 |
| High |
2,821.0 |
2,850.0 |
29.0 |
1.0% |
2,866.0 |
| Low |
2,773.0 |
2,811.0 |
38.0 |
1.4% |
2,794.0 |
| Close |
2,810.0 |
2,837.0 |
27.0 |
1.0% |
2,820.0 |
| Range |
48.0 |
39.0 |
-9.0 |
-18.8% |
72.0 |
| ATR |
37.0 |
37.2 |
0.2 |
0.6% |
0.0 |
| Volume |
3,625 |
234 |
-3,391 |
-93.5% |
100,389 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.7 |
2,932.3 |
2,858.5 |
|
| R3 |
2,910.7 |
2,893.3 |
2,847.7 |
|
| R2 |
2,871.7 |
2,871.7 |
2,844.2 |
|
| R1 |
2,854.3 |
2,854.3 |
2,840.6 |
2,863.0 |
| PP |
2,832.7 |
2,832.7 |
2,832.7 |
2,837.0 |
| S1 |
2,815.3 |
2,815.3 |
2,833.4 |
2,824.0 |
| S2 |
2,793.7 |
2,793.7 |
2,829.9 |
|
| S3 |
2,754.7 |
2,776.3 |
2,826.3 |
|
| S4 |
2,715.7 |
2,737.3 |
2,815.6 |
|
|
| 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% |
36.8 |
1.3% |
69% |
False |
False |
14,948 |
| 10 |
2,866.0 |
2,773.0 |
93.0 |
3.3% |
31.5 |
1.1% |
69% |
False |
False |
12,820 |
| 20 |
2,866.0 |
2,603.0 |
263.0 |
9.3% |
31.0 |
1.1% |
89% |
False |
False |
6,675 |
| 40 |
2,866.0 |
2,524.0 |
342.0 |
12.1% |
31.7 |
1.1% |
92% |
False |
False |
3,570 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.7% |
27.9 |
1.0% |
70% |
False |
False |
2,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.8 |
|
2.618 |
2,952.1 |
|
1.618 |
2,913.1 |
|
1.000 |
2,889.0 |
|
0.618 |
2,874.1 |
|
HIGH |
2,850.0 |
|
0.618 |
2,835.1 |
|
0.500 |
2,830.5 |
|
0.382 |
2,825.9 |
|
LOW |
2,811.0 |
|
0.618 |
2,786.9 |
|
1.000 |
2,772.0 |
|
1.618 |
2,747.9 |
|
2.618 |
2,708.9 |
|
4.250 |
2,645.3 |
|
|