| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,816.0 |
2,838.0 |
22.0 |
0.8% |
2,815.0 |
| High |
2,850.0 |
2,844.0 |
-6.0 |
-0.2% |
2,866.0 |
| Low |
2,811.0 |
2,795.0 |
-16.0 |
-0.6% |
2,794.0 |
| Close |
2,837.0 |
2,828.0 |
-9.0 |
-0.3% |
2,820.0 |
| Range |
39.0 |
49.0 |
10.0 |
25.6% |
72.0 |
| ATR |
37.2 |
38.0 |
0.8 |
2.3% |
0.0 |
| Volume |
234 |
468 |
234 |
100.0% |
100,389 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,947.7 |
2,855.0 |
|
| R3 |
2,920.3 |
2,898.7 |
2,841.5 |
|
| R2 |
2,871.3 |
2,871.3 |
2,837.0 |
|
| R1 |
2,849.7 |
2,849.7 |
2,832.5 |
2,836.0 |
| PP |
2,822.3 |
2,822.3 |
2,822.3 |
2,815.5 |
| S1 |
2,800.7 |
2,800.7 |
2,823.5 |
2,787.0 |
| S2 |
2,773.3 |
2,773.3 |
2,819.0 |
|
| S3 |
2,724.3 |
2,751.7 |
2,814.5 |
|
| S4 |
2,675.3 |
2,702.7 |
2,801.1 |
|
|
| 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 |
2,856.0 |
2,773.0 |
83.0 |
2.9% |
42.0 |
1.5% |
66% |
False |
False |
12,294 |
| 10 |
2,866.0 |
2,773.0 |
93.0 |
3.3% |
33.9 |
1.2% |
59% |
False |
False |
11,279 |
| 20 |
2,866.0 |
2,603.0 |
263.0 |
9.3% |
32.7 |
1.2% |
86% |
False |
False |
6,695 |
| 40 |
2,866.0 |
2,524.0 |
342.0 |
12.1% |
32.2 |
1.1% |
89% |
False |
False |
3,551 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.8% |
28.7 |
1.0% |
68% |
False |
False |
2,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.3 |
|
2.618 |
2,972.3 |
|
1.618 |
2,923.3 |
|
1.000 |
2,893.0 |
|
0.618 |
2,874.3 |
|
HIGH |
2,844.0 |
|
0.618 |
2,825.3 |
|
0.500 |
2,819.5 |
|
0.382 |
2,813.7 |
|
LOW |
2,795.0 |
|
0.618 |
2,764.7 |
|
1.000 |
2,746.0 |
|
1.618 |
2,715.7 |
|
2.618 |
2,666.7 |
|
4.250 |
2,586.8 |
|
|