| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,838.0 |
2,829.0 |
-9.0 |
-0.3% |
2,815.0 |
| High |
2,844.0 |
2,878.0 |
34.0 |
1.2% |
2,866.0 |
| Low |
2,795.0 |
2,826.0 |
31.0 |
1.1% |
2,794.0 |
| Close |
2,828.0 |
2,871.0 |
43.0 |
1.5% |
2,820.0 |
| Range |
49.0 |
52.0 |
3.0 |
6.1% |
72.0 |
| ATR |
38.0 |
39.0 |
1.0 |
2.6% |
0.0 |
| Volume |
468 |
1,221 |
753 |
160.9% |
100,389 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.3 |
2,994.7 |
2,899.6 |
|
| R3 |
2,962.3 |
2,942.7 |
2,885.3 |
|
| R2 |
2,910.3 |
2,910.3 |
2,880.5 |
|
| R1 |
2,890.7 |
2,890.7 |
2,875.8 |
2,900.5 |
| PP |
2,858.3 |
2,858.3 |
2,858.3 |
2,863.3 |
| S1 |
2,838.7 |
2,838.7 |
2,866.2 |
2,848.5 |
| S2 |
2,806.3 |
2,806.3 |
2,861.5 |
|
| S3 |
2,754.3 |
2,786.7 |
2,856.7 |
|
| S4 |
2,702.3 |
2,734.7 |
2,842.4 |
|
|
| 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 |
2,878.0 |
2,773.0 |
105.0 |
3.7% |
46.8 |
1.6% |
93% |
True |
False |
3,580 |
| 10 |
2,878.0 |
2,773.0 |
105.0 |
3.7% |
36.2 |
1.3% |
93% |
True |
False |
11,015 |
| 20 |
2,878.0 |
2,619.0 |
259.0 |
9.0% |
32.3 |
1.1% |
97% |
True |
False |
6,698 |
| 40 |
2,878.0 |
2,524.0 |
354.0 |
12.3% |
31.6 |
1.1% |
98% |
True |
False |
3,573 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.5% |
29.5 |
1.0% |
78% |
False |
False |
2,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,099.0 |
|
2.618 |
3,014.1 |
|
1.618 |
2,962.1 |
|
1.000 |
2,930.0 |
|
0.618 |
2,910.1 |
|
HIGH |
2,878.0 |
|
0.618 |
2,858.1 |
|
0.500 |
2,852.0 |
|
0.382 |
2,845.9 |
|
LOW |
2,826.0 |
|
0.618 |
2,793.9 |
|
1.000 |
2,774.0 |
|
1.618 |
2,741.9 |
|
2.618 |
2,689.9 |
|
4.250 |
2,605.0 |
|
|