| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,829.0 |
2,859.0 |
30.0 |
1.1% |
2,810.0 |
| High |
2,878.0 |
2,875.0 |
-3.0 |
-0.1% |
2,878.0 |
| Low |
2,826.0 |
2,853.0 |
27.0 |
1.0% |
2,773.0 |
| Close |
2,871.0 |
2,859.0 |
-12.0 |
-0.4% |
2,859.0 |
| Range |
52.0 |
22.0 |
-30.0 |
-57.7% |
105.0 |
| ATR |
39.0 |
37.8 |
-1.2 |
-3.1% |
0.0 |
| Volume |
1,221 |
740 |
-481 |
-39.4% |
6,288 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.3 |
2,915.7 |
2,871.1 |
|
| R3 |
2,906.3 |
2,893.7 |
2,865.1 |
|
| R2 |
2,884.3 |
2,884.3 |
2,863.0 |
|
| R1 |
2,871.7 |
2,871.7 |
2,861.0 |
2,870.0 |
| PP |
2,862.3 |
2,862.3 |
2,862.3 |
2,861.5 |
| S1 |
2,849.7 |
2,849.7 |
2,857.0 |
2,848.0 |
| S2 |
2,840.3 |
2,840.3 |
2,855.0 |
|
| S3 |
2,818.3 |
2,827.7 |
2,853.0 |
|
| S4 |
2,796.3 |
2,805.7 |
2,846.9 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,151.7 |
3,110.3 |
2,916.8 |
|
| R3 |
3,046.7 |
3,005.3 |
2,887.9 |
|
| R2 |
2,941.7 |
2,941.7 |
2,878.3 |
|
| R1 |
2,900.3 |
2,900.3 |
2,868.6 |
2,921.0 |
| PP |
2,836.7 |
2,836.7 |
2,836.7 |
2,847.0 |
| S1 |
2,795.3 |
2,795.3 |
2,849.4 |
2,816.0 |
| S2 |
2,731.7 |
2,731.7 |
2,839.8 |
|
| S3 |
2,626.7 |
2,690.3 |
2,830.1 |
|
| S4 |
2,521.7 |
2,585.3 |
2,801.3 |
|
|
| 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% |
42.0 |
1.5% |
82% |
False |
False |
1,257 |
| 10 |
2,878.0 |
2,773.0 |
105.0 |
3.7% |
35.6 |
1.2% |
82% |
False |
False |
10,667 |
| 20 |
2,878.0 |
2,675.0 |
203.0 |
7.1% |
32.1 |
1.1% |
91% |
False |
False |
6,735 |
| 40 |
2,878.0 |
2,524.0 |
354.0 |
12.4% |
30.9 |
1.1% |
95% |
False |
False |
3,590 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.6% |
29.9 |
1.0% |
75% |
False |
False |
2,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.5 |
|
2.618 |
2,932.6 |
|
1.618 |
2,910.6 |
|
1.000 |
2,897.0 |
|
0.618 |
2,888.6 |
|
HIGH |
2,875.0 |
|
0.618 |
2,866.6 |
|
0.500 |
2,864.0 |
|
0.382 |
2,861.4 |
|
LOW |
2,853.0 |
|
0.618 |
2,839.4 |
|
1.000 |
2,831.0 |
|
1.618 |
2,817.4 |
|
2.618 |
2,795.4 |
|
4.250 |
2,759.5 |
|
|