| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,878.0 |
19.0 |
0.7% |
2,810.0 |
| High |
2,875.0 |
2,887.0 |
12.0 |
0.4% |
2,878.0 |
| Low |
2,853.0 |
2,856.0 |
3.0 |
0.1% |
2,773.0 |
| Close |
2,859.0 |
2,873.0 |
14.0 |
0.5% |
2,859.0 |
| Range |
22.0 |
31.0 |
9.0 |
40.9% |
105.0 |
| ATR |
37.8 |
37.3 |
-0.5 |
-1.3% |
0.0 |
| Volume |
740 |
1,363 |
623 |
84.2% |
6,288 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,965.0 |
2,950.0 |
2,890.1 |
|
| R3 |
2,934.0 |
2,919.0 |
2,881.5 |
|
| R2 |
2,903.0 |
2,903.0 |
2,878.7 |
|
| R1 |
2,888.0 |
2,888.0 |
2,875.8 |
2,880.0 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,868.0 |
| S1 |
2,857.0 |
2,857.0 |
2,870.2 |
2,849.0 |
| S2 |
2,841.0 |
2,841.0 |
2,867.3 |
|
| S3 |
2,810.0 |
2,826.0 |
2,864.5 |
|
| S4 |
2,779.0 |
2,795.0 |
2,856.0 |
|
|
| 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 |
2,887.0 |
2,795.0 |
92.0 |
3.2% |
38.6 |
1.3% |
85% |
True |
False |
805 |
| 10 |
2,887.0 |
2,773.0 |
114.0 |
4.0% |
36.6 |
1.3% |
88% |
True |
False |
9,832 |
| 20 |
2,887.0 |
2,694.0 |
193.0 |
6.7% |
32.4 |
1.1% |
93% |
True |
False |
6,802 |
| 40 |
2,887.0 |
2,524.0 |
363.0 |
12.6% |
30.6 |
1.1% |
96% |
True |
False |
3,623 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.5% |
30.4 |
1.1% |
78% |
False |
False |
2,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.8 |
|
2.618 |
2,968.2 |
|
1.618 |
2,937.2 |
|
1.000 |
2,918.0 |
|
0.618 |
2,906.2 |
|
HIGH |
2,887.0 |
|
0.618 |
2,875.2 |
|
0.500 |
2,871.5 |
|
0.382 |
2,867.8 |
|
LOW |
2,856.0 |
|
0.618 |
2,836.8 |
|
1.000 |
2,825.0 |
|
1.618 |
2,805.8 |
|
2.618 |
2,774.8 |
|
4.250 |
2,724.3 |
|
|