| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,878.0 |
2,875.0 |
-3.0 |
-0.1% |
2,810.0 |
| High |
2,887.0 |
2,893.0 |
6.0 |
0.2% |
2,878.0 |
| Low |
2,856.0 |
2,859.0 |
3.0 |
0.1% |
2,773.0 |
| Close |
2,873.0 |
2,867.0 |
-6.0 |
-0.2% |
2,859.0 |
| Range |
31.0 |
34.0 |
3.0 |
9.7% |
105.0 |
| ATR |
37.3 |
37.1 |
-0.2 |
-0.6% |
0.0 |
| Volume |
1,363 |
62 |
-1,301 |
-95.5% |
6,288 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,955.0 |
2,885.7 |
|
| R3 |
2,941.0 |
2,921.0 |
2,876.4 |
|
| R2 |
2,907.0 |
2,907.0 |
2,873.2 |
|
| R1 |
2,887.0 |
2,887.0 |
2,870.1 |
2,880.0 |
| PP |
2,873.0 |
2,873.0 |
2,873.0 |
2,869.5 |
| S1 |
2,853.0 |
2,853.0 |
2,863.9 |
2,846.0 |
| S2 |
2,839.0 |
2,839.0 |
2,860.8 |
|
| S3 |
2,805.0 |
2,819.0 |
2,857.7 |
|
| S4 |
2,771.0 |
2,785.0 |
2,848.3 |
|
|
| 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 |
2,893.0 |
2,795.0 |
98.0 |
3.4% |
37.6 |
1.3% |
73% |
True |
False |
770 |
| 10 |
2,893.0 |
2,773.0 |
120.0 |
4.2% |
37.2 |
1.3% |
78% |
True |
False |
7,859 |
| 20 |
2,893.0 |
2,712.0 |
181.0 |
6.3% |
33.0 |
1.1% |
86% |
True |
False |
6,796 |
| 40 |
2,893.0 |
2,524.0 |
369.0 |
12.9% |
31.5 |
1.1% |
93% |
True |
False |
3,624 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.6% |
31.0 |
1.1% |
77% |
False |
False |
2,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,037.5 |
|
2.618 |
2,982.0 |
|
1.618 |
2,948.0 |
|
1.000 |
2,927.0 |
|
0.618 |
2,914.0 |
|
HIGH |
2,893.0 |
|
0.618 |
2,880.0 |
|
0.500 |
2,876.0 |
|
0.382 |
2,872.0 |
|
LOW |
2,859.0 |
|
0.618 |
2,838.0 |
|
1.000 |
2,825.0 |
|
1.618 |
2,804.0 |
|
2.618 |
2,770.0 |
|
4.250 |
2,714.5 |
|
|