| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,875.0 |
2,864.0 |
-11.0 |
-0.4% |
2,810.0 |
| High |
2,893.0 |
2,870.0 |
-23.0 |
-0.8% |
2,878.0 |
| Low |
2,859.0 |
2,835.0 |
-24.0 |
-0.8% |
2,773.0 |
| Close |
2,867.0 |
2,847.0 |
-20.0 |
-0.7% |
2,859.0 |
| Range |
34.0 |
35.0 |
1.0 |
2.9% |
105.0 |
| ATR |
37.1 |
36.9 |
-0.1 |
-0.4% |
0.0 |
| Volume |
62 |
271 |
209 |
337.1% |
6,288 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.7 |
2,936.3 |
2,866.3 |
|
| R3 |
2,920.7 |
2,901.3 |
2,856.6 |
|
| R2 |
2,885.7 |
2,885.7 |
2,853.4 |
|
| R1 |
2,866.3 |
2,866.3 |
2,850.2 |
2,858.5 |
| PP |
2,850.7 |
2,850.7 |
2,850.7 |
2,846.8 |
| S1 |
2,831.3 |
2,831.3 |
2,843.8 |
2,823.5 |
| S2 |
2,815.7 |
2,815.7 |
2,840.6 |
|
| S3 |
2,780.7 |
2,796.3 |
2,837.4 |
|
| S4 |
2,745.7 |
2,761.3 |
2,827.8 |
|
|
| 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 |
2,826.0 |
67.0 |
2.4% |
34.8 |
1.2% |
31% |
False |
False |
731 |
| 10 |
2,893.0 |
2,773.0 |
120.0 |
4.2% |
38.4 |
1.3% |
62% |
False |
False |
6,512 |
| 20 |
2,893.0 |
2,729.0 |
164.0 |
5.8% |
33.1 |
1.2% |
72% |
False |
False |
6,804 |
| 40 |
2,893.0 |
2,524.0 |
369.0 |
13.0% |
31.9 |
1.1% |
88% |
False |
False |
3,630 |
| 60 |
2,970.0 |
2,524.0 |
446.0 |
15.7% |
31.6 |
1.1% |
72% |
False |
False |
2,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.8 |
|
2.618 |
2,961.6 |
|
1.618 |
2,926.6 |
|
1.000 |
2,905.0 |
|
0.618 |
2,891.6 |
|
HIGH |
2,870.0 |
|
0.618 |
2,856.6 |
|
0.500 |
2,852.5 |
|
0.382 |
2,848.4 |
|
LOW |
2,835.0 |
|
0.618 |
2,813.4 |
|
1.000 |
2,800.0 |
|
1.618 |
2,778.4 |
|
2.618 |
2,743.4 |
|
4.250 |
2,686.3 |
|
|