Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,638.0 |
4,690.0 |
52.0 |
1.1% |
4,644.0 |
High |
4,664.0 |
4,699.0 |
35.0 |
0.8% |
4,657.0 |
Low |
4,618.0 |
4,655.0 |
37.0 |
0.8% |
4,484.0 |
Close |
4,663.0 |
4,675.0 |
12.0 |
0.3% |
4,647.0 |
Range |
46.0 |
44.0 |
-2.0 |
-4.3% |
173.0 |
ATR |
57.9 |
56.9 |
-1.0 |
-1.7% |
0.0 |
Volume |
26,671 |
30,819 |
4,148 |
15.6% |
335,951 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,808.3 |
4,785.7 |
4,699.2 |
|
R3 |
4,764.3 |
4,741.7 |
4,687.1 |
|
R2 |
4,720.3 |
4,720.3 |
4,683.1 |
|
R1 |
4,697.7 |
4,697.7 |
4,679.0 |
4,687.0 |
PP |
4,676.3 |
4,676.3 |
4,676.3 |
4,671.0 |
S1 |
4,653.7 |
4,653.7 |
4,671.0 |
4,643.0 |
S2 |
4,632.3 |
4,632.3 |
4,666.9 |
|
S3 |
4,588.3 |
4,609.7 |
4,662.9 |
|
S4 |
4,544.3 |
4,565.7 |
4,650.8 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,115.0 |
5,054.0 |
4,742.2 |
|
R3 |
4,942.0 |
4,881.0 |
4,694.6 |
|
R2 |
4,769.0 |
4,769.0 |
4,678.7 |
|
R1 |
4,708.0 |
4,708.0 |
4,662.9 |
4,738.5 |
PP |
4,596.0 |
4,596.0 |
4,596.0 |
4,611.3 |
S1 |
4,535.0 |
4,535.0 |
4,631.1 |
4,565.5 |
S2 |
4,423.0 |
4,423.0 |
4,615.3 |
|
S3 |
4,250.0 |
4,362.0 |
4,599.4 |
|
S4 |
4,077.0 |
4,189.0 |
4,551.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,699.0 |
4,484.0 |
215.0 |
4.6% |
77.8 |
1.7% |
89% |
True |
False |
47,479 |
10 |
4,846.0 |
4,484.0 |
362.0 |
7.7% |
78.5 |
1.7% |
53% |
False |
False |
40,326 |
20 |
4,896.0 |
4,484.0 |
412.0 |
8.8% |
50.1 |
1.1% |
46% |
False |
False |
20,284 |
40 |
4,958.0 |
4,484.0 |
474.0 |
10.1% |
28.7 |
0.6% |
40% |
False |
False |
10,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,886.0 |
2.618 |
4,814.2 |
1.618 |
4,770.2 |
1.000 |
4,743.0 |
0.618 |
4,726.2 |
HIGH |
4,699.0 |
0.618 |
4,682.2 |
0.500 |
4,677.0 |
0.382 |
4,671.8 |
LOW |
4,655.0 |
0.618 |
4,627.8 |
1.000 |
4,611.0 |
1.618 |
4,583.8 |
2.618 |
4,539.8 |
4.250 |
4,468.0 |
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