Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,690.0 |
4,672.0 |
-18.0 |
-0.4% |
4,644.0 |
High |
4,699.0 |
4,684.0 |
-15.0 |
-0.3% |
4,657.0 |
Low |
4,655.0 |
4,653.0 |
-2.0 |
0.0% |
4,484.0 |
Close |
4,675.0 |
4,669.0 |
-6.0 |
-0.1% |
4,647.0 |
Range |
44.0 |
31.0 |
-13.0 |
-29.5% |
173.0 |
ATR |
56.9 |
55.1 |
-1.9 |
-3.3% |
0.0 |
Volume |
30,819 |
27,019 |
-3,800 |
-12.3% |
335,951 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,761.7 |
4,746.3 |
4,686.1 |
|
R3 |
4,730.7 |
4,715.3 |
4,677.5 |
|
R2 |
4,699.7 |
4,699.7 |
4,674.7 |
|
R1 |
4,684.3 |
4,684.3 |
4,671.8 |
4,676.5 |
PP |
4,668.7 |
4,668.7 |
4,668.7 |
4,664.8 |
S1 |
4,653.3 |
4,653.3 |
4,666.2 |
4,645.5 |
S2 |
4,637.7 |
4,637.7 |
4,663.3 |
|
S3 |
4,606.7 |
4,622.3 |
4,660.5 |
|
S4 |
4,575.7 |
4,591.3 |
4,652.0 |
|
|
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% |
62.2 |
1.3% |
86% |
False |
False |
36,853 |
10 |
4,801.0 |
4,484.0 |
317.0 |
6.8% |
76.5 |
1.6% |
58% |
False |
False |
42,802 |
20 |
4,896.0 |
4,484.0 |
412.0 |
8.8% |
51.7 |
1.1% |
45% |
False |
False |
21,635 |
40 |
4,958.0 |
4,484.0 |
474.0 |
10.2% |
29.5 |
0.6% |
39% |
False |
False |
10,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,815.8 |
2.618 |
4,765.2 |
1.618 |
4,734.2 |
1.000 |
4,715.0 |
0.618 |
4,703.2 |
HIGH |
4,684.0 |
0.618 |
4,672.2 |
0.500 |
4,668.5 |
0.382 |
4,664.8 |
LOW |
4,653.0 |
0.618 |
4,633.8 |
1.000 |
4,622.0 |
1.618 |
4,602.8 |
2.618 |
4,571.8 |
4.250 |
4,521.3 |
|
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