Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,672.0 |
4,689.0 |
17.0 |
0.4% |
4,644.0 |
High |
4,684.0 |
4,722.0 |
38.0 |
0.8% |
4,657.0 |
Low |
4,653.0 |
4,689.0 |
36.0 |
0.8% |
4,484.0 |
Close |
4,669.0 |
4,721.0 |
52.0 |
1.1% |
4,647.0 |
Range |
31.0 |
33.0 |
2.0 |
6.5% |
173.0 |
ATR |
55.1 |
54.9 |
-0.1 |
-0.3% |
0.0 |
Volume |
27,019 |
27,145 |
126 |
0.5% |
335,951 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,809.7 |
4,798.3 |
4,739.2 |
|
R3 |
4,776.7 |
4,765.3 |
4,730.1 |
|
R2 |
4,743.7 |
4,743.7 |
4,727.1 |
|
R1 |
4,732.3 |
4,732.3 |
4,724.0 |
4,738.0 |
PP |
4,710.7 |
4,710.7 |
4,710.7 |
4,713.5 |
S1 |
4,699.3 |
4,699.3 |
4,718.0 |
4,705.0 |
S2 |
4,677.7 |
4,677.7 |
4,715.0 |
|
S3 |
4,644.7 |
4,666.3 |
4,711.9 |
|
S4 |
4,611.7 |
4,633.3 |
4,702.9 |
|
|
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 |
4,722.0 |
4,557.0 |
165.0 |
3.5% |
50.8 |
1.1% |
99% |
True |
False |
32,488 |
10 |
4,722.0 |
4,484.0 |
238.0 |
5.0% |
70.9 |
1.5% |
100% |
True |
False |
45,194 |
20 |
4,896.0 |
4,484.0 |
412.0 |
8.7% |
53.3 |
1.1% |
58% |
False |
False |
22,992 |
40 |
4,958.0 |
4,484.0 |
474.0 |
10.0% |
30.3 |
0.6% |
50% |
False |
False |
11,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,862.3 |
2.618 |
4,808.4 |
1.618 |
4,775.4 |
1.000 |
4,755.0 |
0.618 |
4,742.4 |
HIGH |
4,722.0 |
0.618 |
4,709.4 |
0.500 |
4,705.5 |
0.382 |
4,701.6 |
LOW |
4,689.0 |
0.618 |
4,668.6 |
1.000 |
4,656.0 |
1.618 |
4,635.6 |
2.618 |
4,602.6 |
4.250 |
4,548.8 |
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