Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
4,750.0 |
4,804.0 |
54.0 |
1.1% |
4,638.0 |
High |
4,784.0 |
4,863.0 |
79.0 |
1.7% |
4,790.0 |
Low |
4,742.0 |
4,797.0 |
55.0 |
1.2% |
4,618.0 |
Close |
4,782.0 |
4,841.0 |
59.0 |
1.2% |
4,773.0 |
Range |
42.0 |
66.0 |
24.0 |
57.1% |
172.0 |
ATR |
53.2 |
55.1 |
2.0 |
3.7% |
0.0 |
Volume |
30,199 |
34,549 |
4,350 |
14.4% |
143,468 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.7 |
5,002.3 |
4,877.3 |
|
R3 |
4,965.7 |
4,936.3 |
4,859.2 |
|
R2 |
4,899.7 |
4,899.7 |
4,853.1 |
|
R1 |
4,870.3 |
4,870.3 |
4,847.1 |
4,885.0 |
PP |
4,833.7 |
4,833.7 |
4,833.7 |
4,841.0 |
S1 |
4,804.3 |
4,804.3 |
4,835.0 |
4,819.0 |
S2 |
4,767.7 |
4,767.7 |
4,828.9 |
|
S3 |
4,701.7 |
4,738.3 |
4,822.9 |
|
S4 |
4,635.7 |
4,672.3 |
4,804.7 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,243.0 |
5,180.0 |
4,867.6 |
|
R3 |
5,071.0 |
5,008.0 |
4,820.3 |
|
R2 |
4,899.0 |
4,899.0 |
4,804.5 |
|
R1 |
4,836.0 |
4,836.0 |
4,788.8 |
4,867.5 |
PP |
4,727.0 |
4,727.0 |
4,727.0 |
4,742.8 |
S1 |
4,664.0 |
4,664.0 |
4,757.2 |
4,695.5 |
S2 |
4,555.0 |
4,555.0 |
4,741.5 |
|
S3 |
4,383.0 |
4,492.0 |
4,725.7 |
|
S4 |
4,211.0 |
4,320.0 |
4,678.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,863.0 |
4,689.0 |
174.0 |
3.6% |
43.2 |
0.9% |
87% |
True |
False |
28,860 |
10 |
4,863.0 |
4,484.0 |
379.0 |
7.8% |
52.7 |
1.1% |
94% |
True |
False |
32,857 |
20 |
4,896.0 |
4,484.0 |
412.0 |
8.5% |
58.0 |
1.2% |
87% |
False |
False |
28,833 |
40 |
4,958.0 |
4,484.0 |
474.0 |
9.8% |
34.8 |
0.7% |
75% |
False |
False |
14,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,143.5 |
2.618 |
5,035.8 |
1.618 |
4,969.8 |
1.000 |
4,929.0 |
0.618 |
4,903.8 |
HIGH |
4,863.0 |
0.618 |
4,837.8 |
0.500 |
4,830.0 |
0.382 |
4,822.2 |
LOW |
4,797.0 |
0.618 |
4,756.2 |
1.000 |
4,731.0 |
1.618 |
4,690.2 |
2.618 |
4,624.2 |
4.250 |
4,516.5 |
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