| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,873.0 |
2,904.0 |
31.0 |
1.1% |
2,984.0 |
| High |
2,893.0 |
2,924.0 |
31.0 |
1.1% |
2,984.0 |
| Low |
2,866.0 |
2,880.0 |
14.0 |
0.5% |
2,855.0 |
| Close |
2,883.0 |
2,890.0 |
7.0 |
0.2% |
2,904.0 |
| Range |
27.0 |
44.0 |
17.0 |
63.0% |
129.0 |
| ATR |
41.3 |
41.5 |
0.2 |
0.5% |
0.0 |
| Volume |
1,755 |
13,983 |
12,228 |
696.8% |
1,656 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,030.0 |
3,004.0 |
2,914.2 |
|
| R3 |
2,986.0 |
2,960.0 |
2,902.1 |
|
| R2 |
2,942.0 |
2,942.0 |
2,898.1 |
|
| R1 |
2,916.0 |
2,916.0 |
2,894.0 |
2,907.0 |
| PP |
2,898.0 |
2,898.0 |
2,898.0 |
2,893.5 |
| S1 |
2,872.0 |
2,872.0 |
2,886.0 |
2,863.0 |
| S2 |
2,854.0 |
2,854.0 |
2,881.9 |
|
| S3 |
2,810.0 |
2,828.0 |
2,877.9 |
|
| S4 |
2,766.0 |
2,784.0 |
2,865.8 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,301.3 |
3,231.7 |
2,975.0 |
|
| R3 |
3,172.3 |
3,102.7 |
2,939.5 |
|
| R2 |
3,043.3 |
3,043.3 |
2,927.7 |
|
| R1 |
2,973.7 |
2,973.7 |
2,915.8 |
2,944.0 |
| PP |
2,914.3 |
2,914.3 |
2,914.3 |
2,899.5 |
| S1 |
2,844.7 |
2,844.7 |
2,892.2 |
2,815.0 |
| S2 |
2,785.3 |
2,785.3 |
2,880.4 |
|
| S3 |
2,656.3 |
2,715.7 |
2,868.5 |
|
| S4 |
2,527.3 |
2,586.7 |
2,833.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,960.0 |
2,866.0 |
94.0 |
3.3% |
47.2 |
1.6% |
26% |
False |
False |
3,712 |
| 10 |
2,992.0 |
2,855.0 |
137.0 |
4.7% |
41.1 |
1.4% |
26% |
False |
False |
2,022 |
| 20 |
2,999.0 |
2,855.0 |
144.0 |
5.0% |
33.1 |
1.1% |
24% |
False |
False |
1,103 |
| 40 |
2,999.0 |
2,680.0 |
319.0 |
11.0% |
34.1 |
1.2% |
66% |
False |
False |
681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,111.0 |
|
2.618 |
3,039.2 |
|
1.618 |
2,995.2 |
|
1.000 |
2,968.0 |
|
0.618 |
2,951.2 |
|
HIGH |
2,924.0 |
|
0.618 |
2,907.2 |
|
0.500 |
2,902.0 |
|
0.382 |
2,896.8 |
|
LOW |
2,880.0 |
|
0.618 |
2,852.8 |
|
1.000 |
2,836.0 |
|
1.618 |
2,808.8 |
|
2.618 |
2,764.8 |
|
4.250 |
2,693.0 |
|
|