| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,904.0 |
2,916.0 |
12.0 |
0.4% |
2,897.0 |
| High |
2,924.0 |
2,916.0 |
-8.0 |
-0.3% |
2,960.0 |
| Low |
2,880.0 |
2,850.0 |
-30.0 |
-1.0% |
2,850.0 |
| Close |
2,890.0 |
2,870.0 |
-20.0 |
-0.7% |
2,870.0 |
| Range |
44.0 |
66.0 |
22.0 |
50.0% |
110.0 |
| ATR |
41.5 |
43.3 |
1.7 |
4.2% |
0.0 |
| Volume |
13,983 |
3,271 |
-10,712 |
-76.6% |
21,720 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.7 |
3,039.3 |
2,906.3 |
|
| R3 |
3,010.7 |
2,973.3 |
2,888.2 |
|
| R2 |
2,944.7 |
2,944.7 |
2,882.1 |
|
| R1 |
2,907.3 |
2,907.3 |
2,876.1 |
2,893.0 |
| PP |
2,878.7 |
2,878.7 |
2,878.7 |
2,871.5 |
| S1 |
2,841.3 |
2,841.3 |
2,864.0 |
2,827.0 |
| S2 |
2,812.7 |
2,812.7 |
2,857.9 |
|
| S3 |
2,746.7 |
2,775.3 |
2,851.9 |
|
| S4 |
2,680.7 |
2,709.3 |
2,833.7 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,223.3 |
3,156.7 |
2,930.5 |
|
| R3 |
3,113.3 |
3,046.7 |
2,900.3 |
|
| R2 |
3,003.3 |
3,003.3 |
2,890.2 |
|
| R1 |
2,936.7 |
2,936.7 |
2,880.1 |
2,915.0 |
| PP |
2,893.3 |
2,893.3 |
2,893.3 |
2,882.5 |
| S1 |
2,826.7 |
2,826.7 |
2,859.9 |
2,805.0 |
| S2 |
2,783.3 |
2,783.3 |
2,849.8 |
|
| S3 |
2,673.3 |
2,716.7 |
2,839.8 |
|
| S4 |
2,563.3 |
2,606.7 |
2,809.5 |
|
|
| 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 |
2,850.0 |
110.0 |
3.8% |
53.0 |
1.8% |
18% |
False |
True |
4,344 |
| 10 |
2,984.0 |
2,850.0 |
134.0 |
4.7% |
45.5 |
1.6% |
15% |
False |
True |
2,337 |
| 20 |
2,999.0 |
2,850.0 |
149.0 |
5.2% |
35.3 |
1.2% |
13% |
False |
True |
1,259 |
| 40 |
2,999.0 |
2,680.0 |
319.0 |
11.1% |
35.3 |
1.2% |
60% |
False |
False |
763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.5 |
|
2.618 |
3,088.8 |
|
1.618 |
3,022.8 |
|
1.000 |
2,982.0 |
|
0.618 |
2,956.8 |
|
HIGH |
2,916.0 |
|
0.618 |
2,890.8 |
|
0.500 |
2,883.0 |
|
0.382 |
2,875.2 |
|
LOW |
2,850.0 |
|
0.618 |
2,809.2 |
|
1.000 |
2,784.0 |
|
1.618 |
2,743.2 |
|
2.618 |
2,677.2 |
|
4.250 |
2,569.5 |
|
|