| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,916.0 |
2,857.0 |
-59.0 |
-2.0% |
2,897.0 |
| High |
2,916.0 |
2,900.0 |
-16.0 |
-0.5% |
2,960.0 |
| Low |
2,850.0 |
2,838.0 |
-12.0 |
-0.4% |
2,850.0 |
| Close |
2,870.0 |
2,855.0 |
-15.0 |
-0.5% |
2,870.0 |
| Range |
66.0 |
62.0 |
-4.0 |
-6.1% |
110.0 |
| ATR |
43.3 |
44.6 |
1.3 |
3.1% |
0.0 |
| Volume |
3,271 |
2,852 |
-419 |
-12.8% |
21,720 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.3 |
3,014.7 |
2,889.1 |
|
| R3 |
2,988.3 |
2,952.7 |
2,872.1 |
|
| R2 |
2,926.3 |
2,926.3 |
2,866.4 |
|
| R1 |
2,890.7 |
2,890.7 |
2,860.7 |
2,877.5 |
| PP |
2,864.3 |
2,864.3 |
2,864.3 |
2,857.8 |
| S1 |
2,828.7 |
2,828.7 |
2,849.3 |
2,815.5 |
| S2 |
2,802.3 |
2,802.3 |
2,843.6 |
|
| S3 |
2,740.3 |
2,766.7 |
2,838.0 |
|
| S4 |
2,678.3 |
2,704.7 |
2,820.9 |
|
|
| 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 |
2,838.0 |
122.0 |
4.3% |
54.6 |
1.9% |
14% |
False |
True |
4,807 |
| 10 |
2,960.0 |
2,838.0 |
122.0 |
4.3% |
46.3 |
1.6% |
14% |
False |
True |
2,542 |
| 20 |
2,999.0 |
2,838.0 |
161.0 |
5.6% |
37.8 |
1.3% |
11% |
False |
True |
1,398 |
| 40 |
2,999.0 |
2,685.0 |
314.0 |
11.0% |
36.2 |
1.3% |
54% |
False |
False |
826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,163.5 |
|
2.618 |
3,062.3 |
|
1.618 |
3,000.3 |
|
1.000 |
2,962.0 |
|
0.618 |
2,938.3 |
|
HIGH |
2,900.0 |
|
0.618 |
2,876.3 |
|
0.500 |
2,869.0 |
|
0.382 |
2,861.7 |
|
LOW |
2,838.0 |
|
0.618 |
2,799.7 |
|
1.000 |
2,776.0 |
|
1.618 |
2,737.7 |
|
2.618 |
2,675.7 |
|
4.250 |
2,574.5 |
|
|