| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,857.0 |
2,869.0 |
12.0 |
0.4% |
2,897.0 |
| High |
2,900.0 |
2,875.0 |
-25.0 |
-0.9% |
2,960.0 |
| Low |
2,838.0 |
2,833.0 |
-5.0 |
-0.2% |
2,850.0 |
| Close |
2,855.0 |
2,866.0 |
11.0 |
0.4% |
2,870.0 |
| Range |
62.0 |
42.0 |
-20.0 |
-32.3% |
110.0 |
| ATR |
44.6 |
44.4 |
-0.2 |
-0.4% |
0.0 |
| Volume |
2,852 |
2,124 |
-728 |
-25.5% |
21,720 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.0 |
2,967.0 |
2,889.1 |
|
| R3 |
2,942.0 |
2,925.0 |
2,877.6 |
|
| R2 |
2,900.0 |
2,900.0 |
2,873.7 |
|
| R1 |
2,883.0 |
2,883.0 |
2,869.9 |
2,870.5 |
| PP |
2,858.0 |
2,858.0 |
2,858.0 |
2,851.8 |
| S1 |
2,841.0 |
2,841.0 |
2,862.2 |
2,828.5 |
| S2 |
2,816.0 |
2,816.0 |
2,858.3 |
|
| S3 |
2,774.0 |
2,799.0 |
2,854.5 |
|
| S4 |
2,732.0 |
2,757.0 |
2,842.9 |
|
|
| 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 |
2,924.0 |
2,833.0 |
91.0 |
3.2% |
48.2 |
1.7% |
36% |
False |
True |
4,797 |
| 10 |
2,960.0 |
2,833.0 |
127.0 |
4.4% |
47.8 |
1.7% |
26% |
False |
True |
2,737 |
| 20 |
2,999.0 |
2,833.0 |
166.0 |
5.8% |
38.9 |
1.4% |
20% |
False |
True |
1,500 |
| 40 |
2,999.0 |
2,728.0 |
271.0 |
9.5% |
36.4 |
1.3% |
51% |
False |
False |
876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.5 |
|
2.618 |
2,985.0 |
|
1.618 |
2,943.0 |
|
1.000 |
2,917.0 |
|
0.618 |
2,901.0 |
|
HIGH |
2,875.0 |
|
0.618 |
2,859.0 |
|
0.500 |
2,854.0 |
|
0.382 |
2,849.0 |
|
LOW |
2,833.0 |
|
0.618 |
2,807.0 |
|
1.000 |
2,791.0 |
|
1.618 |
2,765.0 |
|
2.618 |
2,723.0 |
|
4.250 |
2,654.5 |
|
|