| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,869.0 |
2,872.0 |
3.0 |
0.1% |
2,897.0 |
| High |
2,875.0 |
2,886.0 |
11.0 |
0.4% |
2,960.0 |
| Low |
2,833.0 |
2,854.0 |
21.0 |
0.7% |
2,850.0 |
| Close |
2,866.0 |
2,856.0 |
-10.0 |
-0.3% |
2,870.0 |
| Range |
42.0 |
32.0 |
-10.0 |
-23.8% |
110.0 |
| ATR |
44.4 |
43.5 |
-0.9 |
-2.0% |
0.0 |
| Volume |
2,124 |
2,226 |
102 |
4.8% |
21,720 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,961.3 |
2,940.7 |
2,873.6 |
|
| R3 |
2,929.3 |
2,908.7 |
2,864.8 |
|
| R2 |
2,897.3 |
2,897.3 |
2,861.9 |
|
| R1 |
2,876.7 |
2,876.7 |
2,858.9 |
2,871.0 |
| PP |
2,865.3 |
2,865.3 |
2,865.3 |
2,862.5 |
| S1 |
2,844.7 |
2,844.7 |
2,853.1 |
2,839.0 |
| S2 |
2,833.3 |
2,833.3 |
2,850.1 |
|
| S3 |
2,801.3 |
2,812.7 |
2,847.2 |
|
| S4 |
2,769.3 |
2,780.7 |
2,838.4 |
|
|
| 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% |
49.2 |
1.7% |
25% |
False |
False |
4,891 |
| 10 |
2,960.0 |
2,833.0 |
127.0 |
4.4% |
46.4 |
1.6% |
18% |
False |
False |
2,911 |
| 20 |
2,999.0 |
2,833.0 |
166.0 |
5.8% |
39.3 |
1.4% |
14% |
False |
False |
1,595 |
| 40 |
2,999.0 |
2,811.0 |
188.0 |
6.6% |
35.4 |
1.2% |
24% |
False |
False |
926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.0 |
|
2.618 |
2,969.8 |
|
1.618 |
2,937.8 |
|
1.000 |
2,918.0 |
|
0.618 |
2,905.8 |
|
HIGH |
2,886.0 |
|
0.618 |
2,873.8 |
|
0.500 |
2,870.0 |
|
0.382 |
2,866.2 |
|
LOW |
2,854.0 |
|
0.618 |
2,834.2 |
|
1.000 |
2,822.0 |
|
1.618 |
2,802.2 |
|
2.618 |
2,770.2 |
|
4.250 |
2,718.0 |
|
|