| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,872.0 |
2,836.0 |
-36.0 |
-1.3% |
2,897.0 |
| High |
2,886.0 |
2,846.0 |
-40.0 |
-1.4% |
2,960.0 |
| Low |
2,854.0 |
2,811.0 |
-43.0 |
-1.5% |
2,850.0 |
| Close |
2,856.0 |
2,831.0 |
-25.0 |
-0.9% |
2,870.0 |
| Range |
32.0 |
35.0 |
3.0 |
9.4% |
110.0 |
| ATR |
43.5 |
43.7 |
0.1 |
0.2% |
0.0 |
| Volume |
2,226 |
8,695 |
6,469 |
290.6% |
21,720 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.3 |
2,917.7 |
2,850.3 |
|
| R3 |
2,899.3 |
2,882.7 |
2,840.6 |
|
| R2 |
2,864.3 |
2,864.3 |
2,837.4 |
|
| R1 |
2,847.7 |
2,847.7 |
2,834.2 |
2,838.5 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,824.8 |
| S1 |
2,812.7 |
2,812.7 |
2,827.8 |
2,803.5 |
| S2 |
2,794.3 |
2,794.3 |
2,824.6 |
|
| S3 |
2,759.3 |
2,777.7 |
2,821.4 |
|
| S4 |
2,724.3 |
2,742.7 |
2,811.8 |
|
|
| 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 |
2,916.0 |
2,811.0 |
105.0 |
3.7% |
47.4 |
1.7% |
19% |
False |
True |
3,833 |
| 10 |
2,960.0 |
2,811.0 |
149.0 |
5.3% |
47.3 |
1.7% |
13% |
False |
True |
3,773 |
| 20 |
2,999.0 |
2,811.0 |
188.0 |
6.6% |
39.7 |
1.4% |
11% |
False |
True |
2,001 |
| 40 |
2,999.0 |
2,811.0 |
188.0 |
6.6% |
35.8 |
1.3% |
11% |
False |
True |
1,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.8 |
|
2.618 |
2,937.6 |
|
1.618 |
2,902.6 |
|
1.000 |
2,881.0 |
|
0.618 |
2,867.6 |
|
HIGH |
2,846.0 |
|
0.618 |
2,832.6 |
|
0.500 |
2,828.5 |
|
0.382 |
2,824.4 |
|
LOW |
2,811.0 |
|
0.618 |
2,789.4 |
|
1.000 |
2,776.0 |
|
1.618 |
2,754.4 |
|
2.618 |
2,719.4 |
|
4.250 |
2,662.3 |
|
|