| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,836.0 |
2,808.0 |
-28.0 |
-1.0% |
2,857.0 |
| High |
2,846.0 |
2,825.0 |
-21.0 |
-0.7% |
2,900.0 |
| Low |
2,811.0 |
2,796.0 |
-15.0 |
-0.5% |
2,796.0 |
| Close |
2,831.0 |
2,808.0 |
-23.0 |
-0.8% |
2,808.0 |
| Range |
35.0 |
29.0 |
-6.0 |
-17.1% |
104.0 |
| ATR |
43.7 |
43.0 |
-0.6 |
-1.4% |
0.0 |
| Volume |
8,695 |
7,359 |
-1,336 |
-15.4% |
23,256 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,896.7 |
2,881.3 |
2,824.0 |
|
| R3 |
2,867.7 |
2,852.3 |
2,816.0 |
|
| R2 |
2,838.7 |
2,838.7 |
2,813.3 |
|
| R1 |
2,823.3 |
2,823.3 |
2,810.7 |
2,822.5 |
| PP |
2,809.7 |
2,809.7 |
2,809.7 |
2,809.3 |
| S1 |
2,794.3 |
2,794.3 |
2,805.3 |
2,793.5 |
| S2 |
2,780.7 |
2,780.7 |
2,802.7 |
|
| S3 |
2,751.7 |
2,765.3 |
2,800.0 |
|
| S4 |
2,722.7 |
2,736.3 |
2,792.1 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,081.3 |
2,865.2 |
|
| R3 |
3,042.7 |
2,977.3 |
2,836.6 |
|
| R2 |
2,938.7 |
2,938.7 |
2,827.1 |
|
| R1 |
2,873.3 |
2,873.3 |
2,817.5 |
2,854.0 |
| PP |
2,834.7 |
2,834.7 |
2,834.7 |
2,825.0 |
| S1 |
2,769.3 |
2,769.3 |
2,798.5 |
2,750.0 |
| S2 |
2,730.7 |
2,730.7 |
2,788.9 |
|
| S3 |
2,626.7 |
2,665.3 |
2,779.4 |
|
| S4 |
2,522.7 |
2,561.3 |
2,750.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,900.0 |
2,796.0 |
104.0 |
3.7% |
40.0 |
1.4% |
12% |
False |
True |
4,651 |
| 10 |
2,960.0 |
2,796.0 |
164.0 |
5.8% |
46.5 |
1.7% |
7% |
False |
True |
4,497 |
| 20 |
2,999.0 |
2,796.0 |
203.0 |
7.2% |
38.4 |
1.4% |
6% |
False |
True |
2,365 |
| 40 |
2,999.0 |
2,796.0 |
203.0 |
7.2% |
35.4 |
1.3% |
6% |
False |
True |
1,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,948.3 |
|
2.618 |
2,900.9 |
|
1.618 |
2,871.9 |
|
1.000 |
2,854.0 |
|
0.618 |
2,842.9 |
|
HIGH |
2,825.0 |
|
0.618 |
2,813.9 |
|
0.500 |
2,810.5 |
|
0.382 |
2,807.1 |
|
LOW |
2,796.0 |
|
0.618 |
2,778.1 |
|
1.000 |
2,767.0 |
|
1.618 |
2,749.1 |
|
2.618 |
2,720.1 |
|
4.250 |
2,672.8 |
|
|