| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,808.0 |
2,799.0 |
-9.0 |
-0.3% |
2,857.0 |
| High |
2,825.0 |
2,819.0 |
-6.0 |
-0.2% |
2,900.0 |
| Low |
2,796.0 |
2,768.0 |
-28.0 |
-1.0% |
2,796.0 |
| Close |
2,808.0 |
2,776.0 |
-32.0 |
-1.1% |
2,808.0 |
| Range |
29.0 |
51.0 |
22.0 |
75.9% |
104.0 |
| ATR |
43.0 |
43.6 |
0.6 |
1.3% |
0.0 |
| Volume |
7,359 |
35,646 |
28,287 |
384.4% |
23,256 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.7 |
2,909.3 |
2,804.1 |
|
| R3 |
2,889.7 |
2,858.3 |
2,790.0 |
|
| R2 |
2,838.7 |
2,838.7 |
2,785.4 |
|
| R1 |
2,807.3 |
2,807.3 |
2,780.7 |
2,797.5 |
| PP |
2,787.7 |
2,787.7 |
2,787.7 |
2,782.8 |
| S1 |
2,756.3 |
2,756.3 |
2,771.3 |
2,746.5 |
| S2 |
2,736.7 |
2,736.7 |
2,766.7 |
|
| S3 |
2,685.7 |
2,705.3 |
2,762.0 |
|
| S4 |
2,634.7 |
2,654.3 |
2,748.0 |
|
|
| 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 |
2,886.0 |
2,768.0 |
118.0 |
4.3% |
37.8 |
1.4% |
7% |
False |
True |
11,210 |
| 10 |
2,960.0 |
2,768.0 |
192.0 |
6.9% |
46.2 |
1.7% |
4% |
False |
True |
8,008 |
| 20 |
2,999.0 |
2,768.0 |
231.0 |
8.3% |
39.4 |
1.4% |
3% |
False |
True |
4,145 |
| 40 |
2,999.0 |
2,768.0 |
231.0 |
8.3% |
36.3 |
1.3% |
3% |
False |
True |
2,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.8 |
|
2.618 |
2,952.5 |
|
1.618 |
2,901.5 |
|
1.000 |
2,870.0 |
|
0.618 |
2,850.5 |
|
HIGH |
2,819.0 |
|
0.618 |
2,799.5 |
|
0.500 |
2,793.5 |
|
0.382 |
2,787.5 |
|
LOW |
2,768.0 |
|
0.618 |
2,736.5 |
|
1.000 |
2,717.0 |
|
1.618 |
2,685.5 |
|
2.618 |
2,634.5 |
|
4.250 |
2,551.3 |
|
|