| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,799.0 |
2,721.0 |
-78.0 |
-2.8% |
2,857.0 |
| High |
2,819.0 |
2,728.0 |
-91.0 |
-3.2% |
2,900.0 |
| Low |
2,768.0 |
2,648.0 |
-120.0 |
-4.3% |
2,796.0 |
| Close |
2,776.0 |
2,716.0 |
-60.0 |
-2.2% |
2,808.0 |
| Range |
51.0 |
80.0 |
29.0 |
56.9% |
104.0 |
| ATR |
43.6 |
49.6 |
6.0 |
13.8% |
0.0 |
| Volume |
35,646 |
69,956 |
34,310 |
96.3% |
23,256 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.3 |
2,906.7 |
2,760.0 |
|
| R3 |
2,857.3 |
2,826.7 |
2,738.0 |
|
| R2 |
2,777.3 |
2,777.3 |
2,730.7 |
|
| R1 |
2,746.7 |
2,746.7 |
2,723.3 |
2,722.0 |
| PP |
2,697.3 |
2,697.3 |
2,697.3 |
2,685.0 |
| S1 |
2,666.7 |
2,666.7 |
2,708.7 |
2,642.0 |
| S2 |
2,617.3 |
2,617.3 |
2,701.3 |
|
| S3 |
2,537.3 |
2,586.7 |
2,694.0 |
|
| S4 |
2,457.3 |
2,506.7 |
2,672.0 |
|
|
| 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 |
2,648.0 |
238.0 |
8.8% |
45.4 |
1.7% |
29% |
False |
True |
24,776 |
| 10 |
2,924.0 |
2,648.0 |
276.0 |
10.2% |
46.8 |
1.7% |
25% |
False |
True |
14,786 |
| 20 |
2,999.0 |
2,648.0 |
351.0 |
12.9% |
43.3 |
1.6% |
19% |
False |
True |
7,643 |
| 40 |
2,999.0 |
2,648.0 |
351.0 |
12.9% |
37.8 |
1.4% |
19% |
False |
True |
3,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,068.0 |
|
2.618 |
2,937.4 |
|
1.618 |
2,857.4 |
|
1.000 |
2,808.0 |
|
0.618 |
2,777.4 |
|
HIGH |
2,728.0 |
|
0.618 |
2,697.4 |
|
0.500 |
2,688.0 |
|
0.382 |
2,678.6 |
|
LOW |
2,648.0 |
|
0.618 |
2,598.6 |
|
1.000 |
2,568.0 |
|
1.618 |
2,518.6 |
|
2.618 |
2,438.6 |
|
4.250 |
2,308.0 |
|
|