| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,721.0 |
2,710.0 |
-11.0 |
-0.4% |
2,857.0 |
| High |
2,728.0 |
2,731.0 |
3.0 |
0.1% |
2,900.0 |
| Low |
2,648.0 |
2,591.0 |
-57.0 |
-2.2% |
2,796.0 |
| Close |
2,716.0 |
2,650.0 |
-66.0 |
-2.4% |
2,808.0 |
| Range |
80.0 |
140.0 |
60.0 |
75.0% |
104.0 |
| ATR |
49.6 |
56.1 |
6.5 |
13.0% |
0.0 |
| Volume |
69,956 |
79,677 |
9,721 |
13.9% |
23,256 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,077.3 |
3,003.7 |
2,727.0 |
|
| R3 |
2,937.3 |
2,863.7 |
2,688.5 |
|
| R2 |
2,797.3 |
2,797.3 |
2,675.7 |
|
| R1 |
2,723.7 |
2,723.7 |
2,662.8 |
2,690.5 |
| PP |
2,657.3 |
2,657.3 |
2,657.3 |
2,640.8 |
| S1 |
2,583.7 |
2,583.7 |
2,637.2 |
2,550.5 |
| S2 |
2,517.3 |
2,517.3 |
2,624.3 |
|
| S3 |
2,377.3 |
2,443.7 |
2,611.5 |
|
| S4 |
2,237.3 |
2,303.7 |
2,573.0 |
|
|
| 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 |
2,846.0 |
2,591.0 |
255.0 |
9.6% |
67.0 |
2.5% |
23% |
False |
True |
40,266 |
| 10 |
2,924.0 |
2,591.0 |
333.0 |
12.6% |
58.1 |
2.2% |
18% |
False |
True |
22,578 |
| 20 |
2,995.0 |
2,591.0 |
404.0 |
15.2% |
48.9 |
1.8% |
15% |
False |
True |
11,618 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
15.4% |
40.5 |
1.5% |
14% |
False |
True |
5,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,326.0 |
|
2.618 |
3,097.5 |
|
1.618 |
2,957.5 |
|
1.000 |
2,871.0 |
|
0.618 |
2,817.5 |
|
HIGH |
2,731.0 |
|
0.618 |
2,677.5 |
|
0.500 |
2,661.0 |
|
0.382 |
2,644.5 |
|
LOW |
2,591.0 |
|
0.618 |
2,504.5 |
|
1.000 |
2,451.0 |
|
1.618 |
2,364.5 |
|
2.618 |
2,224.5 |
|
4.250 |
1,996.0 |
|
|