| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,710.0 |
2,648.0 |
-62.0 |
-2.3% |
2,857.0 |
| High |
2,731.0 |
2,720.0 |
-11.0 |
-0.4% |
2,900.0 |
| Low |
2,591.0 |
2,647.0 |
56.0 |
2.2% |
2,796.0 |
| Close |
2,650.0 |
2,706.0 |
56.0 |
2.1% |
2,808.0 |
| Range |
140.0 |
73.0 |
-67.0 |
-47.9% |
104.0 |
| ATR |
56.1 |
57.3 |
1.2 |
2.2% |
0.0 |
| Volume |
79,677 |
47,810 |
-31,867 |
-40.0% |
23,256 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.0 |
2,881.0 |
2,746.2 |
|
| R3 |
2,837.0 |
2,808.0 |
2,726.1 |
|
| R2 |
2,764.0 |
2,764.0 |
2,719.4 |
|
| R1 |
2,735.0 |
2,735.0 |
2,712.7 |
2,749.5 |
| PP |
2,691.0 |
2,691.0 |
2,691.0 |
2,698.3 |
| S1 |
2,662.0 |
2,662.0 |
2,699.3 |
2,676.5 |
| S2 |
2,618.0 |
2,618.0 |
2,692.6 |
|
| S3 |
2,545.0 |
2,589.0 |
2,685.9 |
|
| S4 |
2,472.0 |
2,516.0 |
2,665.9 |
|
|
| 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 |
2,825.0 |
2,591.0 |
234.0 |
8.6% |
74.6 |
2.8% |
49% |
False |
False |
48,089 |
| 10 |
2,916.0 |
2,591.0 |
325.0 |
12.0% |
61.0 |
2.3% |
35% |
False |
False |
25,961 |
| 20 |
2,992.0 |
2,591.0 |
401.0 |
14.8% |
51.1 |
1.9% |
29% |
False |
False |
13,992 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
15.1% |
42.1 |
1.6% |
28% |
False |
False |
7,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.3 |
|
2.618 |
2,911.1 |
|
1.618 |
2,838.1 |
|
1.000 |
2,793.0 |
|
0.618 |
2,765.1 |
|
HIGH |
2,720.0 |
|
0.618 |
2,692.1 |
|
0.500 |
2,683.5 |
|
0.382 |
2,674.9 |
|
LOW |
2,647.0 |
|
0.618 |
2,601.9 |
|
1.000 |
2,574.0 |
|
1.618 |
2,528.9 |
|
2.618 |
2,455.9 |
|
4.250 |
2,336.8 |
|
|