| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,648.0 |
2,726.0 |
78.0 |
2.9% |
2,799.0 |
| High |
2,720.0 |
2,754.0 |
34.0 |
1.3% |
2,819.0 |
| Low |
2,647.0 |
2,700.0 |
53.0 |
2.0% |
2,591.0 |
| Close |
2,706.0 |
2,717.0 |
11.0 |
0.4% |
2,717.0 |
| Range |
73.0 |
54.0 |
-19.0 |
-26.0% |
228.0 |
| ATR |
57.3 |
57.1 |
-0.2 |
-0.4% |
0.0 |
| Volume |
47,810 |
24,485 |
-23,325 |
-48.8% |
257,574 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.7 |
2,855.3 |
2,746.7 |
|
| R3 |
2,831.7 |
2,801.3 |
2,731.9 |
|
| R2 |
2,777.7 |
2,777.7 |
2,726.9 |
|
| R1 |
2,747.3 |
2,747.3 |
2,722.0 |
2,735.5 |
| PP |
2,723.7 |
2,723.7 |
2,723.7 |
2,717.8 |
| S1 |
2,693.3 |
2,693.3 |
2,712.1 |
2,681.5 |
| S2 |
2,669.7 |
2,669.7 |
2,707.1 |
|
| S3 |
2,615.7 |
2,639.3 |
2,702.2 |
|
| S4 |
2,561.7 |
2,585.3 |
2,687.3 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.0 |
3,283.0 |
2,842.4 |
|
| R3 |
3,165.0 |
3,055.0 |
2,779.7 |
|
| R2 |
2,937.0 |
2,937.0 |
2,758.8 |
|
| R1 |
2,827.0 |
2,827.0 |
2,737.9 |
2,768.0 |
| PP |
2,709.0 |
2,709.0 |
2,709.0 |
2,679.5 |
| S1 |
2,599.0 |
2,599.0 |
2,696.1 |
2,540.0 |
| S2 |
2,481.0 |
2,481.0 |
2,675.2 |
|
| S3 |
2,253.0 |
2,371.0 |
2,654.3 |
|
| S4 |
2,025.0 |
2,143.0 |
2,591.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,819.0 |
2,591.0 |
228.0 |
8.4% |
79.6 |
2.9% |
55% |
False |
False |
51,514 |
| 10 |
2,900.0 |
2,591.0 |
309.0 |
11.4% |
59.8 |
2.2% |
41% |
False |
False |
28,083 |
| 20 |
2,984.0 |
2,591.0 |
393.0 |
14.5% |
52.7 |
1.9% |
32% |
False |
False |
15,210 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
15.0% |
41.9 |
1.5% |
31% |
False |
False |
7,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.5 |
|
2.618 |
2,895.4 |
|
1.618 |
2,841.4 |
|
1.000 |
2,808.0 |
|
0.618 |
2,787.4 |
|
HIGH |
2,754.0 |
|
0.618 |
2,733.4 |
|
0.500 |
2,727.0 |
|
0.382 |
2,720.6 |
|
LOW |
2,700.0 |
|
0.618 |
2,666.6 |
|
1.000 |
2,646.0 |
|
1.618 |
2,612.6 |
|
2.618 |
2,558.6 |
|
4.250 |
2,470.5 |
|
|