| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,737.0 |
2,788.0 |
51.0 |
1.9% |
2,799.0 |
| High |
2,791.0 |
2,805.0 |
14.0 |
0.5% |
2,819.0 |
| Low |
2,736.0 |
2,767.0 |
31.0 |
1.1% |
2,591.0 |
| Close |
2,780.0 |
2,779.0 |
-1.0 |
0.0% |
2,717.0 |
| Range |
55.0 |
38.0 |
-17.0 |
-30.9% |
228.0 |
| ATR |
58.3 |
56.8 |
-1.4 |
-2.5% |
0.0 |
| Volume |
243 |
405 |
162 |
66.7% |
257,574 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.7 |
2,876.3 |
2,799.9 |
|
| R3 |
2,859.7 |
2,838.3 |
2,789.5 |
|
| R2 |
2,821.7 |
2,821.7 |
2,786.0 |
|
| R1 |
2,800.3 |
2,800.3 |
2,782.5 |
2,792.0 |
| PP |
2,783.7 |
2,783.7 |
2,783.7 |
2,779.5 |
| S1 |
2,762.3 |
2,762.3 |
2,775.5 |
2,754.0 |
| S2 |
2,745.7 |
2,745.7 |
2,772.0 |
|
| S3 |
2,707.7 |
2,724.3 |
2,768.6 |
|
| S4 |
2,669.7 |
2,686.3 |
2,758.1 |
|
|
| 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 |
2,805.0 |
2,591.0 |
214.0 |
7.7% |
72.0 |
2.6% |
88% |
True |
False |
30,524 |
| 10 |
2,886.0 |
2,591.0 |
295.0 |
10.6% |
58.7 |
2.1% |
64% |
False |
False |
27,650 |
| 20 |
2,960.0 |
2,591.0 |
369.0 |
13.3% |
53.3 |
1.9% |
51% |
False |
False |
15,194 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
42.3 |
1.5% |
46% |
False |
False |
7,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.5 |
|
2.618 |
2,904.5 |
|
1.618 |
2,866.5 |
|
1.000 |
2,843.0 |
|
0.618 |
2,828.5 |
|
HIGH |
2,805.0 |
|
0.618 |
2,790.5 |
|
0.500 |
2,786.0 |
|
0.382 |
2,781.5 |
|
LOW |
2,767.0 |
|
0.618 |
2,743.5 |
|
1.000 |
2,729.0 |
|
1.618 |
2,705.5 |
|
2.618 |
2,667.5 |
|
4.250 |
2,605.5 |
|
|