| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,766.0 |
2,785.0 |
19.0 |
0.7% |
2,799.0 |
| High |
2,794.0 |
2,843.0 |
49.0 |
1.8% |
2,819.0 |
| Low |
2,757.0 |
2,772.0 |
15.0 |
0.5% |
2,591.0 |
| Close |
2,786.0 |
2,834.0 |
48.0 |
1.7% |
2,717.0 |
| Range |
37.0 |
71.0 |
34.0 |
91.9% |
228.0 |
| ATR |
55.4 |
56.5 |
1.1 |
2.0% |
0.0 |
| Volume |
537 |
507 |
-30 |
-5.6% |
257,574 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.3 |
3,002.7 |
2,873.1 |
|
| R3 |
2,958.3 |
2,931.7 |
2,853.5 |
|
| R2 |
2,887.3 |
2,887.3 |
2,847.0 |
|
| R1 |
2,860.7 |
2,860.7 |
2,840.5 |
2,874.0 |
| PP |
2,816.3 |
2,816.3 |
2,816.3 |
2,823.0 |
| S1 |
2,789.7 |
2,789.7 |
2,827.5 |
2,803.0 |
| S2 |
2,745.3 |
2,745.3 |
2,821.0 |
|
| S3 |
2,674.3 |
2,718.7 |
2,814.5 |
|
| S4 |
2,603.3 |
2,647.7 |
2,795.0 |
|
|
| 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 |
2,843.0 |
2,700.0 |
143.0 |
5.0% |
51.0 |
1.8% |
94% |
True |
False |
5,235 |
| 10 |
2,843.0 |
2,591.0 |
252.0 |
8.9% |
62.8 |
2.2% |
96% |
True |
False |
26,662 |
| 20 |
2,960.0 |
2,591.0 |
369.0 |
13.0% |
55.1 |
1.9% |
66% |
False |
False |
15,217 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
43.7 |
1.5% |
60% |
False |
False |
7,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.8 |
|
2.618 |
3,028.9 |
|
1.618 |
2,957.9 |
|
1.000 |
2,914.0 |
|
0.618 |
2,886.9 |
|
HIGH |
2,843.0 |
|
0.618 |
2,815.9 |
|
0.500 |
2,807.5 |
|
0.382 |
2,799.1 |
|
LOW |
2,772.0 |
|
0.618 |
2,728.1 |
|
1.000 |
2,701.0 |
|
1.618 |
2,657.1 |
|
2.618 |
2,586.1 |
|
4.250 |
2,470.3 |
|
|