| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,831.0 |
2,841.0 |
10.0 |
0.4% |
2,737.0 |
| High |
2,848.0 |
2,844.0 |
-4.0 |
-0.1% |
2,850.0 |
| Low |
2,824.0 |
2,808.0 |
-16.0 |
-0.6% |
2,736.0 |
| Close |
2,836.0 |
2,834.0 |
-2.0 |
-0.1% |
2,837.0 |
| Range |
24.0 |
36.0 |
12.0 |
50.0% |
114.0 |
| ATR |
51.8 |
50.6 |
-1.1 |
-2.2% |
0.0 |
| Volume |
196 |
133 |
-63 |
-32.1% |
1,832 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.7 |
2,921.3 |
2,853.8 |
|
| R3 |
2,900.7 |
2,885.3 |
2,843.9 |
|
| R2 |
2,864.7 |
2,864.7 |
2,840.6 |
|
| R1 |
2,849.3 |
2,849.3 |
2,837.3 |
2,839.0 |
| PP |
2,828.7 |
2,828.7 |
2,828.7 |
2,823.5 |
| S1 |
2,813.3 |
2,813.3 |
2,830.7 |
2,803.0 |
| S2 |
2,792.7 |
2,792.7 |
2,827.4 |
|
| S3 |
2,756.7 |
2,777.3 |
2,824.1 |
|
| S4 |
2,720.7 |
2,741.3 |
2,814.2 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,149.7 |
3,107.3 |
2,899.7 |
|
| R3 |
3,035.7 |
2,993.3 |
2,868.4 |
|
| R2 |
2,921.7 |
2,921.7 |
2,857.9 |
|
| R1 |
2,879.3 |
2,879.3 |
2,847.5 |
2,900.5 |
| PP |
2,807.7 |
2,807.7 |
2,807.7 |
2,818.3 |
| S1 |
2,765.3 |
2,765.3 |
2,826.6 |
2,786.5 |
| S2 |
2,693.7 |
2,693.7 |
2,816.1 |
|
| S3 |
2,579.7 |
2,651.3 |
2,805.7 |
|
| S4 |
2,465.7 |
2,537.3 |
2,774.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,850.0 |
2,757.0 |
93.0 |
3.3% |
37.6 |
1.3% |
83% |
False |
False |
302 |
| 10 |
2,850.0 |
2,591.0 |
259.0 |
9.1% |
54.8 |
1.9% |
94% |
False |
False |
15,413 |
| 20 |
2,924.0 |
2,591.0 |
333.0 |
11.8% |
50.8 |
1.8% |
73% |
False |
False |
15,100 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
41.5 |
1.5% |
60% |
False |
False |
7,724 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.4% |
39.2 |
1.4% |
60% |
False |
False |
5,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.0 |
|
2.618 |
2,938.2 |
|
1.618 |
2,902.2 |
|
1.000 |
2,880.0 |
|
0.618 |
2,866.2 |
|
HIGH |
2,844.0 |
|
0.618 |
2,830.2 |
|
0.500 |
2,826.0 |
|
0.382 |
2,821.8 |
|
LOW |
2,808.0 |
|
0.618 |
2,785.8 |
|
1.000 |
2,772.0 |
|
1.618 |
2,749.8 |
|
2.618 |
2,713.8 |
|
4.250 |
2,655.0 |
|
|