| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,841.0 |
2,863.0 |
22.0 |
0.8% |
2,737.0 |
| High |
2,844.0 |
2,870.0 |
26.0 |
0.9% |
2,850.0 |
| Low |
2,808.0 |
2,848.0 |
40.0 |
1.4% |
2,736.0 |
| Close |
2,834.0 |
2,855.0 |
21.0 |
0.7% |
2,837.0 |
| Range |
36.0 |
22.0 |
-14.0 |
-38.9% |
114.0 |
| ATR |
50.6 |
49.6 |
-1.0 |
-2.1% |
0.0 |
| Volume |
133 |
104 |
-29 |
-21.8% |
1,832 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,923.7 |
2,911.3 |
2,867.1 |
|
| R3 |
2,901.7 |
2,889.3 |
2,861.1 |
|
| R2 |
2,879.7 |
2,879.7 |
2,859.0 |
|
| R1 |
2,867.3 |
2,867.3 |
2,857.0 |
2,862.5 |
| PP |
2,857.7 |
2,857.7 |
2,857.7 |
2,855.3 |
| S1 |
2,845.3 |
2,845.3 |
2,853.0 |
2,840.5 |
| S2 |
2,835.7 |
2,835.7 |
2,851.0 |
|
| S3 |
2,813.7 |
2,823.3 |
2,849.0 |
|
| S4 |
2,791.7 |
2,801.3 |
2,842.9 |
|
|
| 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 |
2,870.0 |
2,772.0 |
98.0 |
3.4% |
34.6 |
1.2% |
85% |
True |
False |
216 |
| 10 |
2,870.0 |
2,647.0 |
223.0 |
7.8% |
43.0 |
1.5% |
93% |
True |
False |
7,456 |
| 20 |
2,924.0 |
2,591.0 |
333.0 |
11.7% |
50.6 |
1.8% |
79% |
False |
False |
15,017 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
41.5 |
1.5% |
65% |
False |
False |
7,712 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
39.3 |
1.4% |
65% |
False |
False |
5,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,963.5 |
|
2.618 |
2,927.6 |
|
1.618 |
2,905.6 |
|
1.000 |
2,892.0 |
|
0.618 |
2,883.6 |
|
HIGH |
2,870.0 |
|
0.618 |
2,861.6 |
|
0.500 |
2,859.0 |
|
0.382 |
2,856.4 |
|
LOW |
2,848.0 |
|
0.618 |
2,834.4 |
|
1.000 |
2,826.0 |
|
1.618 |
2,812.4 |
|
2.618 |
2,790.4 |
|
4.250 |
2,754.5 |
|
|