Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,716.0 |
6,617.0 |
-99.0 |
-1.5% |
7,194.5 |
High |
6,782.0 |
6,737.0 |
-45.0 |
-0.7% |
7,306.0 |
Low |
6,486.5 |
6,606.0 |
119.5 |
1.8% |
7,021.5 |
Close |
6,575.0 |
6,697.5 |
122.5 |
1.9% |
7,033.5 |
Range |
295.5 |
131.0 |
-164.5 |
-55.7% |
284.5 |
ATR |
128.9 |
131.2 |
2.4 |
1.8% |
0.0 |
Volume |
15,431 |
20,391 |
4,960 |
32.1% |
4,108 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,073.2 |
7,016.3 |
6,769.6 |
|
R3 |
6,942.2 |
6,885.3 |
6,733.5 |
|
R2 |
6,811.2 |
6,811.2 |
6,721.5 |
|
R1 |
6,754.3 |
6,754.3 |
6,709.5 |
6,782.8 |
PP |
6,680.2 |
6,680.2 |
6,680.2 |
6,694.4 |
S1 |
6,623.3 |
6,623.3 |
6,685.5 |
6,651.8 |
S2 |
6,549.2 |
6,549.2 |
6,673.5 |
|
S3 |
6,418.2 |
6,492.3 |
6,661.5 |
|
S4 |
6,287.2 |
6,361.3 |
6,625.5 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,973.8 |
7,788.2 |
7,190.0 |
|
R3 |
7,689.3 |
7,503.7 |
7,111.7 |
|
R2 |
7,404.8 |
7,404.8 |
7,085.7 |
|
R1 |
7,219.2 |
7,219.2 |
7,059.6 |
7,169.8 |
PP |
7,120.3 |
7,120.3 |
7,120.3 |
7,095.6 |
S1 |
6,934.7 |
6,934.7 |
7,007.4 |
6,885.3 |
S2 |
6,835.8 |
6,835.8 |
6,981.3 |
|
S3 |
6,551.3 |
6,650.2 |
6,955.3 |
|
S4 |
6,266.8 |
6,365.7 |
6,877.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,070.0 |
6,486.5 |
583.5 |
8.7% |
158.1 |
2.4% |
36% |
False |
False |
9,699 |
10 |
7,358.5 |
6,486.5 |
872.0 |
13.0% |
139.5 |
2.1% |
24% |
False |
False |
5,154 |
20 |
7,485.0 |
6,486.5 |
998.5 |
14.9% |
111.7 |
1.7% |
21% |
False |
False |
2,628 |
40 |
7,485.0 |
6,486.5 |
998.5 |
14.9% |
76.2 |
1.1% |
21% |
False |
False |
1,350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,293.8 |
2.618 |
7,080.0 |
1.618 |
6,949.0 |
1.000 |
6,868.0 |
0.618 |
6,818.0 |
HIGH |
6,737.0 |
0.618 |
6,687.0 |
0.500 |
6,671.5 |
0.382 |
6,656.0 |
LOW |
6,606.0 |
0.618 |
6,525.0 |
1.000 |
6,475.0 |
1.618 |
6,394.0 |
2.618 |
6,263.0 |
4.250 |
6,049.3 |
|
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