Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,772.0 |
6,775.0 |
3.0 |
0.0% |
6,986.0 |
High |
6,793.0 |
6,869.0 |
76.0 |
1.1% |
6,986.0 |
Low |
6,680.0 |
6,775.0 |
95.0 |
1.4% |
6,486.5 |
Close |
6,716.5 |
6,851.5 |
135.0 |
2.0% |
6,716.5 |
Range |
113.0 |
94.0 |
-19.0 |
-16.8% |
499.5 |
ATR |
129.9 |
131.5 |
1.6 |
1.2% |
0.0 |
Volume |
6,087 |
316 |
-5,771 |
-94.8% |
53,443 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,113.8 |
7,076.7 |
6,903.2 |
|
R3 |
7,019.8 |
6,982.7 |
6,877.4 |
|
R2 |
6,925.8 |
6,925.8 |
6,868.7 |
|
R1 |
6,888.7 |
6,888.7 |
6,860.1 |
6,907.3 |
PP |
6,831.8 |
6,831.8 |
6,831.8 |
6,841.1 |
S1 |
6,794.7 |
6,794.7 |
6,842.9 |
6,813.3 |
S2 |
6,737.8 |
6,737.8 |
6,834.3 |
|
S3 |
6,643.8 |
6,700.7 |
6,825.7 |
|
S4 |
6,549.8 |
6,606.7 |
6,799.8 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,228.2 |
7,971.8 |
6,991.2 |
|
R3 |
7,728.7 |
7,472.3 |
6,853.9 |
|
R2 |
7,229.2 |
7,229.2 |
6,808.1 |
|
R1 |
6,972.8 |
6,972.8 |
6,762.3 |
6,851.3 |
PP |
6,729.7 |
6,729.7 |
6,729.7 |
6,668.9 |
S1 |
6,473.3 |
6,473.3 |
6,670.7 |
6,351.8 |
S2 |
6,230.2 |
6,230.2 |
6,624.9 |
|
S3 |
5,730.7 |
5,973.8 |
6,579.1 |
|
S4 |
5,231.2 |
5,474.3 |
6,441.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,869.0 |
6,486.5 |
382.5 |
5.6% |
172.6 |
2.5% |
95% |
True |
False |
10,530 |
10 |
7,274.5 |
6,486.5 |
788.0 |
11.5% |
132.5 |
1.9% |
46% |
False |
False |
5,748 |
20 |
7,405.0 |
6,486.5 |
918.5 |
13.4% |
114.5 |
1.7% |
40% |
False |
False |
2,938 |
40 |
7,485.0 |
6,486.5 |
998.5 |
14.6% |
79.4 |
1.2% |
37% |
False |
False |
1,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,268.5 |
2.618 |
7,115.1 |
1.618 |
7,021.1 |
1.000 |
6,963.0 |
0.618 |
6,927.1 |
HIGH |
6,869.0 |
0.618 |
6,833.1 |
0.500 |
6,822.0 |
0.382 |
6,810.9 |
LOW |
6,775.0 |
0.618 |
6,716.9 |
1.000 |
6,681.0 |
1.618 |
6,622.9 |
2.618 |
6,528.9 |
4.250 |
6,375.5 |
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