Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,775.0 |
6,855.5 |
80.5 |
1.2% |
6,986.0 |
High |
6,869.0 |
6,868.0 |
-1.0 |
0.0% |
6,986.0 |
Low |
6,775.0 |
6,810.5 |
35.5 |
0.5% |
6,486.5 |
Close |
6,851.5 |
6,831.0 |
-20.5 |
-0.3% |
6,716.5 |
Range |
94.0 |
57.5 |
-36.5 |
-38.8% |
499.5 |
ATR |
131.5 |
126.3 |
-5.3 |
-4.0% |
0.0 |
Volume |
316 |
80 |
-236 |
-74.7% |
53,443 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,009.0 |
6,977.5 |
6,862.6 |
|
R3 |
6,951.5 |
6,920.0 |
6,846.8 |
|
R2 |
6,894.0 |
6,894.0 |
6,841.5 |
|
R1 |
6,862.5 |
6,862.5 |
6,836.3 |
6,849.5 |
PP |
6,836.5 |
6,836.5 |
6,836.5 |
6,830.0 |
S1 |
6,805.0 |
6,805.0 |
6,825.7 |
6,792.0 |
S2 |
6,779.0 |
6,779.0 |
6,820.5 |
|
S3 |
6,721.5 |
6,747.5 |
6,815.2 |
|
S4 |
6,664.0 |
6,690.0 |
6,799.4 |
|
|
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% |
138.2 |
2.0% |
90% |
False |
False |
8,461 |
10 |
7,267.0 |
6,486.5 |
780.5 |
11.4% |
124.4 |
1.8% |
44% |
False |
False |
5,726 |
20 |
7,405.0 |
6,486.5 |
918.5 |
13.4% |
114.3 |
1.7% |
38% |
False |
False |
2,937 |
40 |
7,485.0 |
6,486.5 |
998.5 |
14.6% |
80.1 |
1.2% |
35% |
False |
False |
1,505 |
60 |
7,485.0 |
6,486.5 |
998.5 |
14.6% |
69.6 |
1.0% |
35% |
False |
False |
1,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,112.4 |
2.618 |
7,018.5 |
1.618 |
6,961.0 |
1.000 |
6,925.5 |
0.618 |
6,903.5 |
HIGH |
6,868.0 |
0.618 |
6,846.0 |
0.500 |
6,839.3 |
0.382 |
6,832.5 |
LOW |
6,810.5 |
0.618 |
6,775.0 |
1.000 |
6,753.0 |
1.618 |
6,717.5 |
2.618 |
6,660.0 |
4.250 |
6,566.1 |
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