Day Change Summary |
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Previous |
Current |
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|
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22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
6,855.5 |
6,795.0 |
-60.5 |
-0.9% |
6,986.0 |
High |
6,868.0 |
6,862.5 |
-5.5 |
-0.1% |
6,986.0 |
Low |
6,810.5 |
6,765.5 |
-45.0 |
-0.7% |
6,486.5 |
Close |
6,831.0 |
6,845.5 |
14.5 |
0.2% |
6,716.5 |
Range |
57.5 |
97.0 |
39.5 |
68.7% |
499.5 |
ATR |
126.3 |
124.2 |
-2.1 |
-1.7% |
0.0 |
Volume |
80 |
197 |
117 |
146.3% |
53,443 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,115.5 |
7,077.5 |
6,898.9 |
|
R3 |
7,018.5 |
6,980.5 |
6,872.2 |
|
R2 |
6,921.5 |
6,921.5 |
6,863.3 |
|
R1 |
6,883.5 |
6,883.5 |
6,854.4 |
6,902.5 |
PP |
6,824.5 |
6,824.5 |
6,824.5 |
6,834.0 |
S1 |
6,786.5 |
6,786.5 |
6,836.6 |
6,805.5 |
S2 |
6,727.5 |
6,727.5 |
6,827.7 |
|
S3 |
6,630.5 |
6,689.5 |
6,818.8 |
|
S4 |
6,533.5 |
6,592.5 |
6,792.2 |
|
|
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 |
6,606.0 |
263.0 |
3.8% |
98.5 |
1.4% |
91% |
False |
False |
5,414 |
10 |
7,163.0 |
6,486.5 |
676.5 |
9.9% |
124.0 |
1.8% |
53% |
False |
False |
5,650 |
20 |
7,405.0 |
6,486.5 |
918.5 |
13.4% |
111.7 |
1.6% |
39% |
False |
False |
2,940 |
40 |
7,485.0 |
6,486.5 |
998.5 |
14.6% |
81.1 |
1.2% |
36% |
False |
False |
1,504 |
60 |
7,485.0 |
6,486.5 |
998.5 |
14.6% |
70.8 |
1.0% |
36% |
False |
False |
1,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,274.8 |
2.618 |
7,116.4 |
1.618 |
7,019.4 |
1.000 |
6,959.5 |
0.618 |
6,922.4 |
HIGH |
6,862.5 |
0.618 |
6,825.4 |
0.500 |
6,814.0 |
0.382 |
6,802.6 |
LOW |
6,765.5 |
0.618 |
6,705.6 |
1.000 |
6,668.5 |
1.618 |
6,608.6 |
2.618 |
6,511.6 |
4.250 |
6,353.3 |
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