Day Change Summary |
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Previous |
Current |
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03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,296.00 |
1,320.00 |
24.00 |
1.9% |
1,306.00 |
High |
1,321.50 |
1,322.75 |
1.25 |
0.1% |
1,325.75 |
Low |
1,295.50 |
1,302.00 |
6.50 |
0.5% |
1,286.75 |
Close |
1,319.50 |
1,310.25 |
-9.25 |
-0.7% |
1,310.25 |
Range |
26.00 |
20.75 |
-5.25 |
-20.2% |
39.00 |
ATR |
15.92 |
16.27 |
0.34 |
2.2% |
0.00 |
Volume |
44 |
86 |
42 |
95.5% |
904 |
|
Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.00 |
1,362.75 |
1,321.75 |
|
R3 |
1,353.25 |
1,342.00 |
1,316.00 |
|
R2 |
1,332.50 |
1,332.50 |
1,314.00 |
|
R1 |
1,321.25 |
1,321.25 |
1,312.25 |
1,316.50 |
PP |
1,311.75 |
1,311.75 |
1,311.75 |
1,309.25 |
S1 |
1,300.50 |
1,300.50 |
1,308.25 |
1,295.75 |
S2 |
1,291.00 |
1,291.00 |
1,306.50 |
|
S3 |
1,270.25 |
1,279.75 |
1,304.50 |
|
S4 |
1,249.50 |
1,259.00 |
1,298.75 |
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|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.50 |
1,406.50 |
1,331.75 |
|
R3 |
1,385.50 |
1,367.50 |
1,321.00 |
|
R2 |
1,346.50 |
1,346.50 |
1,317.50 |
|
R1 |
1,328.50 |
1,328.50 |
1,313.75 |
1,337.50 |
PP |
1,307.50 |
1,307.50 |
1,307.50 |
1,312.00 |
S1 |
1,289.50 |
1,289.50 |
1,306.75 |
1,298.50 |
S2 |
1,268.50 |
1,268.50 |
1,303.00 |
|
S3 |
1,229.50 |
1,250.50 |
1,299.50 |
|
S4 |
1,190.50 |
1,211.50 |
1,288.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,325.75 |
1,286.75 |
39.00 |
3.0% |
22.75 |
1.7% |
60% |
False |
False |
180 |
10 |
1,332.50 |
1,283.50 |
49.00 |
3.7% |
19.75 |
1.5% |
55% |
False |
False |
97 |
20 |
1,332.50 |
1,283.50 |
49.00 |
3.7% |
14.50 |
1.1% |
55% |
False |
False |
53 |
40 |
1,332.50 |
1,248.25 |
84.25 |
6.4% |
14.00 |
1.1% |
74% |
False |
False |
65 |
60 |
1,332.50 |
1,203.50 |
129.00 |
9.8% |
10.75 |
0.8% |
83% |
False |
False |
47 |
80 |
1,332.50 |
1,162.75 |
169.75 |
13.0% |
8.25 |
0.6% |
87% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.00 |
2.618 |
1,377.00 |
1.618 |
1,356.25 |
1.000 |
1,343.50 |
0.618 |
1,335.50 |
HIGH |
1,322.75 |
0.618 |
1,314.75 |
0.500 |
1,312.50 |
0.382 |
1,310.00 |
LOW |
1,302.00 |
0.618 |
1,289.25 |
1.000 |
1,281.25 |
1.618 |
1,268.50 |
2.618 |
1,247.75 |
4.250 |
1,213.75 |
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