Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,305.50 |
1,284.50 |
-21.00 |
-1.6% |
1,307.75 |
High |
1,306.75 |
1,299.25 |
-7.50 |
-0.6% |
1,316.75 |
Low |
1,283.25 |
1,274.00 |
-9.25 |
-0.7% |
1,274.00 |
Close |
1,284.50 |
1,296.00 |
11.50 |
0.9% |
1,296.00 |
Range |
23.50 |
25.25 |
1.75 |
7.4% |
42.75 |
ATR |
17.02 |
17.61 |
0.59 |
3.5% |
0.00 |
Volume |
28 |
67 |
39 |
139.3% |
293 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.50 |
1,356.00 |
1,310.00 |
|
R3 |
1,340.25 |
1,330.75 |
1,303.00 |
|
R2 |
1,315.00 |
1,315.00 |
1,300.75 |
|
R1 |
1,305.50 |
1,305.50 |
1,298.25 |
1,310.25 |
PP |
1,289.75 |
1,289.75 |
1,289.75 |
1,292.00 |
S1 |
1,280.25 |
1,280.25 |
1,293.75 |
1,285.00 |
S2 |
1,264.50 |
1,264.50 |
1,291.25 |
|
S3 |
1,239.25 |
1,255.00 |
1,289.00 |
|
S4 |
1,214.00 |
1,229.75 |
1,282.00 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,423.75 |
1,402.75 |
1,319.50 |
|
R3 |
1,381.00 |
1,360.00 |
1,307.75 |
|
R2 |
1,338.25 |
1,338.25 |
1,303.75 |
|
R1 |
1,317.25 |
1,317.25 |
1,300.00 |
1,306.50 |
PP |
1,295.50 |
1,295.50 |
1,295.50 |
1,290.25 |
S1 |
1,274.50 |
1,274.50 |
1,292.00 |
1,263.50 |
S2 |
1,252.75 |
1,252.75 |
1,288.25 |
|
S3 |
1,210.00 |
1,231.75 |
1,284.25 |
|
S4 |
1,167.25 |
1,189.00 |
1,272.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,316.75 |
1,274.00 |
42.75 |
3.3% |
20.50 |
1.6% |
51% |
False |
True |
58 |
10 |
1,325.75 |
1,274.00 |
51.75 |
4.0% |
21.50 |
1.7% |
43% |
False |
True |
119 |
20 |
1,332.50 |
1,274.00 |
58.50 |
4.5% |
17.25 |
1.3% |
38% |
False |
True |
66 |
40 |
1,332.50 |
1,253.00 |
79.50 |
6.1% |
15.25 |
1.2% |
54% |
False |
False |
39 |
60 |
1,332.50 |
1,225.00 |
107.50 |
8.3% |
12.25 |
0.9% |
66% |
False |
False |
52 |
80 |
1,332.50 |
1,162.75 |
169.75 |
13.1% |
9.50 |
0.7% |
78% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.50 |
2.618 |
1,365.25 |
1.618 |
1,340.00 |
1.000 |
1,324.50 |
0.618 |
1,314.75 |
HIGH |
1,299.25 |
0.618 |
1,289.50 |
0.500 |
1,286.50 |
0.382 |
1,283.75 |
LOW |
1,274.00 |
0.618 |
1,258.50 |
1.000 |
1,248.75 |
1.618 |
1,233.25 |
2.618 |
1,208.00 |
4.250 |
1,166.75 |
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