Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,292.75 |
1,284.25 |
-8.50 |
-0.7% |
1,307.75 |
High |
1,295.25 |
1,287.50 |
-7.75 |
-0.6% |
1,316.75 |
Low |
1,276.50 |
1,246.25 |
-30.25 |
-2.4% |
1,274.00 |
Close |
1,285.00 |
1,270.00 |
-15.00 |
-1.2% |
1,296.00 |
Range |
18.75 |
41.25 |
22.50 |
120.0% |
42.75 |
ATR |
17.75 |
19.42 |
1.68 |
9.5% |
0.00 |
Volume |
98 |
83 |
-15 |
-15.3% |
293 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,391.75 |
1,372.00 |
1,292.75 |
|
R3 |
1,350.50 |
1,330.75 |
1,281.25 |
|
R2 |
1,309.25 |
1,309.25 |
1,277.50 |
|
R1 |
1,289.50 |
1,289.50 |
1,273.75 |
1,278.75 |
PP |
1,268.00 |
1,268.00 |
1,268.00 |
1,262.50 |
S1 |
1,248.25 |
1,248.25 |
1,266.25 |
1,237.50 |
S2 |
1,226.75 |
1,226.75 |
1,262.50 |
|
S3 |
1,185.50 |
1,207.00 |
1,258.75 |
|
S4 |
1,144.25 |
1,165.75 |
1,247.25 |
|
|
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 |
1,314.25 |
1,246.25 |
68.00 |
5.4% |
24.25 |
1.9% |
35% |
False |
True |
64 |
10 |
1,322.75 |
1,246.25 |
76.50 |
6.0% |
22.50 |
1.8% |
31% |
False |
True |
64 |
20 |
1,332.50 |
1,246.25 |
86.25 |
6.8% |
19.25 |
1.5% |
28% |
False |
True |
73 |
40 |
1,332.50 |
1,246.25 |
86.25 |
6.8% |
16.00 |
1.3% |
28% |
False |
True |
41 |
60 |
1,332.50 |
1,226.00 |
106.50 |
8.4% |
13.25 |
1.0% |
41% |
False |
False |
55 |
80 |
1,332.50 |
1,168.25 |
164.25 |
12.9% |
10.25 |
0.8% |
62% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.75 |
2.618 |
1,395.50 |
1.618 |
1,354.25 |
1.000 |
1,328.75 |
0.618 |
1,313.00 |
HIGH |
1,287.50 |
0.618 |
1,271.75 |
0.500 |
1,267.00 |
0.382 |
1,262.00 |
LOW |
1,246.25 |
0.618 |
1,220.75 |
1.000 |
1,205.00 |
1.618 |
1,179.50 |
2.618 |
1,138.25 |
4.250 |
1,071.00 |
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