Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,284.25 |
1,269.50 |
-14.75 |
-1.1% |
1,307.75 |
High |
1,287.50 |
1,275.00 |
-12.50 |
-1.0% |
1,316.75 |
Low |
1,246.25 |
1,241.00 |
-5.25 |
-0.4% |
1,274.00 |
Close |
1,270.00 |
1,248.50 |
-21.50 |
-1.7% |
1,296.00 |
Range |
41.25 |
34.00 |
-7.25 |
-17.6% |
42.75 |
ATR |
19.42 |
20.47 |
1.04 |
5.4% |
0.00 |
Volume |
83 |
110 |
27 |
32.5% |
293 |
|
Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,356.75 |
1,336.75 |
1,267.25 |
|
R3 |
1,322.75 |
1,302.75 |
1,257.75 |
|
R2 |
1,288.75 |
1,288.75 |
1,254.75 |
|
R1 |
1,268.75 |
1,268.75 |
1,251.50 |
1,261.75 |
PP |
1,254.75 |
1,254.75 |
1,254.75 |
1,251.50 |
S1 |
1,234.75 |
1,234.75 |
1,245.50 |
1,227.75 |
S2 |
1,220.75 |
1,220.75 |
1,242.25 |
|
S3 |
1,186.75 |
1,200.75 |
1,239.25 |
|
S4 |
1,152.75 |
1,166.75 |
1,229.75 |
|
|
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 |
1,306.75 |
1,241.00 |
65.75 |
5.3% |
28.50 |
2.3% |
11% |
False |
True |
77 |
10 |
1,322.75 |
1,241.00 |
81.75 |
6.5% |
24.25 |
1.9% |
9% |
False |
True |
71 |
20 |
1,332.50 |
1,241.00 |
91.50 |
7.3% |
20.50 |
1.6% |
8% |
False |
True |
78 |
40 |
1,332.50 |
1,241.00 |
91.50 |
7.3% |
16.75 |
1.3% |
8% |
False |
True |
43 |
60 |
1,332.50 |
1,226.00 |
106.50 |
8.5% |
13.75 |
1.1% |
21% |
False |
False |
56 |
80 |
1,332.50 |
1,168.25 |
164.25 |
13.2% |
10.75 |
0.9% |
49% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,419.50 |
2.618 |
1,364.00 |
1.618 |
1,330.00 |
1.000 |
1,309.00 |
0.618 |
1,296.00 |
HIGH |
1,275.00 |
0.618 |
1,262.00 |
0.500 |
1,258.00 |
0.382 |
1,254.00 |
LOW |
1,241.00 |
0.618 |
1,220.00 |
1.000 |
1,207.00 |
1.618 |
1,186.00 |
2.618 |
1,152.00 |
4.250 |
1,096.50 |
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