Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,269.50 |
1,245.75 |
-23.75 |
-1.9% |
1,307.75 |
High |
1,275.00 |
1,268.00 |
-7.00 |
-0.5% |
1,316.75 |
Low |
1,241.00 |
1,237.25 |
-3.75 |
-0.3% |
1,274.00 |
Close |
1,248.50 |
1,263.50 |
15.00 |
1.2% |
1,296.00 |
Range |
34.00 |
30.75 |
-3.25 |
-9.6% |
42.75 |
ATR |
20.47 |
21.20 |
0.73 |
3.6% |
0.00 |
Volume |
110 |
160 |
50 |
45.5% |
293 |
|
Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.50 |
1,336.75 |
1,280.50 |
|
R3 |
1,317.75 |
1,306.00 |
1,272.00 |
|
R2 |
1,287.00 |
1,287.00 |
1,269.25 |
|
R1 |
1,275.25 |
1,275.25 |
1,266.25 |
1,281.00 |
PP |
1,256.25 |
1,256.25 |
1,256.25 |
1,259.25 |
S1 |
1,244.50 |
1,244.50 |
1,260.75 |
1,250.50 |
S2 |
1,225.50 |
1,225.50 |
1,257.75 |
|
S3 |
1,194.75 |
1,213.75 |
1,255.00 |
|
S4 |
1,164.00 |
1,183.00 |
1,246.50 |
|
|
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 |
1,299.25 |
1,237.25 |
62.00 |
4.9% |
30.00 |
2.4% |
42% |
False |
True |
103 |
10 |
1,322.75 |
1,237.25 |
85.50 |
6.8% |
24.75 |
2.0% |
31% |
False |
True |
83 |
20 |
1,332.50 |
1,237.25 |
95.25 |
7.5% |
21.75 |
1.7% |
28% |
False |
True |
86 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.5% |
17.00 |
1.3% |
28% |
False |
True |
47 |
60 |
1,332.50 |
1,236.50 |
96.00 |
7.6% |
14.25 |
1.1% |
28% |
False |
False |
59 |
80 |
1,332.50 |
1,168.25 |
164.25 |
13.0% |
11.00 |
0.9% |
58% |
False |
False |
44 |
100 |
1,332.50 |
1,162.00 |
170.50 |
13.5% |
8.75 |
0.7% |
60% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,398.75 |
2.618 |
1,348.50 |
1.618 |
1,317.75 |
1.000 |
1,298.75 |
0.618 |
1,287.00 |
HIGH |
1,268.00 |
0.618 |
1,256.25 |
0.500 |
1,252.50 |
0.382 |
1,249.00 |
LOW |
1,237.25 |
0.618 |
1,218.25 |
1.000 |
1,206.50 |
1.618 |
1,187.50 |
2.618 |
1,156.75 |
4.250 |
1,106.50 |
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