Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,283.75 |
1,286.75 |
3.00 |
0.2% |
1,292.75 |
High |
1,290.50 |
1,301.50 |
11.00 |
0.9% |
1,295.25 |
Low |
1,274.25 |
1,284.25 |
10.00 |
0.8% |
1,237.25 |
Close |
1,287.00 |
1,300.00 |
13.00 |
1.0% |
1,269.00 |
Range |
16.25 |
17.25 |
1.00 |
6.2% |
58.00 |
ATR |
20.22 |
20.01 |
-0.21 |
-1.1% |
0.00 |
Volume |
194 |
1,216 |
1,022 |
526.8% |
895 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,347.00 |
1,340.75 |
1,309.50 |
|
R3 |
1,329.75 |
1,323.50 |
1,304.75 |
|
R2 |
1,312.50 |
1,312.50 |
1,303.25 |
|
R1 |
1,306.25 |
1,306.25 |
1,301.50 |
1,309.50 |
PP |
1,295.25 |
1,295.25 |
1,295.25 |
1,296.75 |
S1 |
1,289.00 |
1,289.00 |
1,298.50 |
1,292.00 |
S2 |
1,278.00 |
1,278.00 |
1,296.75 |
|
S3 |
1,260.75 |
1,271.75 |
1,295.25 |
|
S4 |
1,243.50 |
1,254.50 |
1,290.50 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.25 |
1,413.00 |
1,301.00 |
|
R3 |
1,383.25 |
1,355.00 |
1,285.00 |
|
R2 |
1,325.25 |
1,325.25 |
1,279.75 |
|
R1 |
1,297.00 |
1,297.00 |
1,274.25 |
1,282.00 |
PP |
1,267.25 |
1,267.25 |
1,267.25 |
1,259.75 |
S1 |
1,239.00 |
1,239.00 |
1,263.75 |
1,224.00 |
S2 |
1,209.25 |
1,209.25 |
1,258.25 |
|
S3 |
1,151.25 |
1,181.00 |
1,253.00 |
|
S4 |
1,093.25 |
1,123.00 |
1,237.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.50 |
1,256.50 |
45.00 |
3.5% |
17.50 |
1.3% |
97% |
True |
False |
836 |
10 |
1,301.50 |
1,237.25 |
64.25 |
4.9% |
23.75 |
1.8% |
98% |
True |
False |
470 |
20 |
1,325.75 |
1,237.25 |
88.50 |
6.8% |
22.25 |
1.7% |
71% |
False |
False |
292 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
17.75 |
1.4% |
66% |
False |
False |
151 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
15.50 |
1.2% |
66% |
False |
False |
126 |
80 |
1,332.50 |
1,168.25 |
164.25 |
12.6% |
12.00 |
0.9% |
80% |
False |
False |
97 |
100 |
1,332.50 |
1,162.75 |
169.75 |
13.1% |
9.75 |
0.7% |
81% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,374.75 |
2.618 |
1,346.75 |
1.618 |
1,329.50 |
1.000 |
1,318.75 |
0.618 |
1,312.25 |
HIGH |
1,301.50 |
0.618 |
1,295.00 |
0.500 |
1,293.00 |
0.382 |
1,290.75 |
LOW |
1,284.25 |
0.618 |
1,273.50 |
1.000 |
1,267.00 |
1.618 |
1,256.25 |
2.618 |
1,239.00 |
4.250 |
1,211.00 |
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