Day Change Summary |
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Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1,302.00 |
1,305.50 |
3.50 |
0.3% |
1,272.25 |
High |
1,309.25 |
1,310.25 |
1.00 |
0.1% |
1,309.25 |
Low |
1,299.25 |
1,297.00 |
-2.25 |
-0.2% |
1,269.75 |
Close |
1,305.00 |
1,297.00 |
-8.00 |
-0.6% |
1,305.00 |
Range |
10.00 |
13.25 |
3.25 |
32.5% |
39.50 |
ATR |
19.30 |
18.86 |
-0.43 |
-2.2% |
0.00 |
Volume |
901 |
723 |
-178 |
-19.8% |
4,639 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.25 |
1,332.25 |
1,304.25 |
|
R3 |
1,328.00 |
1,319.00 |
1,300.75 |
|
R2 |
1,314.75 |
1,314.75 |
1,299.50 |
|
R1 |
1,305.75 |
1,305.75 |
1,298.25 |
1,303.50 |
PP |
1,301.50 |
1,301.50 |
1,301.50 |
1,300.25 |
S1 |
1,292.50 |
1,292.50 |
1,295.75 |
1,290.50 |
S2 |
1,288.25 |
1,288.25 |
1,294.50 |
|
S3 |
1,275.00 |
1,279.25 |
1,293.25 |
|
S4 |
1,261.75 |
1,266.00 |
1,289.75 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.25 |
1,398.50 |
1,326.75 |
|
R3 |
1,373.75 |
1,359.00 |
1,315.75 |
|
R2 |
1,334.25 |
1,334.25 |
1,312.25 |
|
R1 |
1,319.50 |
1,319.50 |
1,308.50 |
1,327.00 |
PP |
1,294.75 |
1,294.75 |
1,294.75 |
1,298.25 |
S1 |
1,280.00 |
1,280.00 |
1,301.50 |
1,287.50 |
S2 |
1,255.25 |
1,255.25 |
1,297.75 |
|
S3 |
1,215.75 |
1,240.50 |
1,294.25 |
|
S4 |
1,176.25 |
1,201.00 |
1,283.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,310.25 |
1,274.25 |
36.00 |
2.8% |
13.00 |
1.0% |
63% |
True |
False |
824 |
10 |
1,310.25 |
1,237.25 |
73.00 |
5.6% |
21.75 |
1.7% |
82% |
True |
False |
615 |
20 |
1,325.75 |
1,237.25 |
88.50 |
6.8% |
21.75 |
1.7% |
68% |
False |
False |
370 |
40 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
17.25 |
1.3% |
63% |
False |
False |
192 |
60 |
1,332.50 |
1,237.25 |
95.25 |
7.3% |
15.75 |
1.2% |
63% |
False |
False |
153 |
80 |
1,332.50 |
1,200.75 |
131.75 |
10.2% |
12.50 |
1.0% |
73% |
False |
False |
117 |
100 |
1,332.50 |
1,162.75 |
169.75 |
13.1% |
10.00 |
0.8% |
79% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.50 |
2.618 |
1,345.00 |
1.618 |
1,331.75 |
1.000 |
1,323.50 |
0.618 |
1,318.50 |
HIGH |
1,310.25 |
0.618 |
1,305.25 |
0.500 |
1,303.50 |
0.382 |
1,302.00 |
LOW |
1,297.00 |
0.618 |
1,288.75 |
1.000 |
1,283.75 |
1.618 |
1,275.50 |
2.618 |
1,262.25 |
4.250 |
1,240.75 |
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