| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,930.00 |
1,918.14 |
-11.86 |
-0.6% |
1,888.04 |
| High |
1,930.17 |
1,924.49 |
-5.68 |
-0.3% |
1,930.17 |
| Low |
1,916.41 |
1,906.01 |
-10.40 |
-0.5% |
1,885.99 |
| Close |
1,924.43 |
1,920.09 |
-4.34 |
-0.2% |
1,924.43 |
| Range |
13.76 |
18.48 |
4.72 |
34.3% |
44.18 |
| ATR |
22.59 |
22.30 |
-0.29 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,972.30 |
1,964.68 |
1,930.25 |
|
| R3 |
1,953.82 |
1,946.20 |
1,925.17 |
|
| R2 |
1,935.34 |
1,935.34 |
1,923.48 |
|
| R1 |
1,927.72 |
1,927.72 |
1,921.78 |
1,931.53 |
| PP |
1,916.86 |
1,916.86 |
1,916.86 |
1,918.77 |
| S1 |
1,909.24 |
1,909.24 |
1,918.40 |
1,913.05 |
| S2 |
1,898.38 |
1,898.38 |
1,916.70 |
|
| S3 |
1,879.90 |
1,890.76 |
1,915.01 |
|
| S4 |
1,861.42 |
1,872.28 |
1,909.93 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.07 |
2,029.43 |
1,948.73 |
|
| R3 |
2,001.89 |
1,985.25 |
1,936.58 |
|
| R2 |
1,957.71 |
1,957.71 |
1,932.53 |
|
| R1 |
1,941.07 |
1,941.07 |
1,928.48 |
1,949.39 |
| PP |
1,913.53 |
1,913.53 |
1,913.53 |
1,917.69 |
| S1 |
1,896.89 |
1,896.89 |
1,920.38 |
1,905.21 |
| S2 |
1,869.35 |
1,869.35 |
1,916.33 |
|
| S3 |
1,825.17 |
1,852.71 |
1,912.28 |
|
| S4 |
1,780.99 |
1,808.53 |
1,900.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,930.17 |
1,885.99 |
44.18 |
2.3% |
18.52 |
1.0% |
77% |
False |
False |
|
| 10 |
1,930.17 |
1,844.92 |
85.25 |
4.4% |
16.67 |
0.9% |
88% |
False |
False |
|
| 20 |
1,930.17 |
1,781.12 |
149.05 |
7.8% |
18.84 |
1.0% |
93% |
False |
False |
|
| 40 |
1,930.17 |
1,712.89 |
217.28 |
11.3% |
26.20 |
1.4% |
95% |
False |
False |
|
| 60 |
1,930.17 |
1,712.89 |
217.28 |
11.3% |
23.16 |
1.2% |
95% |
False |
False |
|
| 80 |
1,930.17 |
1,712.89 |
217.28 |
11.3% |
22.68 |
1.2% |
95% |
False |
False |
|
| 100 |
1,930.17 |
1,652.44 |
277.73 |
14.5% |
23.72 |
1.2% |
96% |
False |
False |
|
| 120 |
1,930.17 |
1,652.44 |
277.73 |
14.5% |
23.58 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,003.03 |
|
2.618 |
1,972.87 |
|
1.618 |
1,954.39 |
|
1.000 |
1,942.97 |
|
0.618 |
1,935.91 |
|
HIGH |
1,924.49 |
|
0.618 |
1,917.43 |
|
0.500 |
1,915.25 |
|
0.382 |
1,913.07 |
|
LOW |
1,906.01 |
|
0.618 |
1,894.59 |
|
1.000 |
1,887.53 |
|
1.618 |
1,876.11 |
|
2.618 |
1,857.63 |
|
4.250 |
1,827.47 |
|
|