| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,918.14 |
1,924.27 |
6.13 |
0.3% |
1,888.04 |
| High |
1,924.49 |
1,933.96 |
9.47 |
0.5% |
1,930.17 |
| Low |
1,906.01 |
1,918.98 |
12.97 |
0.7% |
1,885.99 |
| Close |
1,920.09 |
1,932.24 |
12.15 |
0.6% |
1,924.43 |
| Range |
18.48 |
14.98 |
-3.50 |
-18.9% |
44.18 |
| ATR |
22.30 |
21.77 |
-0.52 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.33 |
1,967.77 |
1,940.48 |
|
| R3 |
1,958.35 |
1,952.79 |
1,936.36 |
|
| R2 |
1,943.37 |
1,943.37 |
1,934.99 |
|
| R1 |
1,937.81 |
1,937.81 |
1,933.61 |
1,940.59 |
| PP |
1,928.39 |
1,928.39 |
1,928.39 |
1,929.79 |
| S1 |
1,922.83 |
1,922.83 |
1,930.87 |
1,925.61 |
| S2 |
1,913.41 |
1,913.41 |
1,929.49 |
|
| S3 |
1,898.43 |
1,907.85 |
1,928.12 |
|
| S4 |
1,883.45 |
1,892.87 |
1,924.00 |
|
|
| 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 |
1,933.96 |
1,901.11 |
32.85 |
1.7% |
16.44 |
0.9% |
95% |
True |
False |
|
| 10 |
1,933.96 |
1,844.92 |
89.04 |
4.6% |
16.60 |
0.9% |
98% |
True |
False |
|
| 20 |
1,933.96 |
1,781.12 |
152.84 |
7.9% |
18.60 |
1.0% |
99% |
True |
False |
|
| 40 |
1,933.96 |
1,712.89 |
221.07 |
11.4% |
25.67 |
1.3% |
99% |
True |
False |
|
| 60 |
1,933.96 |
1,712.89 |
221.07 |
11.4% |
23.14 |
1.2% |
99% |
True |
False |
|
| 80 |
1,933.96 |
1,712.89 |
221.07 |
11.4% |
22.62 |
1.2% |
99% |
True |
False |
|
| 100 |
1,933.96 |
1,652.44 |
281.52 |
14.6% |
23.67 |
1.2% |
99% |
True |
False |
|
| 120 |
1,933.96 |
1,652.44 |
281.52 |
14.6% |
23.58 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,997.63 |
|
2.618 |
1,973.18 |
|
1.618 |
1,958.20 |
|
1.000 |
1,948.94 |
|
0.618 |
1,943.22 |
|
HIGH |
1,933.96 |
|
0.618 |
1,928.24 |
|
0.500 |
1,926.47 |
|
0.382 |
1,924.70 |
|
LOW |
1,918.98 |
|
0.618 |
1,909.72 |
|
1.000 |
1,904.00 |
|
1.618 |
1,894.74 |
|
2.618 |
1,879.76 |
|
4.250 |
1,855.32 |
|
|