| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,943.96 |
1,922.73 |
-21.23 |
-1.1% |
1,918.14 |
| High |
1,949.14 |
1,956.48 |
7.34 |
0.4% |
1,949.14 |
| Low |
1,924.72 |
1,921.71 |
-3.01 |
-0.2% |
1,906.01 |
| Close |
1,932.43 |
1,949.59 |
17.16 |
0.9% |
1,932.43 |
| Range |
24.42 |
34.77 |
10.35 |
42.4% |
43.13 |
| ATR |
20.84 |
21.83 |
1.00 |
4.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.90 |
2,033.02 |
1,968.71 |
|
| R3 |
2,012.13 |
1,998.25 |
1,959.15 |
|
| R2 |
1,977.36 |
1,977.36 |
1,955.96 |
|
| R1 |
1,963.48 |
1,963.48 |
1,952.78 |
1,970.42 |
| PP |
1,942.59 |
1,942.59 |
1,942.59 |
1,946.07 |
| S1 |
1,928.71 |
1,928.71 |
1,946.40 |
1,935.65 |
| S2 |
1,907.82 |
1,907.82 |
1,943.22 |
|
| S3 |
1,873.05 |
1,893.94 |
1,940.03 |
|
| S4 |
1,838.28 |
1,859.17 |
1,930.47 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.58 |
2,038.64 |
1,956.15 |
|
| R3 |
2,015.45 |
1,995.51 |
1,944.29 |
|
| R2 |
1,972.32 |
1,972.32 |
1,940.34 |
|
| R1 |
1,952.38 |
1,952.38 |
1,936.38 |
1,962.35 |
| PP |
1,929.19 |
1,929.19 |
1,929.19 |
1,934.18 |
| S1 |
1,909.25 |
1,909.25 |
1,928.48 |
1,919.22 |
| S2 |
1,886.06 |
1,886.06 |
1,924.52 |
|
| S3 |
1,842.93 |
1,866.12 |
1,920.57 |
|
| S4 |
1,799.80 |
1,822.99 |
1,908.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,956.48 |
1,918.98 |
37.50 |
1.9% |
20.05 |
1.0% |
82% |
True |
False |
|
| 10 |
1,956.48 |
1,885.99 |
70.49 |
3.6% |
19.29 |
1.0% |
90% |
True |
False |
|
| 20 |
1,956.48 |
1,781.12 |
175.36 |
9.0% |
19.57 |
1.0% |
96% |
True |
False |
|
| 40 |
1,956.48 |
1,712.89 |
243.59 |
12.5% |
23.75 |
1.2% |
97% |
True |
False |
|
| 60 |
1,956.48 |
1,712.89 |
243.59 |
12.5% |
23.36 |
1.2% |
97% |
True |
False |
|
| 80 |
1,956.48 |
1,712.89 |
243.59 |
12.5% |
22.68 |
1.2% |
97% |
True |
False |
|
| 100 |
1,956.48 |
1,652.44 |
304.04 |
15.6% |
23.47 |
1.2% |
98% |
True |
False |
|
| 120 |
1,956.48 |
1,652.44 |
304.04 |
15.6% |
23.44 |
1.2% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.25 |
|
2.618 |
2,047.51 |
|
1.618 |
2,012.74 |
|
1.000 |
1,991.25 |
|
0.618 |
1,977.97 |
|
HIGH |
1,956.48 |
|
0.618 |
1,943.20 |
|
0.500 |
1,939.10 |
|
0.382 |
1,934.99 |
|
LOW |
1,921.71 |
|
0.618 |
1,900.22 |
|
1.000 |
1,886.94 |
|
1.618 |
1,865.45 |
|
2.618 |
1,830.68 |
|
4.250 |
1,773.94 |
|
|