| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,367.92 |
2,325.12 |
-42.80 |
-1.8% |
2,354.87 |
| High |
2,370.90 |
2,347.51 |
-23.39 |
-1.0% |
2,375.67 |
| Low |
2,307.38 |
2,310.96 |
3.58 |
0.2% |
2,308.05 |
| Close |
2,328.07 |
2,337.55 |
9.48 |
0.4% |
2,359.96 |
| Range |
63.52 |
36.55 |
-26.97 |
-42.5% |
67.62 |
| ATR |
33.51 |
33.73 |
0.22 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,441.66 |
2,426.15 |
2,357.65 |
|
| R3 |
2,405.11 |
2,389.60 |
2,347.60 |
|
| R2 |
2,368.56 |
2,368.56 |
2,344.25 |
|
| R1 |
2,353.05 |
2,353.05 |
2,340.90 |
2,360.81 |
| PP |
2,332.01 |
2,332.01 |
2,332.01 |
2,335.88 |
| S1 |
2,316.50 |
2,316.50 |
2,334.20 |
2,324.26 |
| S2 |
2,295.46 |
2,295.46 |
2,330.85 |
|
| S3 |
2,258.91 |
2,279.95 |
2,327.50 |
|
| S4 |
2,222.36 |
2,243.40 |
2,317.45 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,550.75 |
2,522.98 |
2,397.15 |
|
| R3 |
2,483.13 |
2,455.36 |
2,378.56 |
|
| R2 |
2,415.51 |
2,415.51 |
2,372.36 |
|
| R1 |
2,387.74 |
2,387.74 |
2,366.16 |
2,401.63 |
| PP |
2,347.89 |
2,347.89 |
2,347.89 |
2,354.84 |
| S1 |
2,320.12 |
2,320.12 |
2,353.76 |
2,334.01 |
| S2 |
2,280.27 |
2,280.27 |
2,347.56 |
|
| S3 |
2,212.65 |
2,252.50 |
2,341.36 |
|
| S4 |
2,145.03 |
2,184.88 |
2,322.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,375.67 |
2,307.38 |
68.29 |
2.9% |
36.20 |
1.5% |
44% |
False |
False |
|
| 10 |
2,375.67 |
2,284.64 |
91.03 |
3.9% |
36.15 |
1.5% |
58% |
False |
False |
|
| 20 |
2,403.52 |
2,284.64 |
118.88 |
5.1% |
28.52 |
1.2% |
45% |
False |
False |
|
| 40 |
2,403.52 |
2,258.05 |
145.47 |
6.2% |
27.42 |
1.2% |
55% |
False |
False |
|
| 60 |
2,403.52 |
2,196.87 |
206.65 |
8.8% |
24.19 |
1.0% |
68% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
24.41 |
1.0% |
79% |
False |
False |
|
| 100 |
2,403.52 |
2,043.70 |
359.82 |
15.4% |
24.10 |
1.0% |
82% |
False |
False |
|
| 120 |
2,403.52 |
1,931.72 |
471.80 |
20.2% |
24.52 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,502.85 |
|
2.618 |
2,443.20 |
|
1.618 |
2,406.65 |
|
1.000 |
2,384.06 |
|
0.618 |
2,370.10 |
|
HIGH |
2,347.51 |
|
0.618 |
2,333.55 |
|
0.500 |
2,329.24 |
|
0.382 |
2,324.92 |
|
LOW |
2,310.96 |
|
0.618 |
2,288.37 |
|
1.000 |
2,274.41 |
|
1.618 |
2,251.82 |
|
2.618 |
2,215.27 |
|
4.250 |
2,155.62 |
|
|