| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.09 |
2,275.29 |
-19.80 |
-0.9% |
2,367.92 |
| High |
2,300.53 |
2,305.97 |
5.44 |
0.2% |
2,370.90 |
| Low |
2,276.12 |
2,275.07 |
-1.05 |
0.0% |
2,275.07 |
| Close |
2,284.29 |
2,299.26 |
14.97 |
0.7% |
2,299.26 |
| Range |
24.41 |
30.90 |
6.49 |
26.6% |
95.83 |
| ATR |
34.28 |
34.04 |
-0.24 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,386.13 |
2,373.60 |
2,316.26 |
|
| R3 |
2,355.23 |
2,342.70 |
2,307.76 |
|
| R2 |
2,324.33 |
2,324.33 |
2,304.93 |
|
| R1 |
2,311.80 |
2,311.80 |
2,302.09 |
2,318.07 |
| PP |
2,293.43 |
2,293.43 |
2,293.43 |
2,296.57 |
| S1 |
2,280.90 |
2,280.90 |
2,296.43 |
2,287.17 |
| S2 |
2,262.53 |
2,262.53 |
2,293.60 |
|
| S3 |
2,231.63 |
2,250.00 |
2,290.76 |
|
| S4 |
2,200.73 |
2,219.10 |
2,282.27 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.57 |
2,546.74 |
2,351.97 |
|
| R3 |
2,506.74 |
2,450.91 |
2,325.61 |
|
| R2 |
2,410.91 |
2,410.91 |
2,316.83 |
|
| R1 |
2,355.08 |
2,355.08 |
2,308.04 |
2,335.08 |
| PP |
2,315.08 |
2,315.08 |
2,315.08 |
2,305.08 |
| S1 |
2,259.25 |
2,259.25 |
2,290.48 |
2,239.25 |
| S2 |
2,219.25 |
2,219.25 |
2,281.69 |
|
| S3 |
2,123.42 |
2,163.42 |
2,272.91 |
|
| S4 |
2,027.59 |
2,067.59 |
2,246.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,370.90 |
2,275.07 |
95.83 |
4.2% |
35.36 |
1.5% |
25% |
False |
True |
|
| 10 |
2,375.67 |
2,275.07 |
100.60 |
4.4% |
33.42 |
1.5% |
24% |
False |
True |
|
| 20 |
2,403.52 |
2,275.07 |
128.45 |
5.6% |
29.46 |
1.3% |
19% |
False |
True |
|
| 40 |
2,403.52 |
2,258.05 |
145.47 |
6.3% |
27.94 |
1.2% |
28% |
False |
False |
|
| 60 |
2,403.52 |
2,196.87 |
206.65 |
9.0% |
24.62 |
1.1% |
50% |
False |
False |
|
| 80 |
2,403.52 |
2,085.27 |
318.25 |
13.8% |
24.07 |
1.0% |
67% |
False |
False |
|
| 100 |
2,403.52 |
2,054.61 |
348.91 |
15.2% |
24.20 |
1.1% |
70% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.1% |
24.61 |
1.1% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.30 |
|
2.618 |
2,386.87 |
|
1.618 |
2,355.97 |
|
1.000 |
2,336.87 |
|
0.618 |
2,325.07 |
|
HIGH |
2,305.97 |
|
0.618 |
2,294.17 |
|
0.500 |
2,290.52 |
|
0.382 |
2,286.87 |
|
LOW |
2,275.07 |
|
0.618 |
2,255.97 |
|
1.000 |
2,244.17 |
|
1.618 |
2,225.07 |
|
2.618 |
2,194.17 |
|
4.250 |
2,143.75 |
|
|