| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,218.30 |
2,240.83 |
22.53 |
1.0% |
2,367.92 |
| High |
2,271.58 |
2,252.12 |
-19.46 |
-0.9% |
2,370.90 |
| Low |
2,217.43 |
2,188.92 |
-28.51 |
-1.3% |
2,275.07 |
| Close |
2,259.62 |
2,202.97 |
-56.65 |
-2.5% |
2,299.26 |
| Range |
54.15 |
63.20 |
9.05 |
16.7% |
95.83 |
| ATR |
36.50 |
38.94 |
2.44 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,404.27 |
2,366.82 |
2,237.73 |
|
| R3 |
2,341.07 |
2,303.62 |
2,220.35 |
|
| R2 |
2,277.87 |
2,277.87 |
2,214.56 |
|
| R1 |
2,240.42 |
2,240.42 |
2,208.76 |
2,227.55 |
| PP |
2,214.67 |
2,214.67 |
2,214.67 |
2,208.23 |
| S1 |
2,177.22 |
2,177.22 |
2,197.18 |
2,164.35 |
| S2 |
2,151.47 |
2,151.47 |
2,191.38 |
|
| S3 |
2,088.27 |
2,114.02 |
2,185.59 |
|
| S4 |
2,025.07 |
2,050.82 |
2,168.21 |
|
|
| 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 |
2,305.97 |
2,188.92 |
117.05 |
5.3% |
40.30 |
1.8% |
12% |
False |
True |
|
| 10 |
2,375.67 |
2,188.92 |
186.75 |
8.5% |
37.51 |
1.7% |
8% |
False |
True |
|
| 20 |
2,403.52 |
2,188.92 |
214.60 |
9.7% |
34.15 |
1.6% |
7% |
False |
True |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.7% |
29.91 |
1.4% |
7% |
False |
True |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.7% |
26.05 |
1.2% |
7% |
False |
True |
|
| 80 |
2,403.52 |
2,105.61 |
297.91 |
13.5% |
24.80 |
1.1% |
33% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
14.4% |
24.69 |
1.1% |
37% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
20.0% |
25.16 |
1.1% |
54% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,520.72 |
|
2.618 |
2,417.58 |
|
1.618 |
2,354.38 |
|
1.000 |
2,315.32 |
|
0.618 |
2,291.18 |
|
HIGH |
2,252.12 |
|
0.618 |
2,227.98 |
|
0.500 |
2,220.52 |
|
0.382 |
2,213.06 |
|
LOW |
2,188.92 |
|
0.618 |
2,149.86 |
|
1.000 |
2,125.72 |
|
1.618 |
2,086.66 |
|
2.618 |
2,023.46 |
|
4.250 |
1,920.32 |
|
|