| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,240.83 |
2,238.85 |
-1.98 |
-0.1% |
2,367.92 |
| High |
2,252.12 |
2,247.93 |
-4.19 |
-0.2% |
2,370.90 |
| Low |
2,188.92 |
2,223.12 |
34.20 |
1.6% |
2,275.07 |
| Close |
2,202.97 |
2,225.24 |
22.27 |
1.0% |
2,299.26 |
| Range |
63.20 |
24.81 |
-38.39 |
-60.7% |
95.83 |
| ATR |
38.94 |
39.37 |
0.43 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,306.53 |
2,290.69 |
2,238.89 |
|
| R3 |
2,281.72 |
2,265.88 |
2,232.06 |
|
| R2 |
2,256.91 |
2,256.91 |
2,229.79 |
|
| R1 |
2,241.07 |
2,241.07 |
2,227.51 |
2,236.59 |
| PP |
2,232.10 |
2,232.10 |
2,232.10 |
2,229.85 |
| S1 |
2,216.26 |
2,216.26 |
2,222.97 |
2,211.78 |
| S2 |
2,207.29 |
2,207.29 |
2,220.69 |
|
| S3 |
2,182.48 |
2,191.45 |
2,218.42 |
|
| S4 |
2,157.67 |
2,166.64 |
2,211.59 |
|
|
| 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% |
40.38 |
1.8% |
31% |
False |
False |
|
| 10 |
2,371.23 |
2,188.92 |
182.31 |
8.2% |
37.44 |
1.7% |
20% |
False |
False |
|
| 20 |
2,400.88 |
2,188.92 |
211.96 |
9.5% |
34.60 |
1.6% |
17% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.6% |
29.61 |
1.3% |
17% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.6% |
26.06 |
1.2% |
17% |
False |
False |
|
| 80 |
2,403.52 |
2,105.61 |
297.91 |
13.4% |
24.89 |
1.1% |
40% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
14.3% |
24.75 |
1.1% |
44% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.8% |
25.18 |
1.1% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,353.37 |
|
2.618 |
2,312.88 |
|
1.618 |
2,288.07 |
|
1.000 |
2,272.74 |
|
0.618 |
2,263.26 |
|
HIGH |
2,247.93 |
|
0.618 |
2,238.45 |
|
0.500 |
2,235.53 |
|
0.382 |
2,232.60 |
|
LOW |
2,223.12 |
|
0.618 |
2,207.79 |
|
1.000 |
2,198.31 |
|
1.618 |
2,182.98 |
|
2.618 |
2,158.17 |
|
4.250 |
2,117.68 |
|
|