| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,238.85 |
2,249.18 |
10.33 |
0.5% |
2,286.77 |
| High |
2,247.93 |
2,249.38 |
1.45 |
0.1% |
2,302.92 |
| Low |
2,223.12 |
2,217.95 |
-5.17 |
-0.2% |
2,188.92 |
| Close |
2,225.24 |
2,221.07 |
-4.17 |
-0.2% |
2,221.07 |
| Range |
24.81 |
31.43 |
6.62 |
26.7% |
114.00 |
| ATR |
39.37 |
38.80 |
-0.57 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.76 |
2,303.84 |
2,238.36 |
|
| R3 |
2,292.33 |
2,272.41 |
2,229.71 |
|
| R2 |
2,260.90 |
2,260.90 |
2,226.83 |
|
| R1 |
2,240.98 |
2,240.98 |
2,223.95 |
2,235.23 |
| PP |
2,229.47 |
2,229.47 |
2,229.47 |
2,226.59 |
| S1 |
2,209.55 |
2,209.55 |
2,218.19 |
2,203.80 |
| S2 |
2,198.04 |
2,198.04 |
2,215.31 |
|
| S3 |
2,166.61 |
2,178.12 |
2,212.43 |
|
| S4 |
2,135.18 |
2,146.69 |
2,203.78 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,579.64 |
2,514.35 |
2,283.77 |
|
| R3 |
2,465.64 |
2,400.35 |
2,252.42 |
|
| R2 |
2,351.64 |
2,351.64 |
2,241.97 |
|
| R1 |
2,286.35 |
2,286.35 |
2,231.52 |
2,262.00 |
| PP |
2,237.64 |
2,237.64 |
2,237.64 |
2,225.46 |
| S1 |
2,172.35 |
2,172.35 |
2,210.62 |
2,148.00 |
| S2 |
2,123.64 |
2,123.64 |
2,200.17 |
|
| S3 |
2,009.64 |
2,058.35 |
2,189.72 |
|
| S4 |
1,895.64 |
1,944.35 |
2,158.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,302.92 |
2,188.92 |
114.00 |
5.1% |
40.49 |
1.8% |
28% |
False |
False |
|
| 10 |
2,370.90 |
2,188.92 |
181.98 |
8.2% |
37.92 |
1.7% |
18% |
False |
False |
|
| 20 |
2,400.47 |
2,188.92 |
211.55 |
9.5% |
35.34 |
1.6% |
15% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.7% |
29.73 |
1.3% |
15% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.7% |
26.43 |
1.2% |
15% |
False |
False |
|
| 80 |
2,403.52 |
2,105.61 |
297.91 |
13.4% |
24.91 |
1.1% |
39% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
14.3% |
24.92 |
1.1% |
43% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.8% |
25.31 |
1.1% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,382.96 |
|
2.618 |
2,331.66 |
|
1.618 |
2,300.23 |
|
1.000 |
2,280.81 |
|
0.618 |
2,268.80 |
|
HIGH |
2,249.38 |
|
0.618 |
2,237.37 |
|
0.500 |
2,233.67 |
|
0.382 |
2,229.96 |
|
LOW |
2,217.95 |
|
0.618 |
2,198.53 |
|
1.000 |
2,186.52 |
|
1.618 |
2,167.10 |
|
2.618 |
2,135.67 |
|
4.250 |
2,084.37 |
|
|