| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,264.07 |
2,251.49 |
-12.58 |
-0.6% |
2,286.77 |
| High |
2,266.09 |
2,276.62 |
10.53 |
0.5% |
2,302.92 |
| Low |
2,253.08 |
2,234.94 |
-18.14 |
-0.8% |
2,188.92 |
| Close |
2,257.96 |
2,270.50 |
12.54 |
0.6% |
2,221.07 |
| Range |
13.01 |
41.68 |
28.67 |
220.4% |
114.00 |
| ATR |
37.84 |
38.11 |
0.27 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.73 |
2,369.79 |
2,293.42 |
|
| R3 |
2,344.05 |
2,328.11 |
2,281.96 |
|
| R2 |
2,302.37 |
2,302.37 |
2,278.14 |
|
| R1 |
2,286.43 |
2,286.43 |
2,274.32 |
2,294.40 |
| PP |
2,260.69 |
2,260.69 |
2,260.69 |
2,264.67 |
| S1 |
2,244.75 |
2,244.75 |
2,266.68 |
2,252.72 |
| S2 |
2,219.01 |
2,219.01 |
2,262.86 |
|
| S3 |
2,177.33 |
2,203.07 |
2,259.04 |
|
| S4 |
2,135.65 |
2,161.39 |
2,247.58 |
|
|
| 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 |
2,276.62 |
2,217.95 |
58.67 |
2.6% |
26.92 |
1.2% |
90% |
True |
False |
|
| 10 |
2,305.97 |
2,188.92 |
117.05 |
5.2% |
33.61 |
1.5% |
70% |
False |
False |
|
| 20 |
2,375.67 |
2,188.92 |
186.75 |
8.2% |
33.73 |
1.5% |
44% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.5% |
29.54 |
1.3% |
38% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.5% |
27.03 |
1.2% |
38% |
False |
False |
|
| 80 |
2,403.52 |
2,110.24 |
293.28 |
12.9% |
24.99 |
1.1% |
55% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
14.0% |
24.95 |
1.1% |
58% |
False |
False |
|
| 120 |
2,403.52 |
1,963.68 |
439.84 |
19.4% |
25.15 |
1.1% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.76 |
|
2.618 |
2,385.74 |
|
1.618 |
2,344.06 |
|
1.000 |
2,318.30 |
|
0.618 |
2,302.38 |
|
HIGH |
2,276.62 |
|
0.618 |
2,260.70 |
|
0.500 |
2,255.78 |
|
0.382 |
2,250.86 |
|
LOW |
2,234.94 |
|
0.618 |
2,209.18 |
|
1.000 |
2,193.26 |
|
1.618 |
2,167.50 |
|
2.618 |
2,125.82 |
|
4.250 |
2,057.80 |
|
|