| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,299.27 |
2,338.40 |
39.13 |
1.7% |
2,250.88 |
| High |
2,325.54 |
2,340.38 |
14.84 |
0.6% |
2,331.62 |
| Low |
2,291.78 |
2,326.79 |
35.01 |
1.5% |
2,234.94 |
| Close |
2,325.54 |
2,336.52 |
10.98 |
0.5% |
2,316.36 |
| Range |
33.76 |
13.59 |
-20.17 |
-59.7% |
96.68 |
| ATR |
36.06 |
34.54 |
-1.52 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.33 |
2,369.52 |
2,343.99 |
|
| R3 |
2,361.74 |
2,355.93 |
2,340.26 |
|
| R2 |
2,348.15 |
2,348.15 |
2,339.01 |
|
| R1 |
2,342.34 |
2,342.34 |
2,337.77 |
2,338.45 |
| PP |
2,334.56 |
2,334.56 |
2,334.56 |
2,332.62 |
| S1 |
2,328.75 |
2,328.75 |
2,335.27 |
2,324.86 |
| S2 |
2,320.97 |
2,320.97 |
2,334.03 |
|
| S3 |
2,307.38 |
2,315.16 |
2,332.78 |
|
| S4 |
2,293.79 |
2,301.57 |
2,329.05 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.35 |
2,547.03 |
2,369.53 |
|
| R3 |
2,487.67 |
2,450.35 |
2,342.95 |
|
| R2 |
2,390.99 |
2,390.99 |
2,334.08 |
|
| R1 |
2,353.67 |
2,353.67 |
2,325.22 |
2,372.33 |
| PP |
2,294.31 |
2,294.31 |
2,294.31 |
2,303.64 |
| S1 |
2,256.99 |
2,256.99 |
2,307.50 |
2,275.65 |
| S2 |
2,197.63 |
2,197.63 |
2,298.64 |
|
| S3 |
2,100.95 |
2,160.31 |
2,289.77 |
|
| S4 |
2,004.27 |
2,063.63 |
2,263.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,340.38 |
2,275.64 |
64.74 |
2.8% |
25.59 |
1.1% |
94% |
True |
False |
|
| 10 |
2,340.38 |
2,217.95 |
122.43 |
5.2% |
26.25 |
1.1% |
97% |
True |
False |
|
| 20 |
2,375.67 |
2,188.92 |
186.75 |
8.0% |
31.88 |
1.4% |
79% |
False |
False |
|
| 40 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
28.51 |
1.2% |
69% |
False |
False |
|
| 60 |
2,403.52 |
2,188.92 |
214.60 |
9.2% |
27.91 |
1.2% |
69% |
False |
False |
|
| 80 |
2,403.52 |
2,182.99 |
220.53 |
9.4% |
25.15 |
1.1% |
70% |
False |
False |
|
| 100 |
2,403.52 |
2,085.27 |
318.25 |
13.6% |
25.24 |
1.1% |
79% |
False |
False |
|
| 120 |
2,403.52 |
1,999.89 |
403.63 |
17.3% |
24.99 |
1.1% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.14 |
|
2.618 |
2,375.96 |
|
1.618 |
2,362.37 |
|
1.000 |
2,353.97 |
|
0.618 |
2,348.78 |
|
HIGH |
2,340.38 |
|
0.618 |
2,335.19 |
|
0.500 |
2,333.59 |
|
0.382 |
2,331.98 |
|
LOW |
2,326.79 |
|
0.618 |
2,318.39 |
|
1.000 |
2,313.20 |
|
1.618 |
2,304.80 |
|
2.618 |
2,291.21 |
|
4.250 |
2,269.03 |
|
|