| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
1,921.00 |
1,917.00 |
-4.00 |
-0.2% |
1,882.00 |
| High |
1,922.50 |
1,932.25 |
9.75 |
0.5% |
1,929.75 |
| Low |
1,903.75 |
1,916.50 |
12.75 |
0.7% |
1,879.00 |
| Close |
1,917.00 |
1,928.50 |
11.50 |
0.6% |
1,924.25 |
| Range |
18.75 |
15.75 |
-3.00 |
-16.0% |
50.75 |
| ATR |
24.25 |
23.65 |
-0.61 |
-2.5% |
0.00 |
| Volume |
213,914 |
256,111 |
42,197 |
19.7% |
260,280 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.00 |
1,966.50 |
1,937.25 |
|
| R3 |
1,957.25 |
1,950.75 |
1,932.75 |
|
| R2 |
1,941.50 |
1,941.50 |
1,931.50 |
|
| R1 |
1,935.00 |
1,935.00 |
1,930.00 |
1,938.25 |
| PP |
1,925.75 |
1,925.75 |
1,925.75 |
1,927.50 |
| S1 |
1,919.25 |
1,919.25 |
1,927.00 |
1,922.50 |
| S2 |
1,910.00 |
1,910.00 |
1,925.50 |
|
| S3 |
1,894.25 |
1,903.50 |
1,924.25 |
|
| S4 |
1,878.50 |
1,887.75 |
1,919.75 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,063.25 |
2,044.50 |
1,952.25 |
|
| R3 |
2,012.50 |
1,993.75 |
1,938.25 |
|
| R2 |
1,961.75 |
1,961.75 |
1,933.50 |
|
| R1 |
1,943.00 |
1,943.00 |
1,929.00 |
1,952.50 |
| PP |
1,911.00 |
1,911.00 |
1,911.00 |
1,915.75 |
| S1 |
1,892.25 |
1,892.25 |
1,919.50 |
1,901.50 |
| S2 |
1,860.25 |
1,860.25 |
1,915.00 |
|
| S3 |
1,809.50 |
1,841.50 |
1,910.25 |
|
| S4 |
1,758.75 |
1,790.75 |
1,896.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,932.25 |
1,897.75 |
34.50 |
1.8% |
17.75 |
0.9% |
89% |
True |
False |
144,486 |
| 10 |
1,932.25 |
1,842.00 |
90.25 |
4.7% |
19.25 |
1.0% |
96% |
True |
False |
73,429 |
| 20 |
1,932.25 |
1,778.50 |
153.75 |
8.0% |
22.00 |
1.1% |
98% |
True |
False |
36,995 |
| 40 |
1,932.25 |
1,708.50 |
223.75 |
11.6% |
29.25 |
1.5% |
98% |
True |
False |
18,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,999.25 |
|
2.618 |
1,973.50 |
|
1.618 |
1,957.75 |
|
1.000 |
1,948.00 |
|
0.618 |
1,942.00 |
|
HIGH |
1,932.25 |
|
0.618 |
1,926.25 |
|
0.500 |
1,924.50 |
|
0.382 |
1,922.50 |
|
LOW |
1,916.50 |
|
0.618 |
1,906.75 |
|
1.000 |
1,900.75 |
|
1.618 |
1,891.00 |
|
2.618 |
1,875.25 |
|
4.250 |
1,849.50 |
|
|