| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
5,768.0 |
5,778.5 |
10.5 |
0.2% |
5,732.0 |
| High |
5,837.0 |
5,828.0 |
-9.0 |
-0.2% |
5,759.0 |
| Low |
5,761.5 |
5,775.0 |
13.5 |
0.2% |
5,527.0 |
| Close |
5,823.0 |
5,805.0 |
-18.0 |
-0.3% |
5,602.0 |
| Range |
75.5 |
53.0 |
-22.5 |
-29.8% |
232.0 |
| ATR |
98.7 |
95.5 |
-3.3 |
-3.3% |
0.0 |
| Volume |
392 |
2,240 |
1,848 |
471.4% |
3,493 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,961.7 |
5,936.3 |
5,834.2 |
|
| R3 |
5,908.7 |
5,883.3 |
5,819.6 |
|
| R2 |
5,855.7 |
5,855.7 |
5,814.7 |
|
| R1 |
5,830.3 |
5,830.3 |
5,809.9 |
5,843.0 |
| PP |
5,802.7 |
5,802.7 |
5,802.7 |
5,809.0 |
| S1 |
5,777.3 |
5,777.3 |
5,800.1 |
5,790.0 |
| S2 |
5,749.7 |
5,749.7 |
5,795.3 |
|
| S3 |
5,696.7 |
5,724.3 |
5,790.4 |
|
| S4 |
5,643.7 |
5,671.3 |
5,775.9 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,325.3 |
6,195.7 |
5,729.6 |
|
| R3 |
6,093.3 |
5,963.7 |
5,665.8 |
|
| R2 |
5,861.3 |
5,861.3 |
5,644.5 |
|
| R1 |
5,731.7 |
5,731.7 |
5,623.3 |
5,680.5 |
| PP |
5,629.3 |
5,629.3 |
5,629.3 |
5,603.8 |
| S1 |
5,499.7 |
5,499.7 |
5,580.7 |
5,448.5 |
| S2 |
5,397.3 |
5,397.3 |
5,559.5 |
|
| S3 |
5,165.3 |
5,267.7 |
5,538.2 |
|
| S4 |
4,933.3 |
5,035.7 |
5,474.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,837.0 |
5,541.5 |
295.5 |
5.1% |
71.5 |
1.2% |
89% |
False |
False |
768 |
| 10 |
5,837.0 |
5,527.0 |
310.0 |
5.3% |
87.0 |
1.5% |
90% |
False |
False |
754 |
| 20 |
5,837.0 |
5,400.0 |
437.0 |
7.5% |
89.6 |
1.5% |
93% |
False |
False |
667 |
| 40 |
6,107.5 |
5,400.0 |
707.5 |
12.2% |
101.8 |
1.8% |
57% |
False |
False |
524 |
| 60 |
6,107.5 |
5,400.0 |
707.5 |
12.2% |
89.8 |
1.5% |
57% |
False |
False |
764 |
| 80 |
6,107.5 |
5,400.0 |
707.5 |
12.2% |
85.0 |
1.5% |
57% |
False |
False |
619 |
| 100 |
6,107.5 |
5,330.5 |
777.0 |
13.4% |
86.1 |
1.5% |
61% |
False |
False |
524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,053.3 |
|
2.618 |
5,966.8 |
|
1.618 |
5,913.8 |
|
1.000 |
5,881.0 |
|
0.618 |
5,860.8 |
|
HIGH |
5,828.0 |
|
0.618 |
5,807.8 |
|
0.500 |
5,801.5 |
|
0.382 |
5,795.2 |
|
LOW |
5,775.0 |
|
0.618 |
5,742.2 |
|
1.000 |
5,722.0 |
|
1.618 |
5,689.2 |
|
2.618 |
5,636.2 |
|
4.250 |
5,549.8 |
|
|