| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
2,852 |
2,920 |
68 |
2.4% |
2,870 |
| High |
2,929 |
2,920 |
-9 |
-0.3% |
2,929 |
| Low |
2,818 |
2,828 |
10 |
0.4% |
2,754 |
| Close |
2,920 |
2,866 |
-54 |
-1.8% |
2,920 |
| Range |
111 |
92 |
-19 |
-17.1% |
175 |
| ATR |
76 |
78 |
1 |
1.4% |
0 |
| Volume |
5,280 |
8,600 |
3,320 |
62.9% |
34,155 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147 |
3,099 |
2,917 |
|
| R3 |
3,055 |
3,007 |
2,891 |
|
| R2 |
2,963 |
2,963 |
2,883 |
|
| R1 |
2,915 |
2,915 |
2,874 |
2,893 |
| PP |
2,871 |
2,871 |
2,871 |
2,861 |
| S1 |
2,823 |
2,823 |
2,858 |
2,801 |
| S2 |
2,779 |
2,779 |
2,849 |
|
| S3 |
2,687 |
2,731 |
2,841 |
|
| S4 |
2,595 |
2,639 |
2,815 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393 |
3,331 |
3,016 |
|
| R3 |
3,218 |
3,156 |
2,968 |
|
| R2 |
3,043 |
3,043 |
2,952 |
|
| R1 |
2,981 |
2,981 |
2,936 |
3,012 |
| PP |
2,868 |
2,868 |
2,868 |
2,883 |
| S1 |
2,806 |
2,806 |
2,904 |
2,837 |
| S2 |
2,693 |
2,693 |
2,888 |
|
| S3 |
2,518 |
2,631 |
2,872 |
|
| S4 |
2,343 |
2,456 |
2,824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,929 |
2,754 |
175 |
6.1% |
81 |
2.8% |
64% |
False |
False |
7,336 |
| 10 |
2,929 |
2,754 |
175 |
6.1% |
71 |
2.5% |
64% |
False |
False |
7,720 |
| 20 |
3,175 |
2,754 |
421 |
14.7% |
77 |
2.7% |
27% |
False |
False |
7,318 |
| 40 |
3,512 |
2,754 |
758 |
26.4% |
79 |
2.8% |
15% |
False |
False |
7,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,311 |
|
2.618 |
3,161 |
|
1.618 |
3,069 |
|
1.000 |
3,012 |
|
0.618 |
2,977 |
|
HIGH |
2,920 |
|
0.618 |
2,885 |
|
0.500 |
2,874 |
|
0.382 |
2,863 |
|
LOW |
2,828 |
|
0.618 |
2,771 |
|
1.000 |
2,736 |
|
1.618 |
2,679 |
|
2.618 |
2,587 |
|
4.250 |
2,437 |
|
|