| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
11,985 |
12,174 |
189 |
1.6% |
12,023 |
| High |
12,208 |
12,221 |
13 |
0.1% |
12,226 |
| Low |
11,980 |
12,004 |
24 |
0.2% |
11,914 |
| Close |
12,174 |
12,089 |
-85 |
-0.7% |
12,089 |
| Range |
228 |
217 |
-11 |
-4.8% |
312 |
| ATR |
131 |
137 |
6 |
4.7% |
0 |
| Volume |
525 |
277 |
-248 |
-47.2% |
2,300 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,756 |
12,639 |
12,208 |
|
| R3 |
12,539 |
12,422 |
12,149 |
|
| R2 |
12,322 |
12,322 |
12,129 |
|
| R1 |
12,205 |
12,205 |
12,109 |
12,155 |
| PP |
12,105 |
12,105 |
12,105 |
12,080 |
| S1 |
11,988 |
11,988 |
12,069 |
11,938 |
| S2 |
11,888 |
11,888 |
12,049 |
|
| S3 |
11,671 |
11,771 |
12,029 |
|
| S4 |
11,454 |
11,554 |
11,970 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,012 |
12,863 |
12,261 |
|
| R3 |
12,700 |
12,551 |
12,175 |
|
| R2 |
12,388 |
12,388 |
12,146 |
|
| R1 |
12,239 |
12,239 |
12,118 |
12,314 |
| PP |
12,076 |
12,076 |
12,076 |
12,114 |
| S1 |
11,927 |
11,927 |
12,061 |
12,002 |
| S2 |
11,764 |
11,764 |
12,032 |
|
| S3 |
11,452 |
11,615 |
12,003 |
|
| S4 |
11,140 |
11,303 |
11,918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,226 |
11,914 |
312 |
2.6% |
201 |
1.7% |
56% |
False |
False |
460 |
| 10 |
12,311 |
11,904 |
407 |
3.4% |
176 |
1.5% |
45% |
False |
False |
282 |
| 20 |
12,311 |
11,904 |
407 |
3.4% |
128 |
1.1% |
45% |
False |
False |
173 |
| 40 |
12,311 |
11,466 |
845 |
7.0% |
115 |
1.0% |
74% |
False |
False |
105 |
| 60 |
12,311 |
11,200 |
1,111 |
9.2% |
93 |
0.8% |
80% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,143 |
|
2.618 |
12,789 |
|
1.618 |
12,572 |
|
1.000 |
12,438 |
|
0.618 |
12,355 |
|
HIGH |
12,221 |
|
0.618 |
12,138 |
|
0.500 |
12,113 |
|
0.382 |
12,087 |
|
LOW |
12,004 |
|
0.618 |
11,870 |
|
1.000 |
11,787 |
|
1.618 |
11,653 |
|
2.618 |
11,436 |
|
4.250 |
11,082 |
|
|