| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
12,013 |
12,133 |
120 |
1.0% |
12,023 |
| High |
12,180 |
12,188 |
8 |
0.1% |
12,226 |
| Low |
12,000 |
12,089 |
89 |
0.7% |
11,914 |
| Close |
12,136 |
12,110 |
-26 |
-0.2% |
12,089 |
| Range |
180 |
99 |
-81 |
-45.0% |
312 |
| ATR |
144 |
141 |
-3 |
-2.2% |
0 |
| Volume |
3,999 |
17,645 |
13,646 |
341.2% |
2,300 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,426 |
12,367 |
12,165 |
|
| R3 |
12,327 |
12,268 |
12,137 |
|
| R2 |
12,228 |
12,228 |
12,128 |
|
| R1 |
12,169 |
12,169 |
12,119 |
12,149 |
| PP |
12,129 |
12,129 |
12,129 |
12,119 |
| S1 |
12,070 |
12,070 |
12,101 |
12,050 |
| S2 |
12,030 |
12,030 |
12,092 |
|
| S3 |
11,931 |
11,971 |
12,083 |
|
| S4 |
11,832 |
11,872 |
12,056 |
|
|
| 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 |
12,221 |
11,964 |
257 |
2.1% |
185 |
1.5% |
57% |
False |
False |
4,618 |
| 10 |
12,226 |
11,904 |
322 |
2.7% |
174 |
1.4% |
64% |
False |
False |
2,481 |
| 20 |
12,311 |
11,904 |
407 |
3.4% |
139 |
1.1% |
51% |
False |
False |
1,285 |
| 40 |
12,311 |
11,521 |
790 |
6.5% |
120 |
1.0% |
75% |
False |
False |
661 |
| 60 |
12,311 |
11,293 |
1,018 |
8.4% |
98 |
0.8% |
80% |
False |
False |
446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,609 |
|
2.618 |
12,447 |
|
1.618 |
12,348 |
|
1.000 |
12,287 |
|
0.618 |
12,249 |
|
HIGH |
12,188 |
|
0.618 |
12,150 |
|
0.500 |
12,139 |
|
0.382 |
12,127 |
|
LOW |
12,089 |
|
0.618 |
12,028 |
|
1.000 |
11,990 |
|
1.618 |
11,929 |
|
2.618 |
11,830 |
|
4.250 |
11,668 |
|
|