| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,726.0 |
2,737.0 |
11.0 |
0.4% |
2,799.0 |
| High |
2,754.0 |
2,791.0 |
37.0 |
1.3% |
2,819.0 |
| Low |
2,700.0 |
2,736.0 |
36.0 |
1.3% |
2,591.0 |
| Close |
2,717.0 |
2,780.0 |
63.0 |
2.3% |
2,717.0 |
| Range |
54.0 |
55.0 |
1.0 |
1.9% |
228.0 |
| ATR |
57.1 |
58.3 |
1.2 |
2.1% |
0.0 |
| Volume |
24,485 |
243 |
-24,242 |
-99.0% |
257,574 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,912.0 |
2,810.3 |
|
| R3 |
2,879.0 |
2,857.0 |
2,795.1 |
|
| R2 |
2,824.0 |
2,824.0 |
2,790.1 |
|
| R1 |
2,802.0 |
2,802.0 |
2,785.0 |
2,813.0 |
| PP |
2,769.0 |
2,769.0 |
2,769.0 |
2,774.5 |
| S1 |
2,747.0 |
2,747.0 |
2,775.0 |
2,758.0 |
| S2 |
2,714.0 |
2,714.0 |
2,769.9 |
|
| S3 |
2,659.0 |
2,692.0 |
2,764.9 |
|
| S4 |
2,604.0 |
2,637.0 |
2,749.8 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,393.0 |
3,283.0 |
2,842.4 |
|
| R3 |
3,165.0 |
3,055.0 |
2,779.7 |
|
| R2 |
2,937.0 |
2,937.0 |
2,758.8 |
|
| R1 |
2,827.0 |
2,827.0 |
2,737.9 |
2,768.0 |
| PP |
2,709.0 |
2,709.0 |
2,709.0 |
2,679.5 |
| S1 |
2,599.0 |
2,599.0 |
2,696.1 |
2,540.0 |
| S2 |
2,481.0 |
2,481.0 |
2,675.2 |
|
| S3 |
2,253.0 |
2,371.0 |
2,654.3 |
|
| S4 |
2,025.0 |
2,143.0 |
2,591.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,791.0 |
2,591.0 |
200.0 |
7.2% |
80.4 |
2.9% |
95% |
True |
False |
44,434 |
| 10 |
2,886.0 |
2,591.0 |
295.0 |
10.6% |
59.1 |
2.1% |
64% |
False |
False |
27,822 |
| 20 |
2,960.0 |
2,591.0 |
369.0 |
13.3% |
52.7 |
1.9% |
51% |
False |
False |
15,182 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.7% |
42.4 |
1.5% |
46% |
False |
False |
7,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.8 |
|
2.618 |
2,935.0 |
|
1.618 |
2,880.0 |
|
1.000 |
2,846.0 |
|
0.618 |
2,825.0 |
|
HIGH |
2,791.0 |
|
0.618 |
2,770.0 |
|
0.500 |
2,763.5 |
|
0.382 |
2,757.0 |
|
LOW |
2,736.0 |
|
0.618 |
2,702.0 |
|
1.000 |
2,681.0 |
|
1.618 |
2,647.0 |
|
2.618 |
2,592.0 |
|
4.250 |
2,502.3 |
|
|