| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,788.0 |
2,766.0 |
-22.0 |
-0.8% |
2,799.0 |
| High |
2,805.0 |
2,794.0 |
-11.0 |
-0.4% |
2,819.0 |
| Low |
2,767.0 |
2,757.0 |
-10.0 |
-0.4% |
2,591.0 |
| Close |
2,779.0 |
2,786.0 |
7.0 |
0.3% |
2,717.0 |
| Range |
38.0 |
37.0 |
-1.0 |
-2.6% |
228.0 |
| ATR |
56.8 |
55.4 |
-1.4 |
-2.5% |
0.0 |
| Volume |
405 |
537 |
132 |
32.6% |
257,574 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.0 |
2,875.0 |
2,806.4 |
|
| R3 |
2,853.0 |
2,838.0 |
2,796.2 |
|
| R2 |
2,816.0 |
2,816.0 |
2,792.8 |
|
| R1 |
2,801.0 |
2,801.0 |
2,789.4 |
2,808.5 |
| PP |
2,779.0 |
2,779.0 |
2,779.0 |
2,782.8 |
| S1 |
2,764.0 |
2,764.0 |
2,782.6 |
2,771.5 |
| S2 |
2,742.0 |
2,742.0 |
2,779.2 |
|
| S3 |
2,705.0 |
2,727.0 |
2,775.8 |
|
| S4 |
2,668.0 |
2,690.0 |
2,765.7 |
|
|
| 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 |
2,805.0 |
2,647.0 |
158.0 |
5.7% |
51.4 |
1.8% |
88% |
False |
False |
14,696 |
| 10 |
2,846.0 |
2,591.0 |
255.0 |
9.2% |
59.2 |
2.1% |
76% |
False |
False |
27,481 |
| 20 |
2,960.0 |
2,591.0 |
369.0 |
13.2% |
52.8 |
1.9% |
53% |
False |
False |
15,196 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.6% |
43.2 |
1.6% |
48% |
False |
False |
7,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.3 |
|
2.618 |
2,890.9 |
|
1.618 |
2,853.9 |
|
1.000 |
2,831.0 |
|
0.618 |
2,816.9 |
|
HIGH |
2,794.0 |
|
0.618 |
2,779.9 |
|
0.500 |
2,775.5 |
|
0.382 |
2,771.1 |
|
LOW |
2,757.0 |
|
0.618 |
2,734.1 |
|
1.000 |
2,720.0 |
|
1.618 |
2,697.1 |
|
2.618 |
2,660.1 |
|
4.250 |
2,599.8 |
|
|