| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
2,863.0 |
2,863.0 |
0.0 |
0.0% |
2,737.0 |
| High |
2,870.0 |
2,864.0 |
-6.0 |
-0.2% |
2,850.0 |
| Low |
2,848.0 |
2,834.0 |
-14.0 |
-0.5% |
2,736.0 |
| Close |
2,855.0 |
2,844.0 |
-11.0 |
-0.4% |
2,837.0 |
| Range |
22.0 |
30.0 |
8.0 |
36.4% |
114.0 |
| ATR |
49.6 |
48.2 |
-1.4 |
-2.8% |
0.0 |
| Volume |
104 |
122 |
18 |
17.3% |
1,832 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,937.3 |
2,920.7 |
2,860.5 |
|
| R3 |
2,907.3 |
2,890.7 |
2,852.3 |
|
| R2 |
2,877.3 |
2,877.3 |
2,849.5 |
|
| R1 |
2,860.7 |
2,860.7 |
2,846.8 |
2,854.0 |
| PP |
2,847.3 |
2,847.3 |
2,847.3 |
2,844.0 |
| S1 |
2,830.7 |
2,830.7 |
2,841.3 |
2,824.0 |
| S2 |
2,817.3 |
2,817.3 |
2,838.5 |
|
| S3 |
2,787.3 |
2,800.7 |
2,835.8 |
|
| S4 |
2,757.3 |
2,770.7 |
2,827.5 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,149.7 |
3,107.3 |
2,899.7 |
|
| R3 |
3,035.7 |
2,993.3 |
2,868.4 |
|
| R2 |
2,921.7 |
2,921.7 |
2,857.9 |
|
| R1 |
2,879.3 |
2,879.3 |
2,847.5 |
2,900.5 |
| PP |
2,807.7 |
2,807.7 |
2,807.7 |
2,818.3 |
| S1 |
2,765.3 |
2,765.3 |
2,826.6 |
2,786.5 |
| S2 |
2,693.7 |
2,693.7 |
2,816.1 |
|
| S3 |
2,579.7 |
2,651.3 |
2,805.7 |
|
| S4 |
2,465.7 |
2,537.3 |
2,774.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,870.0 |
2,808.0 |
62.0 |
2.2% |
26.4 |
0.9% |
58% |
False |
False |
139 |
| 10 |
2,870.0 |
2,700.0 |
170.0 |
6.0% |
38.7 |
1.4% |
85% |
False |
False |
2,687 |
| 20 |
2,916.0 |
2,591.0 |
325.0 |
11.4% |
49.9 |
1.8% |
78% |
False |
False |
14,324 |
| 40 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
41.5 |
1.5% |
62% |
False |
False |
7,714 |
| 60 |
2,999.0 |
2,591.0 |
408.0 |
14.3% |
39.3 |
1.4% |
62% |
False |
False |
5,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,991.5 |
|
2.618 |
2,942.5 |
|
1.618 |
2,912.5 |
|
1.000 |
2,894.0 |
|
0.618 |
2,882.5 |
|
HIGH |
2,864.0 |
|
0.618 |
2,852.5 |
|
0.500 |
2,849.0 |
|
0.382 |
2,845.5 |
|
LOW |
2,834.0 |
|
0.618 |
2,815.5 |
|
1.000 |
2,804.0 |
|
1.618 |
2,785.5 |
|
2.618 |
2,755.5 |
|
4.250 |
2,706.5 |
|
|