| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,713.0 |
6,716.0 |
3.0 |
0.0% |
7,194.5 |
| High |
6,764.5 |
6,782.0 |
17.5 |
0.3% |
7,306.0 |
| Low |
6,535.0 |
6,486.5 |
-48.5 |
-0.7% |
7,021.5 |
| Close |
6,711.0 |
6,575.0 |
-136.0 |
-2.0% |
7,033.5 |
| Range |
229.5 |
295.5 |
66.0 |
28.8% |
284.5 |
| ATR |
116.0 |
128.9 |
12.8 |
11.0% |
0.0 |
| Volume |
10,426 |
15,431 |
5,005 |
48.0% |
4,108 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,501.0 |
7,333.5 |
6,737.5 |
|
| R3 |
7,205.5 |
7,038.0 |
6,656.3 |
|
| R2 |
6,910.0 |
6,910.0 |
6,629.2 |
|
| R1 |
6,742.5 |
6,742.5 |
6,602.1 |
6,678.5 |
| PP |
6,614.5 |
6,614.5 |
6,614.5 |
6,582.5 |
| S1 |
6,447.0 |
6,447.0 |
6,547.9 |
6,383.0 |
| S2 |
6,319.0 |
6,319.0 |
6,520.8 |
|
| S3 |
6,023.5 |
6,151.5 |
6,493.7 |
|
| S4 |
5,728.0 |
5,856.0 |
6,412.5 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,973.8 |
7,788.2 |
7,190.0 |
|
| R3 |
7,689.3 |
7,503.7 |
7,111.7 |
|
| R2 |
7,404.8 |
7,404.8 |
7,085.7 |
|
| R1 |
7,219.2 |
7,219.2 |
7,059.6 |
7,169.8 |
| PP |
7,120.3 |
7,120.3 |
7,120.3 |
7,095.6 |
| S1 |
6,934.7 |
6,934.7 |
7,007.4 |
6,885.3 |
| S2 |
6,835.8 |
6,835.8 |
6,981.3 |
|
| S3 |
6,551.3 |
6,650.2 |
6,955.3 |
|
| S4 |
6,266.8 |
6,365.7 |
6,877.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,163.0 |
6,486.5 |
676.5 |
10.3% |
149.4 |
2.3% |
13% |
False |
True |
5,887 |
| 10 |
7,358.5 |
6,486.5 |
872.0 |
13.3% |
133.3 |
2.0% |
10% |
False |
True |
3,135 |
| 20 |
7,485.0 |
6,486.5 |
998.5 |
15.2% |
107.7 |
1.6% |
9% |
False |
True |
1,610 |
| 40 |
7,485.0 |
6,486.5 |
998.5 |
15.2% |
73.8 |
1.1% |
9% |
False |
True |
845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,037.9 |
|
2.618 |
7,555.6 |
|
1.618 |
7,260.1 |
|
1.000 |
7,077.5 |
|
0.618 |
6,964.6 |
|
HIGH |
6,782.0 |
|
0.618 |
6,669.1 |
|
0.500 |
6,634.3 |
|
0.382 |
6,599.4 |
|
LOW |
6,486.5 |
|
0.618 |
6,303.9 |
|
1.000 |
6,191.0 |
|
1.618 |
6,008.4 |
|
2.618 |
5,712.9 |
|
4.250 |
5,230.6 |
|
|