| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
6,840.5 |
7,015.0 |
174.5 |
2.6% |
6,775.0 |
| High |
7,002.0 |
7,028.0 |
26.0 |
0.4% |
7,028.0 |
| Low |
6,830.0 |
6,970.0 |
140.0 |
2.0% |
6,765.5 |
| Close |
6,983.5 |
7,006.0 |
22.5 |
0.3% |
7,006.0 |
| Range |
172.0 |
58.0 |
-114.0 |
-66.3% |
262.5 |
| ATR |
127.6 |
122.6 |
-5.0 |
-3.9% |
0.0 |
| Volume |
657 |
222 |
-435 |
-66.2% |
1,472 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,175.3 |
7,148.7 |
7,037.9 |
|
| R3 |
7,117.3 |
7,090.7 |
7,022.0 |
|
| R2 |
7,059.3 |
7,059.3 |
7,016.6 |
|
| R1 |
7,032.7 |
7,032.7 |
7,011.3 |
7,017.0 |
| PP |
7,001.3 |
7,001.3 |
7,001.3 |
6,993.5 |
| S1 |
6,974.7 |
6,974.7 |
7,000.7 |
6,959.0 |
| S2 |
6,943.3 |
6,943.3 |
6,995.4 |
|
| S3 |
6,885.3 |
6,916.7 |
6,990.1 |
|
| S4 |
6,827.3 |
6,858.7 |
6,974.1 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,720.7 |
7,625.8 |
7,150.4 |
|
| R3 |
7,458.2 |
7,363.3 |
7,078.2 |
|
| R2 |
7,195.7 |
7,195.7 |
7,054.1 |
|
| R1 |
7,100.8 |
7,100.8 |
7,030.1 |
7,148.3 |
| PP |
6,933.2 |
6,933.2 |
6,933.2 |
6,956.9 |
| S1 |
6,838.3 |
6,838.3 |
6,981.9 |
6,885.8 |
| S2 |
6,670.7 |
6,670.7 |
6,957.9 |
|
| S3 |
6,408.2 |
6,575.8 |
6,933.8 |
|
| S4 |
6,145.7 |
6,313.3 |
6,861.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,028.0 |
6,765.5 |
262.5 |
3.7% |
95.7 |
1.4% |
92% |
True |
False |
294 |
| 10 |
7,028.0 |
6,486.5 |
541.5 |
7.7% |
133.4 |
1.9% |
96% |
True |
False |
5,491 |
| 20 |
7,405.0 |
6,486.5 |
918.5 |
13.1% |
118.5 |
1.7% |
57% |
False |
False |
2,979 |
| 40 |
7,485.0 |
6,486.5 |
998.5 |
14.3% |
84.0 |
1.2% |
52% |
False |
False |
1,524 |
| 60 |
7,485.0 |
6,486.5 |
998.5 |
14.3% |
73.4 |
1.0% |
52% |
False |
False |
1,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,274.5 |
|
2.618 |
7,179.8 |
|
1.618 |
7,121.8 |
|
1.000 |
7,086.0 |
|
0.618 |
7,063.8 |
|
HIGH |
7,028.0 |
|
0.618 |
7,005.8 |
|
0.500 |
6,999.0 |
|
0.382 |
6,992.2 |
|
LOW |
6,970.0 |
|
0.618 |
6,934.2 |
|
1.000 |
6,912.0 |
|
1.618 |
6,876.2 |
|
2.618 |
6,818.2 |
|
4.250 |
6,723.5 |
|
|