| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,399.0 |
1,402.2 |
3.2 |
0.2% |
1,441.0 |
| High |
1,411.0 |
1,410.6 |
-0.4 |
0.0% |
1,450.2 |
| Low |
1,398.4 |
1,392.3 |
-6.1 |
-0.4% |
1,410.0 |
| Close |
1,401.6 |
1,409.7 |
8.1 |
0.6% |
1,427.5 |
| Range |
12.6 |
18.3 |
5.7 |
45.2% |
40.2 |
| ATR |
18.5 |
18.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,610 |
958 |
-652 |
-40.5% |
5,410 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,459.1 |
1,452.7 |
1,419.8 |
|
| R3 |
1,440.8 |
1,434.4 |
1,414.7 |
|
| R2 |
1,422.5 |
1,422.5 |
1,413.1 |
|
| R1 |
1,416.1 |
1,416.1 |
1,411.4 |
1,419.3 |
| PP |
1,404.2 |
1,404.2 |
1,404.2 |
1,405.8 |
| S1 |
1,397.8 |
1,397.8 |
1,408.0 |
1,401.0 |
| S2 |
1,385.9 |
1,385.9 |
1,406.3 |
|
| S3 |
1,367.6 |
1,379.5 |
1,404.7 |
|
| S4 |
1,349.3 |
1,361.2 |
1,399.6 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.8 |
1,528.9 |
1,449.6 |
|
| R3 |
1,509.6 |
1,488.7 |
1,438.6 |
|
| R2 |
1,469.4 |
1,469.4 |
1,434.9 |
|
| R1 |
1,448.5 |
1,448.5 |
1,431.2 |
1,438.9 |
| PP |
1,429.2 |
1,429.2 |
1,429.2 |
1,424.4 |
| S1 |
1,408.3 |
1,408.3 |
1,423.8 |
1,398.7 |
| S2 |
1,389.0 |
1,389.0 |
1,420.1 |
|
| S3 |
1,348.8 |
1,368.1 |
1,416.4 |
|
| S4 |
1,308.6 |
1,327.9 |
1,405.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,436.8 |
1,387.1 |
49.7 |
3.5% |
19.9 |
1.4% |
45% |
False |
False |
1,060 |
| 10 |
1,450.2 |
1,387.1 |
63.1 |
4.5% |
18.4 |
1.3% |
36% |
False |
False |
1,161 |
| 20 |
1,450.2 |
1,381.3 |
68.9 |
4.9% |
17.5 |
1.2% |
41% |
False |
False |
1,249 |
| 40 |
1,450.2 |
1,317.4 |
132.8 |
9.4% |
17.7 |
1.3% |
70% |
False |
False |
1,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,488.4 |
|
2.618 |
1,458.5 |
|
1.618 |
1,440.2 |
|
1.000 |
1,428.9 |
|
0.618 |
1,421.9 |
|
HIGH |
1,410.6 |
|
0.618 |
1,403.6 |
|
0.500 |
1,401.5 |
|
0.382 |
1,399.3 |
|
LOW |
1,392.3 |
|
0.618 |
1,381.0 |
|
1.000 |
1,374.0 |
|
1.618 |
1,362.7 |
|
2.618 |
1,344.4 |
|
4.250 |
1,314.5 |
|
|