| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1,424.0 |
1,429.6 |
5.6 |
0.4% |
1,430.0 |
| High |
1,435.5 |
1,445.1 |
9.6 |
0.7% |
1,454.2 |
| Low |
1,418.5 |
1,426.6 |
8.1 |
0.6% |
1,425.9 |
| Close |
1,429.5 |
1,444.4 |
14.9 |
1.0% |
1,432.0 |
| Range |
17.0 |
18.5 |
1.5 |
8.8% |
28.3 |
| ATR |
17.3 |
17.4 |
0.1 |
0.5% |
0.0 |
| Volume |
2,778 |
1,907 |
-871 |
-31.4% |
6,208 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,494.2 |
1,487.8 |
1,454.6 |
|
| R3 |
1,475.7 |
1,469.3 |
1,449.5 |
|
| R2 |
1,457.2 |
1,457.2 |
1,447.8 |
|
| R1 |
1,450.8 |
1,450.8 |
1,446.1 |
1,454.0 |
| PP |
1,438.7 |
1,438.7 |
1,438.7 |
1,440.3 |
| S1 |
1,432.3 |
1,432.3 |
1,442.7 |
1,435.5 |
| S2 |
1,420.2 |
1,420.2 |
1,441.0 |
|
| S3 |
1,401.7 |
1,413.8 |
1,439.3 |
|
| S4 |
1,383.2 |
1,395.3 |
1,434.2 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,522.3 |
1,505.4 |
1,447.6 |
|
| R3 |
1,494.0 |
1,477.1 |
1,439.8 |
|
| R2 |
1,465.7 |
1,465.7 |
1,437.2 |
|
| R1 |
1,448.8 |
1,448.8 |
1,434.6 |
1,457.3 |
| PP |
1,437.4 |
1,437.4 |
1,437.4 |
1,441.6 |
| S1 |
1,420.5 |
1,420.5 |
1,429.4 |
1,429.0 |
| S2 |
1,409.1 |
1,409.1 |
1,426.8 |
|
| S3 |
1,380.8 |
1,392.2 |
1,424.2 |
|
| S4 |
1,352.5 |
1,363.9 |
1,416.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,445.1 |
1,416.8 |
28.3 |
2.0% |
15.3 |
1.1% |
98% |
True |
False |
2,299 |
| 10 |
1,454.2 |
1,409.5 |
44.7 |
3.1% |
15.6 |
1.1% |
78% |
False |
False |
1,678 |
| 20 |
1,454.2 |
1,387.1 |
67.1 |
4.6% |
17.0 |
1.2% |
85% |
False |
False |
1,419 |
| 40 |
1,454.2 |
1,332.3 |
121.9 |
8.4% |
16.2 |
1.1% |
92% |
False |
False |
1,361 |
| 60 |
1,454.2 |
1,317.4 |
136.8 |
9.5% |
17.1 |
1.2% |
93% |
False |
False |
1,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,523.7 |
|
2.618 |
1,493.5 |
|
1.618 |
1,475.0 |
|
1.000 |
1,463.6 |
|
0.618 |
1,456.5 |
|
HIGH |
1,445.1 |
|
0.618 |
1,438.0 |
|
0.500 |
1,435.9 |
|
0.382 |
1,433.7 |
|
LOW |
1,426.6 |
|
0.618 |
1,415.2 |
|
1.000 |
1,408.1 |
|
1.618 |
1,396.7 |
|
2.618 |
1,378.2 |
|
4.250 |
1,348.0 |
|
|