Day Change Summary |
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Previous |
Current |
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14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,395.95 |
1,394.17 |
-1.78 |
-0.1% |
1,369.59 |
High |
1,399.42 |
1,402.63 |
3.21 |
0.2% |
1,374.76 |
Low |
1,389.97 |
1,392.78 |
2.81 |
0.2% |
1,340.03 |
Close |
1,394.28 |
1,402.60 |
8.32 |
0.6% |
1,370.87 |
Range |
9.45 |
9.85 |
0.40 |
4.2% |
34.73 |
ATR |
12.69 |
12.49 |
-0.20 |
-1.6% |
0.00 |
Volume |
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Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,428.89 |
1,425.59 |
1,408.02 |
|
R3 |
1,419.04 |
1,415.74 |
1,405.31 |
|
R2 |
1,409.19 |
1,409.19 |
1,404.41 |
|
R1 |
1,405.89 |
1,405.89 |
1,403.50 |
1,407.54 |
PP |
1,399.34 |
1,399.34 |
1,399.34 |
1,400.16 |
S1 |
1,396.04 |
1,396.04 |
1,401.70 |
1,397.69 |
S2 |
1,389.49 |
1,389.49 |
1,400.79 |
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S3 |
1,379.64 |
1,386.19 |
1,399.89 |
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S4 |
1,369.79 |
1,376.34 |
1,397.18 |
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Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.08 |
1,453.20 |
1,389.97 |
|
R3 |
1,431.35 |
1,418.47 |
1,380.42 |
|
R2 |
1,396.62 |
1,396.62 |
1,377.24 |
|
R1 |
1,383.74 |
1,383.74 |
1,374.05 |
1,390.18 |
PP |
1,361.89 |
1,361.89 |
1,361.89 |
1,365.11 |
S1 |
1,349.01 |
1,349.01 |
1,367.69 |
1,355.45 |
S2 |
1,327.16 |
1,327.16 |
1,364.50 |
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S3 |
1,292.43 |
1,314.28 |
1,361.32 |
|
S4 |
1,257.70 |
1,279.55 |
1,351.77 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,402.63 |
1,366.69 |
35.94 |
2.6% |
11.01 |
0.8% |
100% |
True |
False |
|
10 |
1,402.63 |
1,340.03 |
62.60 |
4.5% |
11.80 |
0.8% |
100% |
True |
False |
|
20 |
1,402.63 |
1,340.03 |
62.60 |
4.5% |
11.14 |
0.8% |
100% |
True |
False |
|
40 |
1,402.63 |
1,300.49 |
102.14 |
7.3% |
11.60 |
0.8% |
100% |
True |
False |
|
60 |
1,402.63 |
1,202.37 |
200.26 |
14.3% |
12.46 |
0.9% |
100% |
True |
False |
|
80 |
1,402.63 |
1,158.66 |
243.97 |
17.4% |
14.58 |
1.0% |
100% |
True |
False |
|
100 |
1,402.63 |
1,158.66 |
243.97 |
17.4% |
16.72 |
1.2% |
100% |
True |
False |
|
120 |
1,402.63 |
1,074.77 |
327.86 |
23.4% |
18.75 |
1.3% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,444.49 |
2.618 |
1,428.42 |
1.618 |
1,418.57 |
1.000 |
1,412.48 |
0.618 |
1,408.72 |
HIGH |
1,402.63 |
0.618 |
1,398.87 |
0.500 |
1,397.71 |
0.382 |
1,396.54 |
LOW |
1,392.78 |
0.618 |
1,386.69 |
1.000 |
1,382.93 |
1.618 |
1,376.84 |
2.618 |
1,366.99 |
4.250 |
1,350.92 |
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