Day Change Summary |
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Previous |
Current |
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20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,409.59 |
1,405.52 |
-4.07 |
-0.3% |
1,370.78 |
High |
1,409.59 |
1,407.75 |
-1.84 |
-0.1% |
1,405.88 |
Low |
1,397.68 |
1,400.64 |
2.96 |
0.2% |
1,366.69 |
Close |
1,405.52 |
1,402.89 |
-2.63 |
-0.2% |
1,404.17 |
Range |
11.91 |
7.11 |
-4.80 |
-40.3% |
39.19 |
ATR |
11.90 |
11.56 |
-0.34 |
-2.9% |
0.00 |
Volume |
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Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.09 |
1,421.10 |
1,406.80 |
|
R3 |
1,417.98 |
1,413.99 |
1,404.85 |
|
R2 |
1,410.87 |
1,410.87 |
1,404.19 |
|
R1 |
1,406.88 |
1,406.88 |
1,403.54 |
1,405.32 |
PP |
1,403.76 |
1,403.76 |
1,403.76 |
1,402.98 |
S1 |
1,399.77 |
1,399.77 |
1,402.24 |
1,398.21 |
S2 |
1,396.65 |
1,396.65 |
1,401.59 |
|
S3 |
1,389.54 |
1,392.66 |
1,400.93 |
|
S4 |
1,382.43 |
1,385.55 |
1,398.98 |
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Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.82 |
1,496.18 |
1,425.72 |
|
R3 |
1,470.63 |
1,456.99 |
1,414.95 |
|
R2 |
1,431.44 |
1,431.44 |
1,411.35 |
|
R1 |
1,417.80 |
1,417.80 |
1,407.76 |
1,424.62 |
PP |
1,392.25 |
1,392.25 |
1,392.25 |
1,395.66 |
S1 |
1,378.61 |
1,378.61 |
1,400.58 |
1,385.43 |
S2 |
1,353.06 |
1,353.06 |
1,396.99 |
|
S3 |
1,313.87 |
1,339.42 |
1,393.39 |
|
S4 |
1,274.68 |
1,300.23 |
1,382.62 |
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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 |
1,414.00 |
1,392.78 |
21.22 |
1.5% |
8.97 |
0.6% |
48% |
False |
False |
|
10 |
1,414.00 |
1,355.47 |
58.53 |
4.2% |
10.33 |
0.7% |
81% |
False |
False |
|
20 |
1,414.00 |
1,340.03 |
73.97 |
5.3% |
10.86 |
0.8% |
85% |
False |
False |
|
40 |
1,414.00 |
1,300.49 |
113.51 |
8.1% |
11.58 |
0.8% |
90% |
False |
False |
|
60 |
1,414.00 |
1,248.64 |
165.36 |
11.8% |
11.75 |
0.8% |
93% |
False |
False |
|
80 |
1,414.00 |
1,158.66 |
255.34 |
18.2% |
13.95 |
1.0% |
96% |
False |
False |
|
100 |
1,414.00 |
1,158.66 |
255.34 |
18.2% |
16.15 |
1.2% |
96% |
False |
False |
|
120 |
1,414.00 |
1,074.77 |
339.23 |
24.2% |
18.04 |
1.3% |
97% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,437.97 |
2.618 |
1,426.36 |
1.618 |
1,419.25 |
1.000 |
1,414.86 |
0.618 |
1,412.14 |
HIGH |
1,407.75 |
0.618 |
1,405.03 |
0.500 |
1,404.20 |
0.382 |
1,403.36 |
LOW |
1,400.64 |
0.618 |
1,396.25 |
1.000 |
1,393.53 |
1.618 |
1,389.14 |
2.618 |
1,382.03 |
4.250 |
1,370.42 |
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