| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,640.43 |
2,617.61 |
-22.82 |
-0.9% |
2,589.44 |
| High |
2,650.00 |
2,621.29 |
-28.71 |
-1.1% |
2,650.00 |
| Low |
2,633.28 |
2,606.28 |
-27.00 |
-1.0% |
2,579.63 |
| Close |
2,641.58 |
2,614.92 |
-26.66 |
-1.0% |
2,641.58 |
| Range |
16.72 |
15.01 |
-1.71 |
-10.2% |
70.37 |
| ATR |
26.76 |
27.37 |
0.61 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.19 |
2,652.07 |
2,623.18 |
|
| R3 |
2,644.18 |
2,637.06 |
2,619.05 |
|
| R2 |
2,629.17 |
2,629.17 |
2,617.67 |
|
| R1 |
2,622.05 |
2,622.05 |
2,616.30 |
2,618.11 |
| PP |
2,614.16 |
2,614.16 |
2,614.16 |
2,612.19 |
| S1 |
2,607.04 |
2,607.04 |
2,613.54 |
2,603.10 |
| S2 |
2,599.15 |
2,599.15 |
2,612.17 |
|
| S3 |
2,584.14 |
2,592.03 |
2,610.79 |
|
| S4 |
2,569.13 |
2,577.02 |
2,606.66 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.85 |
2,808.58 |
2,680.28 |
|
| R3 |
2,764.48 |
2,738.21 |
2,660.93 |
|
| R2 |
2,694.11 |
2,694.11 |
2,654.48 |
|
| R1 |
2,667.84 |
2,667.84 |
2,648.03 |
2,680.98 |
| PP |
2,623.74 |
2,623.74 |
2,623.74 |
2,630.30 |
| S1 |
2,597.47 |
2,597.47 |
2,635.13 |
2,610.61 |
| S2 |
2,553.37 |
2,553.37 |
2,628.68 |
|
| S3 |
2,483.00 |
2,527.10 |
2,622.23 |
|
| S4 |
2,412.63 |
2,456.73 |
2,602.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,650.00 |
2,606.28 |
43.72 |
1.7% |
21.93 |
0.8% |
20% |
False |
True |
|
| 10 |
2,650.00 |
2,570.07 |
79.93 |
3.1% |
23.09 |
0.9% |
56% |
False |
False |
|
| 20 |
2,650.00 |
2,513.51 |
136.49 |
5.2% |
24.18 |
0.9% |
74% |
False |
False |
|
| 40 |
2,650.00 |
2,341.64 |
308.36 |
11.8% |
23.30 |
0.9% |
89% |
False |
False |
|
| 60 |
2,650.00 |
2,209.57 |
440.43 |
16.8% |
25.89 |
1.0% |
92% |
False |
False |
|
| 80 |
2,650.00 |
2,150.71 |
499.29 |
19.1% |
28.12 |
1.1% |
93% |
False |
False |
|
| 100 |
2,650.00 |
2,150.71 |
499.29 |
19.1% |
30.49 |
1.2% |
93% |
False |
False |
|
| 120 |
2,650.00 |
2,042.90 |
607.10 |
23.2% |
34.92 |
1.3% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,685.08 |
|
2.618 |
2,660.59 |
|
1.618 |
2,645.58 |
|
1.000 |
2,636.30 |
|
0.618 |
2,630.57 |
|
HIGH |
2,621.29 |
|
0.618 |
2,615.56 |
|
0.500 |
2,613.79 |
|
0.382 |
2,612.01 |
|
LOW |
2,606.28 |
|
0.618 |
2,597.00 |
|
1.000 |
2,591.27 |
|
1.618 |
2,581.99 |
|
2.618 |
2,566.98 |
|
4.250 |
2,542.49 |
|
|