| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,617.61 |
2,586.31 |
-31.30 |
-1.2% |
2,589.44 |
| High |
2,621.29 |
2,593.62 |
-27.67 |
-1.1% |
2,650.00 |
| Low |
2,606.28 |
2,575.13 |
-31.15 |
-1.2% |
2,579.63 |
| Close |
2,614.92 |
2,588.95 |
-25.97 |
-1.0% |
2,641.58 |
| Range |
15.01 |
18.49 |
3.48 |
23.2% |
70.37 |
| ATR |
27.37 |
28.26 |
0.89 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,641.37 |
2,633.65 |
2,599.12 |
|
| R3 |
2,622.88 |
2,615.16 |
2,594.03 |
|
| R2 |
2,604.39 |
2,604.39 |
2,592.34 |
|
| R1 |
2,596.67 |
2,596.67 |
2,590.64 |
2,600.53 |
| PP |
2,585.90 |
2,585.90 |
2,585.90 |
2,587.83 |
| S1 |
2,578.18 |
2,578.18 |
2,587.26 |
2,582.04 |
| S2 |
2,567.41 |
2,567.41 |
2,585.56 |
|
| S3 |
2,548.92 |
2,559.69 |
2,583.87 |
|
| S4 |
2,530.43 |
2,541.20 |
2,578.78 |
|
|
| 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 |
2,575.13 |
74.87 |
2.9% |
20.29 |
0.8% |
18% |
False |
True |
|
| 10 |
2,650.00 |
2,570.07 |
79.93 |
3.1% |
22.19 |
0.9% |
24% |
False |
False |
|
| 20 |
2,650.00 |
2,514.90 |
135.10 |
5.2% |
24.36 |
0.9% |
55% |
False |
False |
|
| 40 |
2,650.00 |
2,342.34 |
307.66 |
11.9% |
23.24 |
0.9% |
80% |
False |
False |
|
| 60 |
2,650.00 |
2,209.57 |
440.43 |
17.0% |
25.54 |
1.0% |
86% |
False |
False |
|
| 80 |
2,650.00 |
2,150.71 |
499.29 |
19.3% |
27.84 |
1.1% |
88% |
False |
False |
|
| 100 |
2,650.00 |
2,150.71 |
499.29 |
19.3% |
30.37 |
1.2% |
88% |
False |
False |
|
| 120 |
2,650.00 |
2,042.90 |
607.10 |
23.4% |
34.77 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.20 |
|
2.618 |
2,642.03 |
|
1.618 |
2,623.54 |
|
1.000 |
2,612.11 |
|
0.618 |
2,605.05 |
|
HIGH |
2,593.62 |
|
0.618 |
2,586.56 |
|
0.500 |
2,584.38 |
|
0.382 |
2,582.19 |
|
LOW |
2,575.13 |
|
0.618 |
2,563.70 |
|
1.000 |
2,556.64 |
|
1.618 |
2,545.21 |
|
2.618 |
2,526.72 |
|
4.250 |
2,496.55 |
|
|