| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,586.31 |
2,599.85 |
13.54 |
0.5% |
2,589.44 |
| High |
2,593.62 |
2,614.23 |
20.61 |
0.8% |
2,650.00 |
| Low |
2,575.13 |
2,597.23 |
22.10 |
0.9% |
2,579.63 |
| Close |
2,588.95 |
2,607.85 |
18.90 |
0.7% |
2,641.58 |
| Range |
18.49 |
17.00 |
-1.49 |
-8.1% |
70.37 |
| ATR |
28.26 |
28.04 |
-0.21 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.44 |
2,649.64 |
2,617.20 |
|
| R3 |
2,640.44 |
2,632.64 |
2,612.53 |
|
| R2 |
2,623.44 |
2,623.44 |
2,610.97 |
|
| R1 |
2,615.64 |
2,615.64 |
2,609.41 |
2,619.54 |
| PP |
2,606.44 |
2,606.44 |
2,606.44 |
2,608.39 |
| S1 |
2,598.64 |
2,598.64 |
2,606.29 |
2,602.54 |
| S2 |
2,589.44 |
2,589.44 |
2,604.73 |
|
| S3 |
2,572.44 |
2,581.64 |
2,603.18 |
|
| S4 |
2,555.44 |
2,564.64 |
2,598.50 |
|
|
| 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% |
17.54 |
0.7% |
44% |
False |
False |
|
| 10 |
2,650.00 |
2,570.07 |
79.93 |
3.1% |
22.12 |
0.8% |
47% |
False |
False |
|
| 20 |
2,650.00 |
2,523.88 |
126.12 |
4.8% |
24.07 |
0.9% |
67% |
False |
False |
|
| 40 |
2,650.00 |
2,352.76 |
297.24 |
11.4% |
23.14 |
0.9% |
86% |
False |
False |
|
| 60 |
2,650.00 |
2,209.57 |
440.43 |
16.9% |
25.06 |
1.0% |
90% |
False |
False |
|
| 80 |
2,650.00 |
2,150.71 |
499.29 |
19.1% |
27.47 |
1.1% |
92% |
False |
False |
|
| 100 |
2,650.00 |
2,150.71 |
499.29 |
19.1% |
30.27 |
1.2% |
92% |
False |
False |
|
| 120 |
2,650.00 |
2,042.90 |
607.10 |
23.3% |
34.35 |
1.3% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.48 |
|
2.618 |
2,658.74 |
|
1.618 |
2,641.74 |
|
1.000 |
2,631.23 |
|
0.618 |
2,624.74 |
|
HIGH |
2,614.23 |
|
0.618 |
2,607.74 |
|
0.500 |
2,605.73 |
|
0.382 |
2,603.72 |
|
LOW |
2,597.23 |
|
0.618 |
2,586.72 |
|
1.000 |
2,580.23 |
|
1.618 |
2,569.72 |
|
2.618 |
2,552.72 |
|
4.250 |
2,524.98 |
|
|