| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,599.85 |
2,623.45 |
23.60 |
0.9% |
2,589.44 |
| High |
2,614.23 |
2,643.89 |
29.66 |
1.1% |
2,650.00 |
| Low |
2,597.23 |
2,618.47 |
21.24 |
0.8% |
2,579.63 |
| Close |
2,607.85 |
2,637.18 |
29.33 |
1.1% |
2,641.58 |
| Range |
17.00 |
25.42 |
8.42 |
49.5% |
70.37 |
| ATR |
28.04 |
28.61 |
0.57 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,709.44 |
2,698.73 |
2,651.16 |
|
| R3 |
2,684.02 |
2,673.31 |
2,644.17 |
|
| R2 |
2,658.60 |
2,658.60 |
2,641.84 |
|
| R1 |
2,647.89 |
2,647.89 |
2,639.51 |
2,653.25 |
| PP |
2,633.18 |
2,633.18 |
2,633.18 |
2,635.86 |
| S1 |
2,622.47 |
2,622.47 |
2,634.85 |
2,627.83 |
| S2 |
2,607.76 |
2,607.76 |
2,632.52 |
|
| S3 |
2,582.34 |
2,597.05 |
2,630.19 |
|
| S4 |
2,556.92 |
2,571.63 |
2,623.20 |
|
|
| 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 |
2.8% |
18.53 |
0.7% |
83% |
False |
False |
|
| 10 |
2,650.00 |
2,575.13 |
74.87 |
2.8% |
21.86 |
0.8% |
83% |
False |
False |
|
| 20 |
2,650.00 |
2,537.99 |
112.01 |
4.2% |
24.25 |
0.9% |
89% |
False |
False |
|
| 40 |
2,650.00 |
2,352.76 |
297.24 |
11.3% |
23.26 |
0.9% |
96% |
False |
False |
|
| 60 |
2,650.00 |
2,209.57 |
440.43 |
16.7% |
24.84 |
0.9% |
97% |
False |
False |
|
| 80 |
2,650.00 |
2,150.71 |
499.29 |
18.9% |
27.18 |
1.0% |
97% |
False |
False |
|
| 100 |
2,650.00 |
2,150.71 |
499.29 |
18.9% |
30.22 |
1.1% |
97% |
False |
False |
|
| 120 |
2,650.00 |
2,042.90 |
607.10 |
23.0% |
34.27 |
1.3% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,751.93 |
|
2.618 |
2,710.44 |
|
1.618 |
2,685.02 |
|
1.000 |
2,669.31 |
|
0.618 |
2,659.60 |
|
HIGH |
2,643.89 |
|
0.618 |
2,634.18 |
|
0.500 |
2,631.18 |
|
0.382 |
2,628.18 |
|
LOW |
2,618.47 |
|
0.618 |
2,602.76 |
|
1.000 |
2,593.05 |
|
1.618 |
2,577.34 |
|
2.618 |
2,551.92 |
|
4.250 |
2,510.44 |
|
|