| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,641.15 |
2,646.98 |
5.83 |
0.2% |
2,617.61 |
| High |
2,651.98 |
2,651.64 |
-0.34 |
0.0% |
2,651.98 |
| Low |
2,639.60 |
2,635.76 |
-3.84 |
-0.1% |
2,575.13 |
| Close |
2,646.85 |
2,646.85 |
0.00 |
0.0% |
2,646.85 |
| Range |
12.38 |
15.88 |
3.50 |
28.3% |
76.85 |
| ATR |
27.63 |
26.79 |
-0.84 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,692.39 |
2,685.50 |
2,655.58 |
|
| R3 |
2,676.51 |
2,669.62 |
2,651.22 |
|
| R2 |
2,660.63 |
2,660.63 |
2,649.76 |
|
| R1 |
2,653.74 |
2,653.74 |
2,648.31 |
2,649.25 |
| PP |
2,644.75 |
2,644.75 |
2,644.75 |
2,642.50 |
| S1 |
2,637.86 |
2,637.86 |
2,645.39 |
2,633.37 |
| S2 |
2,628.87 |
2,628.87 |
2,643.94 |
|
| S3 |
2,612.99 |
2,621.98 |
2,642.48 |
|
| S4 |
2,597.11 |
2,606.10 |
2,638.12 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.20 |
2,827.88 |
2,689.12 |
|
| R3 |
2,778.35 |
2,751.03 |
2,667.98 |
|
| R2 |
2,701.50 |
2,701.50 |
2,660.94 |
|
| R1 |
2,674.18 |
2,674.18 |
2,653.89 |
2,687.84 |
| PP |
2,624.65 |
2,624.65 |
2,624.65 |
2,631.49 |
| S1 |
2,597.33 |
2,597.33 |
2,639.81 |
2,610.99 |
| S2 |
2,547.80 |
2,547.80 |
2,632.76 |
|
| S3 |
2,470.95 |
2,520.48 |
2,625.72 |
|
| S4 |
2,394.10 |
2,443.63 |
2,604.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,651.98 |
2,575.13 |
76.85 |
2.9% |
17.83 |
0.7% |
93% |
False |
False |
|
| 10 |
2,651.98 |
2,575.13 |
76.85 |
2.9% |
19.88 |
0.8% |
93% |
False |
False |
|
| 20 |
2,651.98 |
2,551.35 |
100.63 |
3.8% |
23.61 |
0.9% |
95% |
False |
False |
|
| 40 |
2,651.98 |
2,352.76 |
299.22 |
11.3% |
22.89 |
0.9% |
98% |
False |
False |
|
| 60 |
2,651.98 |
2,209.57 |
442.41 |
16.7% |
23.99 |
0.9% |
99% |
False |
False |
|
| 80 |
2,651.98 |
2,150.71 |
501.27 |
18.9% |
26.77 |
1.0% |
99% |
False |
False |
|
| 100 |
2,651.98 |
2,150.71 |
501.27 |
18.9% |
29.78 |
1.1% |
99% |
False |
False |
|
| 120 |
2,651.98 |
2,042.90 |
609.08 |
23.0% |
33.80 |
1.3% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,719.13 |
|
2.618 |
2,693.21 |
|
1.618 |
2,677.33 |
|
1.000 |
2,667.52 |
|
0.618 |
2,661.45 |
|
HIGH |
2,651.64 |
|
0.618 |
2,645.57 |
|
0.500 |
2,643.70 |
|
0.382 |
2,641.83 |
|
LOW |
2,635.76 |
|
0.618 |
2,625.95 |
|
1.000 |
2,619.88 |
|
1.618 |
2,610.07 |
|
2.618 |
2,594.19 |
|
4.250 |
2,568.27 |
|
|