| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,646.98 |
2,665.30 |
18.32 |
0.7% |
2,617.61 |
| High |
2,651.64 |
2,697.64 |
46.00 |
1.7% |
2,651.98 |
| Low |
2,635.76 |
2,658.09 |
22.33 |
0.8% |
2,575.13 |
| Close |
2,646.85 |
2,697.43 |
50.58 |
1.9% |
2,646.85 |
| Range |
15.88 |
39.55 |
23.67 |
149.1% |
76.85 |
| ATR |
26.79 |
28.50 |
1.71 |
6.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.04 |
2,789.78 |
2,719.18 |
|
| R3 |
2,763.49 |
2,750.23 |
2,708.31 |
|
| R2 |
2,723.94 |
2,723.94 |
2,704.68 |
|
| R1 |
2,710.68 |
2,710.68 |
2,701.06 |
2,717.31 |
| PP |
2,684.39 |
2,684.39 |
2,684.39 |
2,687.70 |
| S1 |
2,671.13 |
2,671.13 |
2,693.80 |
2,677.76 |
| S2 |
2,644.84 |
2,644.84 |
2,690.18 |
|
| S3 |
2,605.29 |
2,631.58 |
2,686.55 |
|
| S4 |
2,565.74 |
2,592.03 |
2,675.68 |
|
|
| 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 |
2,697.64 |
2,597.23 |
100.41 |
3.7% |
22.05 |
0.8% |
100% |
True |
False |
|
| 10 |
2,697.64 |
2,575.13 |
122.51 |
4.5% |
21.17 |
0.8% |
100% |
True |
False |
|
| 20 |
2,697.64 |
2,551.35 |
146.29 |
5.4% |
24.67 |
0.9% |
100% |
True |
False |
|
| 40 |
2,697.64 |
2,385.79 |
311.85 |
11.6% |
23.36 |
0.9% |
100% |
True |
False |
|
| 60 |
2,697.64 |
2,209.57 |
488.07 |
18.1% |
23.97 |
0.9% |
100% |
True |
False |
|
| 80 |
2,697.64 |
2,150.71 |
546.93 |
20.3% |
26.72 |
1.0% |
100% |
True |
False |
|
| 100 |
2,697.64 |
2,150.71 |
546.93 |
20.3% |
29.52 |
1.1% |
100% |
True |
False |
|
| 120 |
2,697.64 |
2,042.90 |
654.74 |
24.3% |
33.76 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.73 |
|
2.618 |
2,801.18 |
|
1.618 |
2,761.63 |
|
1.000 |
2,737.19 |
|
0.618 |
2,722.08 |
|
HIGH |
2,697.64 |
|
0.618 |
2,682.53 |
|
0.500 |
2,677.87 |
|
0.382 |
2,673.20 |
|
LOW |
2,658.09 |
|
0.618 |
2,633.65 |
|
1.000 |
2,618.54 |
|
1.618 |
2,594.10 |
|
2.618 |
2,554.55 |
|
4.250 |
2,490.00 |
|
|