| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,665.30 |
2,701.08 |
35.78 |
1.3% |
2,617.61 |
| High |
2,697.64 |
2,717.86 |
20.22 |
0.7% |
2,651.98 |
| Low |
2,658.09 |
2,690.40 |
32.31 |
1.2% |
2,575.13 |
| Close |
2,697.43 |
2,708.41 |
10.98 |
0.4% |
2,646.85 |
| Range |
39.55 |
27.46 |
-12.09 |
-30.6% |
76.85 |
| ATR |
28.50 |
28.43 |
-0.07 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.94 |
2,775.63 |
2,723.51 |
|
| R3 |
2,760.48 |
2,748.17 |
2,715.96 |
|
| R2 |
2,733.02 |
2,733.02 |
2,713.44 |
|
| R1 |
2,720.71 |
2,720.71 |
2,710.93 |
2,726.87 |
| PP |
2,705.56 |
2,705.56 |
2,705.56 |
2,708.63 |
| S1 |
2,693.25 |
2,693.25 |
2,705.89 |
2,699.41 |
| S2 |
2,678.10 |
2,678.10 |
2,703.38 |
|
| S3 |
2,650.64 |
2,665.79 |
2,700.86 |
|
| S4 |
2,623.18 |
2,638.33 |
2,693.31 |
|
|
| 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 |
2,717.86 |
2,618.47 |
99.39 |
3.7% |
24.14 |
0.9% |
90% |
True |
False |
|
| 10 |
2,717.86 |
2,575.13 |
142.73 |
5.3% |
20.84 |
0.8% |
93% |
True |
False |
|
| 20 |
2,717.86 |
2,551.35 |
166.51 |
6.1% |
24.98 |
0.9% |
94% |
True |
False |
|
| 40 |
2,717.86 |
2,395.43 |
322.43 |
11.9% |
23.59 |
0.9% |
97% |
True |
False |
|
| 60 |
2,717.86 |
2,209.57 |
508.29 |
18.8% |
23.93 |
0.9% |
98% |
True |
False |
|
| 80 |
2,717.86 |
2,150.71 |
567.15 |
20.9% |
26.52 |
1.0% |
98% |
True |
False |
|
| 100 |
2,717.86 |
2,150.71 |
567.15 |
20.9% |
29.33 |
1.1% |
98% |
True |
False |
|
| 120 |
2,717.86 |
2,042.90 |
674.96 |
24.9% |
33.46 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,834.57 |
|
2.618 |
2,789.75 |
|
1.618 |
2,762.29 |
|
1.000 |
2,745.32 |
|
0.618 |
2,734.83 |
|
HIGH |
2,717.86 |
|
0.618 |
2,707.37 |
|
0.500 |
2,704.13 |
|
0.382 |
2,700.89 |
|
LOW |
2,690.40 |
|
0.618 |
2,673.43 |
|
1.000 |
2,662.94 |
|
1.618 |
2,645.97 |
|
2.618 |
2,618.51 |
|
4.250 |
2,573.70 |
|
|