| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,716.19 |
2,715.71 |
-0.48 |
0.0% |
2,646.98 |
| High |
2,720.49 |
2,719.61 |
-0.88 |
0.0% |
2,720.49 |
| Low |
2,701.65 |
2,706.96 |
5.31 |
0.2% |
2,635.76 |
| Close |
2,714.79 |
2,712.78 |
-2.01 |
-0.1% |
2,712.78 |
| Range |
18.84 |
12.65 |
-6.19 |
-32.9% |
84.73 |
| ATR |
27.74 |
26.67 |
-1.08 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,751.07 |
2,744.57 |
2,719.74 |
|
| R3 |
2,738.42 |
2,731.92 |
2,716.26 |
|
| R2 |
2,725.77 |
2,725.77 |
2,715.10 |
|
| R1 |
2,719.27 |
2,719.27 |
2,713.94 |
2,716.20 |
| PP |
2,713.12 |
2,713.12 |
2,713.12 |
2,711.58 |
| S1 |
2,706.62 |
2,706.62 |
2,711.62 |
2,703.55 |
| S2 |
2,700.47 |
2,700.47 |
2,710.46 |
|
| S3 |
2,687.82 |
2,693.97 |
2,709.30 |
|
| S4 |
2,675.17 |
2,681.32 |
2,705.82 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.87 |
2,913.05 |
2,759.38 |
|
| R3 |
2,859.14 |
2,828.32 |
2,736.08 |
|
| R2 |
2,774.41 |
2,774.41 |
2,728.31 |
|
| R1 |
2,743.59 |
2,743.59 |
2,720.55 |
2,759.00 |
| PP |
2,689.68 |
2,689.68 |
2,689.68 |
2,697.38 |
| S1 |
2,658.86 |
2,658.86 |
2,705.01 |
2,674.27 |
| S2 |
2,604.95 |
2,604.95 |
2,697.25 |
|
| S3 |
2,520.22 |
2,574.13 |
2,689.48 |
|
| S4 |
2,435.49 |
2,489.40 |
2,666.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.49 |
2,635.76 |
84.73 |
3.1% |
22.88 |
0.8% |
91% |
False |
False |
|
| 10 |
2,720.49 |
2,575.13 |
145.36 |
5.4% |
20.27 |
0.7% |
95% |
False |
False |
|
| 20 |
2,720.49 |
2,570.07 |
150.42 |
5.5% |
21.96 |
0.8% |
95% |
False |
False |
|
| 40 |
2,720.49 |
2,423.24 |
297.25 |
11.0% |
23.30 |
0.9% |
97% |
False |
False |
|
| 60 |
2,720.49 |
2,222.68 |
497.81 |
18.4% |
23.22 |
0.9% |
98% |
False |
False |
|
| 80 |
2,720.49 |
2,150.71 |
569.78 |
21.0% |
25.84 |
1.0% |
99% |
False |
False |
|
| 100 |
2,720.49 |
2,150.71 |
569.78 |
21.0% |
28.86 |
1.1% |
99% |
False |
False |
|
| 120 |
2,720.49 |
2,042.90 |
677.59 |
25.0% |
32.72 |
1.2% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.37 |
|
2.618 |
2,752.73 |
|
1.618 |
2,740.08 |
|
1.000 |
2,732.26 |
|
0.618 |
2,727.43 |
|
HIGH |
2,719.61 |
|
0.618 |
2,714.78 |
|
0.500 |
2,713.29 |
|
0.382 |
2,711.79 |
|
LOW |
2,706.96 |
|
0.618 |
2,699.14 |
|
1.000 |
2,694.31 |
|
1.618 |
2,686.49 |
|
2.618 |
2,673.84 |
|
4.250 |
2,653.20 |
|
|