| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,716.98 |
2,719.40 |
2.42 |
0.1% |
2,646.98 |
| High |
2,738.22 |
2,740.35 |
2.13 |
0.1% |
2,720.49 |
| Low |
2,710.63 |
2,711.10 |
0.47 |
0.0% |
2,635.76 |
| Close |
2,733.26 |
2,737.63 |
4.37 |
0.2% |
2,712.78 |
| Range |
27.59 |
29.25 |
1.66 |
6.0% |
84.73 |
| ATR |
26.73 |
26.91 |
0.18 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,817.44 |
2,806.79 |
2,753.72 |
|
| R3 |
2,788.19 |
2,777.54 |
2,745.67 |
|
| R2 |
2,758.94 |
2,758.94 |
2,742.99 |
|
| R1 |
2,748.29 |
2,748.29 |
2,740.31 |
2,753.62 |
| PP |
2,729.69 |
2,729.69 |
2,729.69 |
2,732.36 |
| S1 |
2,719.04 |
2,719.04 |
2,734.95 |
2,724.37 |
| S2 |
2,700.44 |
2,700.44 |
2,732.27 |
|
| S3 |
2,671.19 |
2,689.79 |
2,729.59 |
|
| S4 |
2,641.94 |
2,660.54 |
2,721.54 |
|
|
| 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 |
2,740.35 |
2,690.40 |
49.95 |
1.8% |
23.16 |
0.8% |
95% |
True |
False |
|
| 10 |
2,740.35 |
2,597.23 |
143.12 |
5.2% |
22.60 |
0.8% |
98% |
True |
False |
|
| 20 |
2,740.35 |
2,570.07 |
170.28 |
6.2% |
22.40 |
0.8% |
98% |
True |
False |
|
| 40 |
2,740.35 |
2,423.24 |
317.11 |
11.6% |
23.70 |
0.9% |
99% |
True |
False |
|
| 60 |
2,740.35 |
2,251.31 |
489.04 |
17.9% |
22.91 |
0.8% |
99% |
True |
False |
|
| 80 |
2,740.35 |
2,150.71 |
589.64 |
21.5% |
25.68 |
0.9% |
100% |
True |
False |
|
| 100 |
2,740.35 |
2,150.71 |
589.64 |
21.5% |
28.51 |
1.0% |
100% |
True |
False |
|
| 120 |
2,740.35 |
2,042.90 |
697.45 |
25.5% |
32.23 |
1.2% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,864.66 |
|
2.618 |
2,816.93 |
|
1.618 |
2,787.68 |
|
1.000 |
2,769.60 |
|
0.618 |
2,758.43 |
|
HIGH |
2,740.35 |
|
0.618 |
2,729.18 |
|
0.500 |
2,725.73 |
|
0.382 |
2,722.27 |
|
LOW |
2,711.10 |
|
0.618 |
2,693.02 |
|
1.000 |
2,681.85 |
|
1.618 |
2,663.77 |
|
2.618 |
2,634.52 |
|
4.250 |
2,586.79 |
|
|