| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,719.40 |
2,739.40 |
20.00 |
0.7% |
2,646.98 |
| High |
2,740.35 |
2,752.35 |
12.00 |
0.4% |
2,720.49 |
| Low |
2,711.10 |
2,733.91 |
22.81 |
0.8% |
2,635.76 |
| Close |
2,737.63 |
2,736.88 |
-0.75 |
0.0% |
2,712.78 |
| Range |
29.25 |
18.44 |
-10.81 |
-37.0% |
84.73 |
| ATR |
26.91 |
26.31 |
-0.61 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,796.37 |
2,785.06 |
2,747.02 |
|
| R3 |
2,777.93 |
2,766.62 |
2,741.95 |
|
| R2 |
2,759.49 |
2,759.49 |
2,740.26 |
|
| R1 |
2,748.18 |
2,748.18 |
2,738.57 |
2,744.62 |
| PP |
2,741.05 |
2,741.05 |
2,741.05 |
2,739.26 |
| S1 |
2,729.74 |
2,729.74 |
2,735.19 |
2,726.18 |
| S2 |
2,722.61 |
2,722.61 |
2,733.50 |
|
| S3 |
2,704.17 |
2,711.30 |
2,731.81 |
|
| S4 |
2,685.73 |
2,692.86 |
2,726.74 |
|
|
| 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 |
2,752.35 |
2,701.65 |
50.70 |
1.9% |
21.35 |
0.8% |
69% |
True |
False |
|
| 10 |
2,752.35 |
2,618.47 |
133.88 |
4.9% |
22.75 |
0.8% |
88% |
True |
False |
|
| 20 |
2,752.35 |
2,570.07 |
182.28 |
6.7% |
22.43 |
0.8% |
92% |
True |
False |
|
| 40 |
2,752.35 |
2,433.63 |
318.72 |
11.6% |
23.73 |
0.9% |
95% |
True |
False |
|
| 60 |
2,752.35 |
2,262.22 |
490.13 |
17.9% |
22.93 |
0.8% |
97% |
True |
False |
|
| 80 |
2,752.35 |
2,150.71 |
601.64 |
22.0% |
25.45 |
0.9% |
97% |
True |
False |
|
| 100 |
2,752.35 |
2,150.71 |
601.64 |
22.0% |
28.06 |
1.0% |
97% |
True |
False |
|
| 120 |
2,752.35 |
2,042.90 |
709.45 |
25.9% |
31.86 |
1.2% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.72 |
|
2.618 |
2,800.63 |
|
1.618 |
2,782.19 |
|
1.000 |
2,770.79 |
|
0.618 |
2,763.75 |
|
HIGH |
2,752.35 |
|
0.618 |
2,745.31 |
|
0.500 |
2,743.13 |
|
0.382 |
2,740.95 |
|
LOW |
2,733.91 |
|
0.618 |
2,722.51 |
|
1.000 |
2,715.47 |
|
1.618 |
2,704.07 |
|
2.618 |
2,685.63 |
|
4.250 |
2,655.54 |
|
|