| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,720.66 |
2,734.68 |
14.02 |
0.5% |
2,716.98 |
| High |
2,737.83 |
2,734.68 |
-3.15 |
-0.1% |
2,752.35 |
| Low |
2,719.74 |
2,714.61 |
-5.13 |
-0.2% |
2,710.63 |
| Close |
2,731.50 |
2,728.55 |
-2.95 |
-0.1% |
2,728.55 |
| Range |
18.09 |
20.07 |
1.98 |
10.9% |
41.72 |
| ATR |
25.72 |
25.32 |
-0.40 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,786.16 |
2,777.42 |
2,739.59 |
|
| R3 |
2,766.09 |
2,757.35 |
2,734.07 |
|
| R2 |
2,746.02 |
2,746.02 |
2,732.23 |
|
| R1 |
2,737.28 |
2,737.28 |
2,730.39 |
2,731.62 |
| PP |
2,725.95 |
2,725.95 |
2,725.95 |
2,723.11 |
| S1 |
2,717.21 |
2,717.21 |
2,726.71 |
2,711.55 |
| S2 |
2,705.88 |
2,705.88 |
2,724.87 |
|
| S3 |
2,685.81 |
2,697.14 |
2,723.03 |
|
| S4 |
2,665.74 |
2,677.07 |
2,717.51 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.67 |
2,833.83 |
2,751.50 |
|
| R3 |
2,813.95 |
2,792.11 |
2,740.02 |
|
| R2 |
2,772.23 |
2,772.23 |
2,736.20 |
|
| R1 |
2,750.39 |
2,750.39 |
2,732.37 |
2,761.31 |
| PP |
2,730.51 |
2,730.51 |
2,730.51 |
2,735.97 |
| S1 |
2,708.67 |
2,708.67 |
2,724.73 |
2,719.59 |
| S2 |
2,688.79 |
2,688.79 |
2,720.90 |
|
| S3 |
2,647.07 |
2,666.95 |
2,717.08 |
|
| S4 |
2,605.35 |
2,625.23 |
2,705.60 |
|
|
| 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 |
2,710.63 |
41.72 |
1.5% |
22.69 |
0.8% |
43% |
False |
False |
|
| 10 |
2,752.35 |
2,635.76 |
116.59 |
4.3% |
22.78 |
0.8% |
80% |
False |
False |
|
| 20 |
2,752.35 |
2,575.13 |
177.22 |
6.5% |
22.40 |
0.8% |
87% |
False |
False |
|
| 40 |
2,752.35 |
2,433.63 |
318.72 |
11.7% |
23.07 |
0.8% |
93% |
False |
False |
|
| 60 |
2,752.35 |
2,262.22 |
490.13 |
18.0% |
22.92 |
0.8% |
95% |
False |
False |
|
| 80 |
2,752.35 |
2,205.77 |
546.58 |
20.0% |
25.27 |
0.9% |
96% |
False |
False |
|
| 100 |
2,752.35 |
2,150.71 |
601.64 |
22.0% |
27.78 |
1.0% |
96% |
False |
False |
|
| 120 |
2,752.35 |
2,042.90 |
709.45 |
26.0% |
30.97 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.98 |
|
2.618 |
2,787.22 |
|
1.618 |
2,767.15 |
|
1.000 |
2,754.75 |
|
0.618 |
2,747.08 |
|
HIGH |
2,734.68 |
|
0.618 |
2,727.01 |
|
0.500 |
2,724.65 |
|
0.382 |
2,722.28 |
|
LOW |
2,714.61 |
|
0.618 |
2,702.21 |
|
1.000 |
2,694.54 |
|
1.618 |
2,682.14 |
|
2.618 |
2,662.07 |
|
4.250 |
2,629.31 |
|
|