| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,746.98 |
2,779.67 |
32.69 |
1.2% |
2,716.98 |
| High |
2,778.02 |
2,793.44 |
15.42 |
0.6% |
2,752.35 |
| Low |
2,746.43 |
2,778.91 |
32.48 |
1.2% |
2,710.63 |
| Close |
2,778.02 |
2,782.12 |
4.10 |
0.1% |
2,728.55 |
| Range |
31.59 |
14.53 |
-17.06 |
-54.0% |
41.72 |
| ATR |
27.04 |
26.21 |
-0.83 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.41 |
2,819.80 |
2,790.11 |
|
| R3 |
2,813.88 |
2,805.27 |
2,786.12 |
|
| R2 |
2,799.35 |
2,799.35 |
2,784.78 |
|
| R1 |
2,790.74 |
2,790.74 |
2,783.45 |
2,795.05 |
| PP |
2,784.82 |
2,784.82 |
2,784.82 |
2,786.98 |
| S1 |
2,776.21 |
2,776.21 |
2,780.79 |
2,780.52 |
| S2 |
2,770.29 |
2,770.29 |
2,779.46 |
|
| S3 |
2,755.76 |
2,761.68 |
2,778.12 |
|
| S4 |
2,741.23 |
2,747.15 |
2,774.13 |
|
|
| 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 |
2,793.44 |
2,714.61 |
78.83 |
2.8% |
20.54 |
0.7% |
86% |
True |
False |
|
| 10 |
2,793.44 |
2,690.40 |
103.04 |
3.7% |
21.85 |
0.8% |
89% |
True |
False |
|
| 20 |
2,793.44 |
2,575.13 |
218.31 |
7.8% |
21.51 |
0.8% |
95% |
True |
False |
|
| 40 |
2,793.44 |
2,453.05 |
340.39 |
12.2% |
22.91 |
0.8% |
97% |
True |
False |
|
| 60 |
2,793.44 |
2,277.77 |
515.67 |
18.5% |
22.79 |
0.8% |
98% |
True |
False |
|
| 80 |
2,793.44 |
2,209.57 |
583.87 |
21.0% |
25.03 |
0.9% |
98% |
True |
False |
|
| 100 |
2,793.44 |
2,150.71 |
642.73 |
23.1% |
27.61 |
1.0% |
98% |
True |
False |
|
| 120 |
2,793.44 |
2,106.62 |
686.82 |
24.7% |
30.04 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.19 |
|
2.618 |
2,831.48 |
|
1.618 |
2,816.95 |
|
1.000 |
2,807.97 |
|
0.618 |
2,802.42 |
|
HIGH |
2,793.44 |
|
0.618 |
2,787.89 |
|
0.500 |
2,786.18 |
|
0.382 |
2,784.46 |
|
LOW |
2,778.91 |
|
0.618 |
2,769.93 |
|
1.000 |
2,764.38 |
|
1.618 |
2,755.40 |
|
2.618 |
2,740.87 |
|
4.250 |
2,717.16 |
|
|