| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,779.67 |
2,785.98 |
6.31 |
0.2% |
2,716.98 |
| High |
2,793.44 |
2,794.00 |
0.56 |
0.0% |
2,752.35 |
| Low |
2,778.91 |
2,754.97 |
-23.94 |
-0.9% |
2,710.63 |
| Close |
2,782.12 |
2,770.97 |
-11.15 |
-0.4% |
2,728.55 |
| Range |
14.53 |
39.03 |
24.50 |
168.6% |
41.72 |
| ATR |
26.21 |
27.13 |
0.92 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.40 |
2,869.72 |
2,792.44 |
|
| R3 |
2,851.37 |
2,830.69 |
2,781.70 |
|
| R2 |
2,812.34 |
2,812.34 |
2,778.13 |
|
| R1 |
2,791.66 |
2,791.66 |
2,774.55 |
2,782.49 |
| PP |
2,773.31 |
2,773.31 |
2,773.31 |
2,768.73 |
| S1 |
2,752.63 |
2,752.63 |
2,767.39 |
2,743.46 |
| S2 |
2,734.28 |
2,734.28 |
2,763.81 |
|
| S3 |
2,695.25 |
2,713.60 |
2,760.24 |
|
| S4 |
2,656.22 |
2,674.57 |
2,749.50 |
|
|
| 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 |
2,794.00 |
2,714.61 |
79.39 |
2.9% |
24.66 |
0.9% |
71% |
True |
False |
|
| 10 |
2,794.00 |
2,701.65 |
92.35 |
3.3% |
23.01 |
0.8% |
75% |
True |
False |
|
| 20 |
2,794.00 |
2,575.13 |
218.87 |
7.9% |
21.92 |
0.8% |
89% |
True |
False |
|
| 40 |
2,794.00 |
2,474.29 |
319.71 |
11.5% |
23.18 |
0.8% |
93% |
True |
False |
|
| 60 |
2,794.00 |
2,307.56 |
486.44 |
17.6% |
23.25 |
0.8% |
95% |
True |
False |
|
| 80 |
2,794.00 |
2,209.57 |
584.43 |
21.1% |
25.24 |
0.9% |
96% |
True |
False |
|
| 100 |
2,794.00 |
2,150.71 |
643.29 |
23.2% |
27.70 |
1.0% |
96% |
True |
False |
|
| 120 |
2,794.00 |
2,150.71 |
643.29 |
23.2% |
29.69 |
1.1% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,959.88 |
|
2.618 |
2,896.18 |
|
1.618 |
2,857.15 |
|
1.000 |
2,833.03 |
|
0.618 |
2,818.12 |
|
HIGH |
2,794.00 |
|
0.618 |
2,779.09 |
|
0.500 |
2,774.49 |
|
0.382 |
2,769.88 |
|
LOW |
2,754.97 |
|
0.618 |
2,730.85 |
|
1.000 |
2,715.94 |
|
1.618 |
2,691.82 |
|
2.618 |
2,652.79 |
|
4.250 |
2,589.09 |
|
|