| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,785.98 |
2,756.44 |
-29.54 |
-1.1% |
2,716.98 |
| High |
2,794.00 |
2,769.81 |
-24.19 |
-0.9% |
2,752.35 |
| Low |
2,754.97 |
2,741.32 |
-13.65 |
-0.5% |
2,710.63 |
| Close |
2,770.97 |
2,762.05 |
-8.92 |
-0.3% |
2,728.55 |
| Range |
39.03 |
28.49 |
-10.54 |
-27.0% |
41.72 |
| ATR |
27.13 |
27.31 |
0.18 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.20 |
2,831.11 |
2,777.72 |
|
| R3 |
2,814.71 |
2,802.62 |
2,769.88 |
|
| R2 |
2,786.22 |
2,786.22 |
2,767.27 |
|
| R1 |
2,774.13 |
2,774.13 |
2,764.66 |
2,780.18 |
| PP |
2,757.73 |
2,757.73 |
2,757.73 |
2,760.75 |
| S1 |
2,745.64 |
2,745.64 |
2,759.44 |
2,751.69 |
| S2 |
2,729.24 |
2,729.24 |
2,756.83 |
|
| S3 |
2,700.75 |
2,717.15 |
2,754.22 |
|
| S4 |
2,672.26 |
2,688.66 |
2,746.38 |
|
|
| 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% |
26.74 |
1.0% |
60% |
False |
False |
|
| 10 |
2,794.00 |
2,706.96 |
87.04 |
3.2% |
23.97 |
0.9% |
63% |
False |
False |
|
| 20 |
2,794.00 |
2,575.13 |
218.87 |
7.9% |
22.32 |
0.8% |
85% |
False |
False |
|
| 40 |
2,794.00 |
2,487.15 |
306.85 |
11.1% |
23.31 |
0.8% |
90% |
False |
False |
|
| 60 |
2,794.00 |
2,307.56 |
486.44 |
17.6% |
23.44 |
0.8% |
93% |
False |
False |
|
| 80 |
2,794.00 |
2,209.57 |
584.43 |
21.2% |
25.22 |
0.9% |
95% |
False |
False |
|
| 100 |
2,794.00 |
2,150.71 |
643.29 |
23.3% |
27.40 |
1.0% |
95% |
False |
False |
|
| 120 |
2,794.00 |
2,150.71 |
643.29 |
23.3% |
29.52 |
1.1% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.89 |
|
2.618 |
2,844.40 |
|
1.618 |
2,815.91 |
|
1.000 |
2,798.30 |
|
0.618 |
2,787.42 |
|
HIGH |
2,769.81 |
|
0.618 |
2,758.93 |
|
0.500 |
2,755.57 |
|
0.382 |
2,752.20 |
|
LOW |
2,741.32 |
|
0.618 |
2,723.71 |
|
1.000 |
2,712.83 |
|
1.618 |
2,695.22 |
|
2.618 |
2,666.73 |
|
4.250 |
2,620.24 |
|
|