| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,756.44 |
2,773.93 |
17.49 |
0.6% |
2,746.98 |
| High |
2,769.81 |
2,774.52 |
4.71 |
0.2% |
2,794.00 |
| Low |
2,741.32 |
2,744.47 |
3.15 |
0.1% |
2,741.32 |
| Close |
2,762.05 |
2,755.27 |
-6.78 |
-0.2% |
2,755.27 |
| Range |
28.49 |
30.05 |
1.56 |
5.5% |
52.68 |
| ATR |
27.31 |
27.50 |
0.20 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.24 |
2,831.80 |
2,771.80 |
|
| R3 |
2,818.19 |
2,801.75 |
2,763.53 |
|
| R2 |
2,788.14 |
2,788.14 |
2,760.78 |
|
| R1 |
2,771.70 |
2,771.70 |
2,758.02 |
2,764.90 |
| PP |
2,758.09 |
2,758.09 |
2,758.09 |
2,754.68 |
| S1 |
2,741.65 |
2,741.65 |
2,752.52 |
2,734.85 |
| S2 |
2,728.04 |
2,728.04 |
2,749.76 |
|
| S3 |
2,697.99 |
2,711.60 |
2,747.01 |
|
| S4 |
2,667.94 |
2,681.55 |
2,738.74 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,921.57 |
2,891.10 |
2,784.24 |
|
| R3 |
2,868.89 |
2,838.42 |
2,769.76 |
|
| R2 |
2,816.21 |
2,816.21 |
2,764.93 |
|
| R1 |
2,785.74 |
2,785.74 |
2,760.10 |
2,800.98 |
| PP |
2,763.53 |
2,763.53 |
2,763.53 |
2,771.15 |
| S1 |
2,733.06 |
2,733.06 |
2,750.44 |
2,748.30 |
| S2 |
2,710.85 |
2,710.85 |
2,745.61 |
|
| S3 |
2,658.17 |
2,680.38 |
2,740.78 |
|
| S4 |
2,605.49 |
2,627.70 |
2,726.30 |
|
|
| 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 |
2,741.32 |
52.68 |
1.9% |
28.74 |
1.0% |
26% |
False |
False |
|
| 10 |
2,794.00 |
2,710.63 |
83.37 |
3.0% |
25.71 |
0.9% |
54% |
False |
False |
|
| 20 |
2,794.00 |
2,575.13 |
218.87 |
7.9% |
22.99 |
0.8% |
82% |
False |
False |
|
| 40 |
2,794.00 |
2,513.51 |
280.49 |
10.2% |
23.64 |
0.9% |
86% |
False |
False |
|
| 60 |
2,794.00 |
2,317.52 |
476.48 |
17.3% |
23.52 |
0.9% |
92% |
False |
False |
|
| 80 |
2,794.00 |
2,209.57 |
584.43 |
21.2% |
25.25 |
0.9% |
93% |
False |
False |
|
| 100 |
2,794.00 |
2,150.71 |
643.29 |
23.3% |
27.37 |
1.0% |
94% |
False |
False |
|
| 120 |
2,794.00 |
2,150.71 |
643.29 |
23.3% |
29.46 |
1.1% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.23 |
|
2.618 |
2,853.19 |
|
1.618 |
2,823.14 |
|
1.000 |
2,804.57 |
|
0.618 |
2,793.09 |
|
HIGH |
2,774.52 |
|
0.618 |
2,763.04 |
|
0.500 |
2,759.50 |
|
0.382 |
2,755.95 |
|
LOW |
2,744.47 |
|
0.618 |
2,725.90 |
|
1.000 |
2,714.42 |
|
1.618 |
2,695.85 |
|
2.618 |
2,665.80 |
|
4.250 |
2,616.76 |
|
|