| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,392.0 |
32.0 |
1.4% |
2,426.0 |
| High |
2,385.0 |
2,446.0 |
61.0 |
2.6% |
2,481.0 |
| Low |
2,358.0 |
2,388.0 |
30.0 |
1.3% |
2,405.0 |
| Close |
2,382.0 |
2,434.0 |
52.0 |
2.2% |
2,466.0 |
| Range |
27.0 |
58.0 |
31.0 |
114.8% |
76.0 |
| ATR |
34.2 |
36.4 |
2.1 |
6.2% |
0.0 |
| Volume |
4,179 |
9,220 |
5,041 |
120.6% |
6,053 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,596.7 |
2,573.3 |
2,465.9 |
|
| R3 |
2,538.7 |
2,515.3 |
2,450.0 |
|
| R2 |
2,480.7 |
2,480.7 |
2,444.6 |
|
| R1 |
2,457.3 |
2,457.3 |
2,439.3 |
2,469.0 |
| PP |
2,422.7 |
2,422.7 |
2,422.7 |
2,428.5 |
| S1 |
2,399.3 |
2,399.3 |
2,428.7 |
2,411.0 |
| S2 |
2,364.7 |
2,364.7 |
2,423.4 |
|
| S3 |
2,306.7 |
2,341.3 |
2,418.1 |
|
| S4 |
2,248.7 |
2,283.3 |
2,402.1 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,678.7 |
2,648.3 |
2,507.8 |
|
| R3 |
2,602.7 |
2,572.3 |
2,486.9 |
|
| R2 |
2,526.7 |
2,526.7 |
2,479.9 |
|
| R1 |
2,496.3 |
2,496.3 |
2,473.0 |
2,511.5 |
| PP |
2,450.7 |
2,450.7 |
2,450.7 |
2,458.3 |
| S1 |
2,420.3 |
2,420.3 |
2,459.0 |
2,435.5 |
| S2 |
2,374.7 |
2,374.7 |
2,452.1 |
|
| S3 |
2,298.7 |
2,344.3 |
2,445.1 |
|
| S4 |
2,222.7 |
2,268.3 |
2,424.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,479.0 |
2,351.0 |
128.0 |
5.3% |
44.6 |
1.8% |
65% |
False |
False |
4,173 |
| 10 |
2,481.0 |
2,351.0 |
130.0 |
5.3% |
37.9 |
1.6% |
64% |
False |
False |
2,632 |
| 20 |
2,481.0 |
2,351.0 |
130.0 |
5.3% |
29.1 |
1.2% |
64% |
False |
False |
1,381 |
| 40 |
2,481.0 |
2,227.0 |
254.0 |
10.4% |
23.5 |
1.0% |
81% |
False |
False |
849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,692.5 |
|
2.618 |
2,597.8 |
|
1.618 |
2,539.8 |
|
1.000 |
2,504.0 |
|
0.618 |
2,481.8 |
|
HIGH |
2,446.0 |
|
0.618 |
2,423.8 |
|
0.500 |
2,417.0 |
|
0.382 |
2,410.2 |
|
LOW |
2,388.0 |
|
0.618 |
2,352.2 |
|
1.000 |
2,330.0 |
|
1.618 |
2,294.2 |
|
2.618 |
2,236.2 |
|
4.250 |
2,141.5 |
|
|