| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,392.0 |
2,437.0 |
45.0 |
1.9% |
2,449.0 |
| High |
2,446.0 |
2,450.0 |
4.0 |
0.2% |
2,458.0 |
| Low |
2,388.0 |
2,428.0 |
40.0 |
1.7% |
2,351.0 |
| Close |
2,434.0 |
2,440.0 |
6.0 |
0.2% |
2,440.0 |
| Range |
58.0 |
22.0 |
-36.0 |
-62.1% |
107.0 |
| ATR |
36.4 |
35.3 |
-1.0 |
-2.8% |
0.0 |
| Volume |
9,220 |
9,310 |
90 |
1.0% |
26,324 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,505.3 |
2,494.7 |
2,452.1 |
|
| R3 |
2,483.3 |
2,472.7 |
2,446.1 |
|
| R2 |
2,461.3 |
2,461.3 |
2,444.0 |
|
| R1 |
2,450.7 |
2,450.7 |
2,442.0 |
2,456.0 |
| PP |
2,439.3 |
2,439.3 |
2,439.3 |
2,442.0 |
| S1 |
2,428.7 |
2,428.7 |
2,438.0 |
2,434.0 |
| S2 |
2,417.3 |
2,417.3 |
2,436.0 |
|
| S3 |
2,395.3 |
2,406.7 |
2,434.0 |
|
| S4 |
2,373.3 |
2,384.7 |
2,427.9 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,737.3 |
2,695.7 |
2,498.9 |
|
| R3 |
2,630.3 |
2,588.7 |
2,469.4 |
|
| R2 |
2,523.3 |
2,523.3 |
2,459.6 |
|
| R1 |
2,481.7 |
2,481.7 |
2,449.8 |
2,449.0 |
| PP |
2,416.3 |
2,416.3 |
2,416.3 |
2,400.0 |
| S1 |
2,374.7 |
2,374.7 |
2,430.2 |
2,342.0 |
| S2 |
2,309.3 |
2,309.3 |
2,420.4 |
|
| S3 |
2,202.3 |
2,267.7 |
2,410.6 |
|
| S4 |
2,095.3 |
2,160.7 |
2,381.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,458.0 |
2,351.0 |
107.0 |
4.4% |
45.2 |
1.9% |
83% |
False |
False |
5,264 |
| 10 |
2,481.0 |
2,351.0 |
130.0 |
5.3% |
38.5 |
1.6% |
68% |
False |
False |
3,237 |
| 20 |
2,481.0 |
2,351.0 |
130.0 |
5.3% |
29.9 |
1.2% |
68% |
False |
False |
1,845 |
| 40 |
2,481.0 |
2,240.0 |
241.0 |
9.9% |
22.4 |
0.9% |
83% |
False |
False |
1,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,543.5 |
|
2.618 |
2,507.6 |
|
1.618 |
2,485.6 |
|
1.000 |
2,472.0 |
|
0.618 |
2,463.6 |
|
HIGH |
2,450.0 |
|
0.618 |
2,441.6 |
|
0.500 |
2,439.0 |
|
0.382 |
2,436.4 |
|
LOW |
2,428.0 |
|
0.618 |
2,414.4 |
|
1.000 |
2,406.0 |
|
1.618 |
2,392.4 |
|
2.618 |
2,370.4 |
|
4.250 |
2,334.5 |
|
|