| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,437.0 |
2,434.0 |
-3.0 |
-0.1% |
2,449.0 |
| High |
2,450.0 |
2,445.0 |
-5.0 |
-0.2% |
2,458.0 |
| Low |
2,428.0 |
2,426.0 |
-2.0 |
-0.1% |
2,351.0 |
| Close |
2,440.0 |
2,435.0 |
-5.0 |
-0.2% |
2,440.0 |
| Range |
22.0 |
19.0 |
-3.0 |
-13.6% |
107.0 |
| ATR |
35.3 |
34.2 |
-1.2 |
-3.3% |
0.0 |
| Volume |
9,310 |
1,756 |
-7,554 |
-81.1% |
26,324 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.3 |
2,482.7 |
2,445.5 |
|
| R3 |
2,473.3 |
2,463.7 |
2,440.2 |
|
| R2 |
2,454.3 |
2,454.3 |
2,438.5 |
|
| R1 |
2,444.7 |
2,444.7 |
2,436.7 |
2,449.5 |
| PP |
2,435.3 |
2,435.3 |
2,435.3 |
2,437.8 |
| S1 |
2,425.7 |
2,425.7 |
2,433.3 |
2,430.5 |
| S2 |
2,416.3 |
2,416.3 |
2,431.5 |
|
| S3 |
2,397.3 |
2,406.7 |
2,429.8 |
|
| S4 |
2,378.3 |
2,387.7 |
2,424.6 |
|
|
| 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 |
2,450.0 |
2,351.0 |
99.0 |
4.1% |
44.2 |
1.8% |
85% |
False |
False |
5,492 |
| 10 |
2,481.0 |
2,351.0 |
130.0 |
5.3% |
36.9 |
1.5% |
65% |
False |
False |
3,407 |
| 20 |
2,481.0 |
2,351.0 |
130.0 |
5.3% |
30.2 |
1.2% |
65% |
False |
False |
1,932 |
| 40 |
2,481.0 |
2,311.0 |
170.0 |
7.0% |
21.9 |
0.9% |
73% |
False |
False |
1,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.8 |
|
2.618 |
2,494.7 |
|
1.618 |
2,475.7 |
|
1.000 |
2,464.0 |
|
0.618 |
2,456.7 |
|
HIGH |
2,445.0 |
|
0.618 |
2,437.7 |
|
0.500 |
2,435.5 |
|
0.382 |
2,433.3 |
|
LOW |
2,426.0 |
|
0.618 |
2,414.3 |
|
1.000 |
2,407.0 |
|
1.618 |
2,395.3 |
|
2.618 |
2,376.3 |
|
4.250 |
2,345.3 |
|
|