| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,493.0 |
2,501.0 |
8.0 |
0.3% |
2,449.0 |
| High |
2,514.0 |
2,522.0 |
8.0 |
0.3% |
2,458.0 |
| Low |
2,492.0 |
2,493.0 |
1.0 |
0.0% |
2,351.0 |
| Close |
2,500.0 |
2,516.0 |
16.0 |
0.6% |
2,440.0 |
| Range |
22.0 |
29.0 |
7.0 |
31.8% |
107.0 |
| ATR |
36.2 |
35.7 |
-0.5 |
-1.4% |
0.0 |
| Volume |
13,939 |
27,520 |
13,581 |
97.4% |
26,324 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.3 |
2,585.7 |
2,532.0 |
|
| R3 |
2,568.3 |
2,556.7 |
2,524.0 |
|
| R2 |
2,539.3 |
2,539.3 |
2,521.3 |
|
| R1 |
2,527.7 |
2,527.7 |
2,518.7 |
2,533.5 |
| PP |
2,510.3 |
2,510.3 |
2,510.3 |
2,513.3 |
| S1 |
2,498.7 |
2,498.7 |
2,513.3 |
2,504.5 |
| S2 |
2,481.3 |
2,481.3 |
2,510.7 |
|
| S3 |
2,452.3 |
2,469.7 |
2,508.0 |
|
| S4 |
2,423.3 |
2,440.7 |
2,500.1 |
|
|
| 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 |
2,522.0 |
2,426.0 |
96.0 |
3.8% |
28.4 |
1.1% |
94% |
True |
False |
14,461 |
| 10 |
2,522.0 |
2,351.0 |
171.0 |
6.8% |
36.5 |
1.5% |
96% |
True |
False |
9,317 |
| 20 |
2,522.0 |
2,351.0 |
171.0 |
6.8% |
32.4 |
1.3% |
96% |
True |
False |
4,988 |
| 40 |
2,522.0 |
2,325.0 |
197.0 |
7.8% |
23.5 |
0.9% |
97% |
True |
False |
2,651 |
| 60 |
2,522.0 |
2,178.0 |
344.0 |
13.7% |
22.6 |
0.9% |
98% |
True |
False |
1,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.3 |
|
2.618 |
2,597.9 |
|
1.618 |
2,568.9 |
|
1.000 |
2,551.0 |
|
0.618 |
2,539.9 |
|
HIGH |
2,522.0 |
|
0.618 |
2,510.9 |
|
0.500 |
2,507.5 |
|
0.382 |
2,504.1 |
|
LOW |
2,493.0 |
|
0.618 |
2,475.1 |
|
1.000 |
2,464.0 |
|
1.618 |
2,446.1 |
|
2.618 |
2,417.1 |
|
4.250 |
2,369.8 |
|
|