| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,529.0 |
2,511.0 |
-18.0 |
-0.7% |
2,434.0 |
| High |
2,529.0 |
2,520.0 |
-9.0 |
-0.4% |
2,532.0 |
| Low |
2,495.0 |
2,475.0 |
-20.0 |
-0.8% |
2,426.0 |
| Close |
2,499.0 |
2,494.0 |
-5.0 |
-0.2% |
2,528.0 |
| Range |
34.0 |
45.0 |
11.0 |
32.4% |
106.0 |
| ATR |
33.8 |
34.6 |
0.8 |
2.4% |
0.0 |
| Volume |
560 |
1,451 |
891 |
159.1% |
64,506 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,631.3 |
2,607.7 |
2,518.8 |
|
| R3 |
2,586.3 |
2,562.7 |
2,506.4 |
|
| R2 |
2,541.3 |
2,541.3 |
2,502.3 |
|
| R1 |
2,517.7 |
2,517.7 |
2,498.1 |
2,507.0 |
| PP |
2,496.3 |
2,496.3 |
2,496.3 |
2,491.0 |
| S1 |
2,472.7 |
2,472.7 |
2,489.9 |
2,462.0 |
| S2 |
2,451.3 |
2,451.3 |
2,485.8 |
|
| S3 |
2,406.3 |
2,427.7 |
2,481.6 |
|
| S4 |
2,361.3 |
2,382.7 |
2,469.3 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.3 |
2,776.7 |
2,586.3 |
|
| R3 |
2,707.3 |
2,670.7 |
2,557.2 |
|
| R2 |
2,601.3 |
2,601.3 |
2,547.4 |
|
| R1 |
2,564.7 |
2,564.7 |
2,537.7 |
2,583.0 |
| PP |
2,495.3 |
2,495.3 |
2,495.3 |
2,504.5 |
| S1 |
2,458.7 |
2,458.7 |
2,518.3 |
2,477.0 |
| S2 |
2,389.3 |
2,389.3 |
2,508.6 |
|
| S3 |
2,283.3 |
2,352.7 |
2,498.9 |
|
| S4 |
2,177.3 |
2,246.7 |
2,469.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,541.0 |
2,475.0 |
66.0 |
2.6% |
29.2 |
1.2% |
29% |
False |
True |
6,500 |
| 10 |
2,541.0 |
2,388.0 |
153.0 |
6.1% |
31.7 |
1.3% |
69% |
False |
False |
8,650 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.6% |
33.8 |
1.4% |
75% |
False |
False |
5,181 |
| 40 |
2,541.0 |
2,325.0 |
216.0 |
8.7% |
25.1 |
1.0% |
78% |
False |
False |
2,774 |
| 60 |
2,541.0 |
2,195.0 |
346.0 |
13.9% |
23.4 |
0.9% |
86% |
False |
False |
1,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,711.3 |
|
2.618 |
2,637.8 |
|
1.618 |
2,592.8 |
|
1.000 |
2,565.0 |
|
0.618 |
2,547.8 |
|
HIGH |
2,520.0 |
|
0.618 |
2,502.8 |
|
0.500 |
2,497.5 |
|
0.382 |
2,492.2 |
|
LOW |
2,475.0 |
|
0.618 |
2,447.2 |
|
1.000 |
2,430.0 |
|
1.618 |
2,402.2 |
|
2.618 |
2,357.2 |
|
4.250 |
2,283.8 |
|
|