| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,511.0 |
2,490.0 |
-21.0 |
-0.8% |
2,434.0 |
| High |
2,520.0 |
2,490.0 |
-30.0 |
-1.2% |
2,532.0 |
| Low |
2,475.0 |
2,440.0 |
-35.0 |
-1.4% |
2,426.0 |
| Close |
2,494.0 |
2,455.0 |
-39.0 |
-1.6% |
2,528.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
106.0 |
| ATR |
34.6 |
36.0 |
1.4 |
4.0% |
0.0 |
| Volume |
1,451 |
173 |
-1,278 |
-88.1% |
64,506 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.7 |
2,583.3 |
2,482.5 |
|
| R3 |
2,561.7 |
2,533.3 |
2,468.8 |
|
| R2 |
2,511.7 |
2,511.7 |
2,464.2 |
|
| R1 |
2,483.3 |
2,483.3 |
2,459.6 |
2,472.5 |
| PP |
2,461.7 |
2,461.7 |
2,461.7 |
2,456.3 |
| S1 |
2,433.3 |
2,433.3 |
2,450.4 |
2,422.5 |
| S2 |
2,411.7 |
2,411.7 |
2,445.8 |
|
| S3 |
2,361.7 |
2,383.3 |
2,441.3 |
|
| S4 |
2,311.7 |
2,333.3 |
2,427.5 |
|
|
| 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 |
2,440.0 |
101.0 |
4.1% |
33.4 |
1.4% |
15% |
False |
True |
1,030 |
| 10 |
2,541.0 |
2,426.0 |
115.0 |
4.7% |
30.9 |
1.3% |
25% |
False |
False |
7,745 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.7% |
34.4 |
1.4% |
55% |
False |
False |
5,189 |
| 40 |
2,541.0 |
2,325.0 |
216.0 |
8.8% |
26.0 |
1.1% |
60% |
False |
False |
2,778 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
13.7% |
24.0 |
1.0% |
74% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,702.5 |
|
2.618 |
2,620.9 |
|
1.618 |
2,570.9 |
|
1.000 |
2,540.0 |
|
0.618 |
2,520.9 |
|
HIGH |
2,490.0 |
|
0.618 |
2,470.9 |
|
0.500 |
2,465.0 |
|
0.382 |
2,459.1 |
|
LOW |
2,440.0 |
|
0.618 |
2,409.1 |
|
1.000 |
2,390.0 |
|
1.618 |
2,359.1 |
|
2.618 |
2,309.1 |
|
4.250 |
2,227.5 |
|
|