| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,490.0 |
2,457.0 |
-33.0 |
-1.3% |
2,532.0 |
| High |
2,490.0 |
2,466.0 |
-24.0 |
-1.0% |
2,541.0 |
| Low |
2,440.0 |
2,420.0 |
-20.0 |
-0.8% |
2,420.0 |
| Close |
2,455.0 |
2,450.0 |
-5.0 |
-0.2% |
2,450.0 |
| Range |
50.0 |
46.0 |
-4.0 |
-8.0% |
121.0 |
| ATR |
36.0 |
36.7 |
0.7 |
2.0% |
0.0 |
| Volume |
173 |
98 |
-75 |
-43.4% |
3,740 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.3 |
2,562.7 |
2,475.3 |
|
| R3 |
2,537.3 |
2,516.7 |
2,462.7 |
|
| R2 |
2,491.3 |
2,491.3 |
2,458.4 |
|
| R1 |
2,470.7 |
2,470.7 |
2,454.2 |
2,458.0 |
| PP |
2,445.3 |
2,445.3 |
2,445.3 |
2,439.0 |
| S1 |
2,424.7 |
2,424.7 |
2,445.8 |
2,412.0 |
| S2 |
2,399.3 |
2,399.3 |
2,441.6 |
|
| S3 |
2,353.3 |
2,378.7 |
2,437.4 |
|
| S4 |
2,307.3 |
2,332.7 |
2,424.7 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.3 |
2,762.7 |
2,516.6 |
|
| R3 |
2,712.3 |
2,641.7 |
2,483.3 |
|
| R2 |
2,591.3 |
2,591.3 |
2,472.2 |
|
| R1 |
2,520.7 |
2,520.7 |
2,461.1 |
2,495.5 |
| PP |
2,470.3 |
2,470.3 |
2,470.3 |
2,457.8 |
| S1 |
2,399.7 |
2,399.7 |
2,438.9 |
2,374.5 |
| S2 |
2,349.3 |
2,349.3 |
2,427.8 |
|
| S3 |
2,228.3 |
2,278.7 |
2,416.7 |
|
| S4 |
2,107.3 |
2,157.7 |
2,383.5 |
|
|
| 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 |
2,420.0 |
121.0 |
4.9% |
39.8 |
1.6% |
25% |
False |
True |
748 |
| 10 |
2,541.0 |
2,420.0 |
121.0 |
4.9% |
33.3 |
1.4% |
25% |
False |
True |
6,824 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
35.9 |
1.5% |
52% |
False |
False |
5,031 |
| 40 |
2,541.0 |
2,325.0 |
216.0 |
8.8% |
26.6 |
1.1% |
58% |
False |
False |
2,779 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
13.7% |
24.8 |
1.0% |
73% |
False |
False |
1,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.5 |
|
2.618 |
2,586.4 |
|
1.618 |
2,540.4 |
|
1.000 |
2,512.0 |
|
0.618 |
2,494.4 |
|
HIGH |
2,466.0 |
|
0.618 |
2,448.4 |
|
0.500 |
2,443.0 |
|
0.382 |
2,437.6 |
|
LOW |
2,420.0 |
|
0.618 |
2,391.6 |
|
1.000 |
2,374.0 |
|
1.618 |
2,345.6 |
|
2.618 |
2,299.6 |
|
4.250 |
2,224.5 |
|
|