| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,457.0 |
2,426.0 |
-31.0 |
-1.3% |
2,532.0 |
| High |
2,466.0 |
2,473.0 |
7.0 |
0.3% |
2,541.0 |
| Low |
2,420.0 |
2,426.0 |
6.0 |
0.2% |
2,420.0 |
| Close |
2,450.0 |
2,462.0 |
12.0 |
0.5% |
2,450.0 |
| Range |
46.0 |
47.0 |
1.0 |
2.2% |
121.0 |
| ATR |
36.7 |
37.4 |
0.7 |
2.0% |
0.0 |
| Volume |
98 |
187 |
89 |
90.8% |
3,740 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.7 |
2,575.3 |
2,487.9 |
|
| R3 |
2,547.7 |
2,528.3 |
2,474.9 |
|
| R2 |
2,500.7 |
2,500.7 |
2,470.6 |
|
| R1 |
2,481.3 |
2,481.3 |
2,466.3 |
2,491.0 |
| PP |
2,453.7 |
2,453.7 |
2,453.7 |
2,458.5 |
| S1 |
2,434.3 |
2,434.3 |
2,457.7 |
2,444.0 |
| S2 |
2,406.7 |
2,406.7 |
2,453.4 |
|
| S3 |
2,359.7 |
2,387.3 |
2,449.1 |
|
| S4 |
2,312.7 |
2,340.3 |
2,436.2 |
|
|
| 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 |
2,529.0 |
2,420.0 |
109.0 |
4.4% |
44.4 |
1.8% |
39% |
False |
False |
493 |
| 10 |
2,541.0 |
2,420.0 |
121.0 |
4.9% |
36.1 |
1.5% |
35% |
False |
False |
6,667 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.7% |
36.5 |
1.5% |
58% |
False |
False |
5,037 |
| 40 |
2,541.0 |
2,342.0 |
199.0 |
8.1% |
27.3 |
1.1% |
60% |
False |
False |
2,767 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
13.6% |
25.2 |
1.0% |
76% |
False |
False |
1,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,672.8 |
|
2.618 |
2,596.0 |
|
1.618 |
2,549.0 |
|
1.000 |
2,520.0 |
|
0.618 |
2,502.0 |
|
HIGH |
2,473.0 |
|
0.618 |
2,455.0 |
|
0.500 |
2,449.5 |
|
0.382 |
2,444.0 |
|
LOW |
2,426.0 |
|
0.618 |
2,397.0 |
|
1.000 |
2,379.0 |
|
1.618 |
2,350.0 |
|
2.618 |
2,303.0 |
|
4.250 |
2,226.3 |
|
|