| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,477.0 |
2,440.0 |
-37.0 |
-1.5% |
2,532.0 |
| High |
2,493.0 |
2,457.0 |
-36.0 |
-1.4% |
2,541.0 |
| Low |
2,441.0 |
2,405.0 |
-36.0 |
-1.5% |
2,420.0 |
| Close |
2,448.0 |
2,422.0 |
-26.0 |
-1.1% |
2,450.0 |
| Range |
52.0 |
52.0 |
0.0 |
0.0% |
121.0 |
| ATR |
38.5 |
39.4 |
1.0 |
2.5% |
0.0 |
| Volume |
905 |
530 |
-375 |
-41.4% |
3,740 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,584.0 |
2,555.0 |
2,450.6 |
|
| R3 |
2,532.0 |
2,503.0 |
2,436.3 |
|
| R2 |
2,480.0 |
2,480.0 |
2,431.5 |
|
| R1 |
2,451.0 |
2,451.0 |
2,426.8 |
2,439.5 |
| PP |
2,428.0 |
2,428.0 |
2,428.0 |
2,422.3 |
| S1 |
2,399.0 |
2,399.0 |
2,417.2 |
2,387.5 |
| S2 |
2,376.0 |
2,376.0 |
2,412.5 |
|
| S3 |
2,324.0 |
2,347.0 |
2,407.7 |
|
| S4 |
2,272.0 |
2,295.0 |
2,393.4 |
|
|
| 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 |
2,493.0 |
2,405.0 |
88.0 |
3.6% |
49.4 |
2.0% |
19% |
False |
True |
378 |
| 10 |
2,541.0 |
2,405.0 |
136.0 |
5.6% |
39.3 |
1.6% |
13% |
False |
True |
3,439 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
39.3 |
1.6% |
37% |
False |
False |
5,080 |
| 40 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
29.0 |
1.2% |
37% |
False |
False |
2,791 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
13.9% |
26.8 |
1.1% |
65% |
False |
False |
1,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.0 |
|
2.618 |
2,593.1 |
|
1.618 |
2,541.1 |
|
1.000 |
2,509.0 |
|
0.618 |
2,489.1 |
|
HIGH |
2,457.0 |
|
0.618 |
2,437.1 |
|
0.500 |
2,431.0 |
|
0.382 |
2,424.9 |
|
LOW |
2,405.0 |
|
0.618 |
2,372.9 |
|
1.000 |
2,353.0 |
|
1.618 |
2,320.9 |
|
2.618 |
2,268.9 |
|
4.250 |
2,184.0 |
|
|