| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,440.0 |
2,410.0 |
-30.0 |
-1.2% |
2,532.0 |
| High |
2,457.0 |
2,422.0 |
-35.0 |
-1.4% |
2,541.0 |
| Low |
2,405.0 |
2,370.0 |
-35.0 |
-1.5% |
2,420.0 |
| Close |
2,422.0 |
2,378.0 |
-44.0 |
-1.8% |
2,450.0 |
| Range |
52.0 |
52.0 |
0.0 |
0.0% |
121.0 |
| ATR |
39.4 |
40.3 |
0.9 |
2.3% |
0.0 |
| Volume |
530 |
208 |
-322 |
-60.8% |
3,740 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,546.0 |
2,514.0 |
2,406.6 |
|
| R3 |
2,494.0 |
2,462.0 |
2,392.3 |
|
| R2 |
2,442.0 |
2,442.0 |
2,387.5 |
|
| R1 |
2,410.0 |
2,410.0 |
2,382.8 |
2,400.0 |
| PP |
2,390.0 |
2,390.0 |
2,390.0 |
2,385.0 |
| S1 |
2,358.0 |
2,358.0 |
2,373.2 |
2,348.0 |
| S2 |
2,338.0 |
2,338.0 |
2,368.5 |
|
| S3 |
2,286.0 |
2,306.0 |
2,363.7 |
|
| S4 |
2,234.0 |
2,254.0 |
2,349.4 |
|
|
| 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 |
2,370.0 |
123.0 |
5.2% |
49.8 |
2.1% |
7% |
False |
True |
385 |
| 10 |
2,541.0 |
2,370.0 |
171.0 |
7.2% |
41.6 |
1.7% |
5% |
False |
True |
708 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
8.0% |
39.1 |
1.6% |
14% |
False |
False |
5,012 |
| 40 |
2,541.0 |
2,351.0 |
190.0 |
8.0% |
30.0 |
1.3% |
14% |
False |
False |
2,740 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
14.1% |
27.4 |
1.2% |
51% |
False |
False |
1,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.0 |
|
2.618 |
2,558.1 |
|
1.618 |
2,506.1 |
|
1.000 |
2,474.0 |
|
0.618 |
2,454.1 |
|
HIGH |
2,422.0 |
|
0.618 |
2,402.1 |
|
0.500 |
2,396.0 |
|
0.382 |
2,389.9 |
|
LOW |
2,370.0 |
|
0.618 |
2,337.9 |
|
1.000 |
2,318.0 |
|
1.618 |
2,285.9 |
|
2.618 |
2,233.9 |
|
4.250 |
2,149.0 |
|
|