| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,410.0 |
2,398.0 |
-12.0 |
-0.5% |
2,426.0 |
| High |
2,422.0 |
2,407.0 |
-15.0 |
-0.6% |
2,493.0 |
| Low |
2,370.0 |
2,380.0 |
10.0 |
0.4% |
2,370.0 |
| Close |
2,378.0 |
2,401.0 |
23.0 |
1.0% |
2,401.0 |
| Range |
52.0 |
27.0 |
-25.0 |
-48.1% |
123.0 |
| ATR |
40.3 |
39.5 |
-0.8 |
-2.0% |
0.0 |
| Volume |
208 |
38 |
-170 |
-81.7% |
1,868 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.0 |
2,466.0 |
2,415.9 |
|
| R3 |
2,450.0 |
2,439.0 |
2,408.4 |
|
| R2 |
2,423.0 |
2,423.0 |
2,406.0 |
|
| R1 |
2,412.0 |
2,412.0 |
2,403.5 |
2,417.5 |
| PP |
2,396.0 |
2,396.0 |
2,396.0 |
2,398.8 |
| S1 |
2,385.0 |
2,385.0 |
2,398.5 |
2,390.5 |
| S2 |
2,369.0 |
2,369.0 |
2,396.1 |
|
| S3 |
2,342.0 |
2,358.0 |
2,393.6 |
|
| S4 |
2,315.0 |
2,331.0 |
2,386.2 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.3 |
2,718.7 |
2,468.7 |
|
| R3 |
2,667.3 |
2,595.7 |
2,434.8 |
|
| R2 |
2,544.3 |
2,544.3 |
2,423.6 |
|
| R1 |
2,472.7 |
2,472.7 |
2,412.3 |
2,447.0 |
| PP |
2,421.3 |
2,421.3 |
2,421.3 |
2,408.5 |
| S1 |
2,349.7 |
2,349.7 |
2,389.7 |
2,324.0 |
| S2 |
2,298.3 |
2,298.3 |
2,378.5 |
|
| S3 |
2,175.3 |
2,226.7 |
2,367.2 |
|
| S4 |
2,052.3 |
2,103.7 |
2,333.4 |
|
|
| 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 |
5.1% |
46.0 |
1.9% |
25% |
False |
False |
373 |
| 10 |
2,541.0 |
2,370.0 |
171.0 |
7.1% |
42.9 |
1.8% |
18% |
False |
False |
560 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.9% |
39.5 |
1.6% |
26% |
False |
False |
4,821 |
| 40 |
2,541.0 |
2,351.0 |
190.0 |
7.9% |
30.6 |
1.3% |
26% |
False |
False |
2,684 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
14.0% |
27.0 |
1.1% |
58% |
False |
False |
1,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.8 |
|
2.618 |
2,477.7 |
|
1.618 |
2,450.7 |
|
1.000 |
2,434.0 |
|
0.618 |
2,423.7 |
|
HIGH |
2,407.0 |
|
0.618 |
2,396.7 |
|
0.500 |
2,393.5 |
|
0.382 |
2,390.3 |
|
LOW |
2,380.0 |
|
0.618 |
2,363.3 |
|
1.000 |
2,353.0 |
|
1.618 |
2,336.3 |
|
2.618 |
2,309.3 |
|
4.250 |
2,265.3 |
|
|