Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,189.5 |
7,155.5 |
-34.0 |
-0.5% |
6,885.0 |
High |
7,189.5 |
7,156.5 |
-33.0 |
-0.5% |
7,217.5 |
Low |
7,125.0 |
7,063.5 |
-61.5 |
-0.9% |
6,870.0 |
Close |
7,176.0 |
7,077.0 |
-99.0 |
-1.4% |
7,178.5 |
Range |
64.5 |
93.0 |
28.5 |
44.2% |
347.5 |
ATR |
93.6 |
94.9 |
1.4 |
1.4% |
0.0 |
Volume |
119 |
136 |
17 |
14.3% |
36,736 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,378.0 |
7,320.5 |
7,128.2 |
|
R3 |
7,285.0 |
7,227.5 |
7,102.6 |
|
R2 |
7,192.0 |
7,192.0 |
7,094.1 |
|
R1 |
7,134.5 |
7,134.5 |
7,085.5 |
7,116.8 |
PP |
7,099.0 |
7,099.0 |
7,099.0 |
7,090.1 |
S1 |
7,041.5 |
7,041.5 |
7,068.5 |
7,023.8 |
S2 |
7,006.0 |
7,006.0 |
7,060.0 |
|
S3 |
6,913.0 |
6,948.5 |
7,051.4 |
|
S4 |
6,820.0 |
6,855.5 |
7,025.9 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,131.2 |
8,002.3 |
7,369.6 |
|
R3 |
7,783.7 |
7,654.8 |
7,274.1 |
|
R2 |
7,436.2 |
7,436.2 |
7,242.2 |
|
R1 |
7,307.3 |
7,307.3 |
7,210.4 |
7,371.8 |
PP |
7,088.7 |
7,088.7 |
7,088.7 |
7,120.9 |
S1 |
6,959.8 |
6,959.8 |
7,146.6 |
7,024.3 |
S2 |
6,741.2 |
6,741.2 |
7,114.8 |
|
S3 |
6,393.7 |
6,612.3 |
7,082.9 |
|
S4 |
6,046.2 |
6,264.8 |
6,987.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,217.5 |
7,043.5 |
174.0 |
2.5% |
75.6 |
1.1% |
19% |
False |
False |
5,330 |
10 |
7,217.5 |
6,639.0 |
578.5 |
8.2% |
86.9 |
1.2% |
76% |
False |
False |
4,032 |
20 |
7,217.5 |
6,630.5 |
587.0 |
8.3% |
81.6 |
1.2% |
76% |
False |
False |
2,057 |
40 |
7,217.5 |
6,403.5 |
814.0 |
11.5% |
75.8 |
1.1% |
83% |
False |
False |
1,055 |
60 |
7,217.5 |
5,819.0 |
1,398.5 |
19.8% |
69.8 |
1.0% |
90% |
False |
False |
714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,551.8 |
2.618 |
7,400.0 |
1.618 |
7,307.0 |
1.000 |
7,249.5 |
0.618 |
7,214.0 |
HIGH |
7,156.5 |
0.618 |
7,121.0 |
0.500 |
7,110.0 |
0.382 |
7,099.0 |
LOW |
7,063.5 |
0.618 |
7,006.0 |
1.000 |
6,970.5 |
1.618 |
6,913.0 |
2.618 |
6,820.0 |
4.250 |
6,668.3 |
|
|