Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,386.75 |
1,408.50 |
21.75 |
1.6% |
1,394.75 |
High |
1,409.00 |
1,413.50 |
4.50 |
0.3% |
1,401.50 |
Low |
1,386.75 |
1,400.00 |
13.25 |
1.0% |
1,374.75 |
Close |
1,409.00 |
1,400.00 |
-9.00 |
-0.6% |
1,388.00 |
Range |
22.25 |
13.50 |
-8.75 |
-39.3% |
26.75 |
ATR |
12.28 |
12.37 |
0.09 |
0.7% |
0.00 |
Volume |
2,349 |
2,023 |
-326 |
-13.9% |
4,987 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.00 |
1,436.00 |
1,407.50 |
|
R3 |
1,431.50 |
1,422.50 |
1,403.75 |
|
R2 |
1,418.00 |
1,418.00 |
1,402.50 |
|
R1 |
1,409.00 |
1,409.00 |
1,401.25 |
1,406.75 |
PP |
1,404.50 |
1,404.50 |
1,404.50 |
1,403.50 |
S1 |
1,395.50 |
1,395.50 |
1,398.75 |
1,393.25 |
S2 |
1,391.00 |
1,391.00 |
1,397.50 |
|
S3 |
1,377.50 |
1,382.00 |
1,396.25 |
|
S4 |
1,364.00 |
1,368.50 |
1,392.50 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.25 |
1,455.00 |
1,402.75 |
|
R3 |
1,441.50 |
1,428.25 |
1,395.25 |
|
R2 |
1,414.75 |
1,414.75 |
1,393.00 |
|
R1 |
1,401.50 |
1,401.50 |
1,390.50 |
1,394.75 |
PP |
1,388.00 |
1,388.00 |
1,388.00 |
1,384.75 |
S1 |
1,374.75 |
1,374.75 |
1,385.50 |
1,368.00 |
S2 |
1,361.25 |
1,361.25 |
1,383.00 |
|
S3 |
1,334.50 |
1,348.00 |
1,380.75 |
|
S4 |
1,307.75 |
1,321.25 |
1,373.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,413.50 |
1,374.75 |
38.75 |
2.8% |
15.25 |
1.1% |
65% |
True |
False |
1,620 |
10 |
1,413.50 |
1,374.75 |
38.75 |
2.8% |
12.25 |
0.9% |
65% |
True |
False |
1,005 |
20 |
1,413.50 |
1,327.75 |
85.75 |
6.1% |
12.00 |
0.9% |
84% |
True |
False |
535 |
40 |
1,413.50 |
1,292.50 |
121.00 |
8.6% |
10.25 |
0.7% |
89% |
True |
False |
279 |
60 |
1,413.50 |
1,242.00 |
171.50 |
12.3% |
9.00 |
0.6% |
92% |
True |
False |
192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.00 |
2.618 |
1,448.75 |
1.618 |
1,435.25 |
1.000 |
1,427.00 |
0.618 |
1,421.75 |
HIGH |
1,413.50 |
0.618 |
1,408.25 |
0.500 |
1,406.75 |
0.382 |
1,405.25 |
LOW |
1,400.00 |
0.618 |
1,391.75 |
1.000 |
1,386.50 |
1.618 |
1,378.25 |
2.618 |
1,364.75 |
4.250 |
1,342.50 |
|
|