Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,711.0 |
1,720.2 |
9.2 |
0.5% |
1,722.2 |
High |
1,725.2 |
1,720.7 |
-4.5 |
-0.3% |
1,726.7 |
Low |
1,688.2 |
1,704.2 |
16.0 |
0.9% |
1,675.0 |
Close |
1,721.9 |
1,709.9 |
-12.0 |
-0.7% |
1,721.9 |
Range |
37.0 |
16.5 |
-20.5 |
-55.4% |
51.7 |
ATR |
28.6 |
27.8 |
-0.8 |
-2.7% |
0.0 |
Volume |
2,559 |
1,353 |
-1,206 |
-47.1% |
12,354 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,761.1 |
1,752.0 |
1,719.0 |
|
R3 |
1,744.6 |
1,735.5 |
1,714.4 |
|
R2 |
1,728.1 |
1,728.1 |
1,712.9 |
|
R1 |
1,719.0 |
1,719.0 |
1,711.4 |
1,715.3 |
PP |
1,711.6 |
1,711.6 |
1,711.6 |
1,709.8 |
S1 |
1,702.5 |
1,702.5 |
1,708.4 |
1,698.8 |
S2 |
1,695.1 |
1,695.1 |
1,706.9 |
|
S3 |
1,678.6 |
1,686.0 |
1,705.4 |
|
S4 |
1,662.1 |
1,669.5 |
1,700.8 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.0 |
1,844.1 |
1,750.3 |
|
R3 |
1,811.3 |
1,792.4 |
1,736.1 |
|
R2 |
1,759.6 |
1,759.6 |
1,731.4 |
|
R1 |
1,740.7 |
1,740.7 |
1,726.6 |
1,724.3 |
PP |
1,707.9 |
1,707.9 |
1,707.9 |
1,699.7 |
S1 |
1,689.0 |
1,689.0 |
1,717.2 |
1,672.6 |
S2 |
1,656.2 |
1,656.2 |
1,712.4 |
|
S3 |
1,604.5 |
1,637.3 |
1,707.7 |
|
S4 |
1,552.8 |
1,585.6 |
1,693.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,725.2 |
1,675.0 |
50.2 |
2.9% |
25.8 |
1.5% |
70% |
False |
False |
2,243 |
10 |
1,800.9 |
1,675.0 |
125.9 |
7.4% |
33.9 |
2.0% |
28% |
False |
False |
2,096 |
20 |
1,800.9 |
1,675.0 |
125.9 |
7.4% |
26.3 |
1.5% |
28% |
False |
False |
2,008 |
40 |
1,800.9 |
1,639.8 |
161.1 |
9.4% |
25.7 |
1.5% |
44% |
False |
False |
1,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,790.8 |
2.618 |
1,763.9 |
1.618 |
1,747.4 |
1.000 |
1,737.2 |
0.618 |
1,730.9 |
HIGH |
1,720.7 |
0.618 |
1,714.4 |
0.500 |
1,712.5 |
0.382 |
1,710.5 |
LOW |
1,704.2 |
0.618 |
1,694.0 |
1.000 |
1,687.7 |
1.618 |
1,677.5 |
2.618 |
1,661.0 |
4.250 |
1,634.1 |
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