Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,686.5 |
1,652.0 |
-34.5 |
-2.0% |
1,722.2 |
High |
1,689.5 |
1,675.5 |
-14.0 |
-0.8% |
1,726.7 |
Low |
1,644.7 |
1,646.5 |
1.8 |
0.1% |
1,675.0 |
Close |
1,652.6 |
1,668.9 |
16.3 |
1.0% |
1,721.9 |
Range |
44.8 |
29.0 |
-15.8 |
-35.3% |
51.7 |
ATR |
31.0 |
30.8 |
-0.1 |
-0.5% |
0.0 |
Volume |
1,837 |
3,292 |
1,455 |
79.2% |
12,354 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,750.6 |
1,738.8 |
1,684.9 |
|
R3 |
1,721.6 |
1,709.8 |
1,676.9 |
|
R2 |
1,692.6 |
1,692.6 |
1,674.2 |
|
R1 |
1,680.8 |
1,680.8 |
1,671.6 |
1,686.7 |
PP |
1,663.6 |
1,663.6 |
1,663.6 |
1,666.6 |
S1 |
1,651.8 |
1,651.8 |
1,666.2 |
1,657.7 |
S2 |
1,634.6 |
1,634.6 |
1,663.6 |
|
S3 |
1,605.6 |
1,622.8 |
1,660.9 |
|
S4 |
1,576.6 |
1,593.8 |
1,653.0 |
|
|
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 |
1,644.7 |
80.5 |
4.8% |
33.7 |
2.0% |
30% |
False |
False |
2,684 |
10 |
1,735.2 |
1,644.7 |
90.5 |
5.4% |
28.3 |
1.7% |
27% |
False |
False |
2,489 |
20 |
1,800.9 |
1,644.7 |
156.2 |
9.4% |
30.0 |
1.8% |
15% |
False |
False |
2,097 |
40 |
1,800.9 |
1,644.7 |
156.2 |
9.4% |
26.8 |
1.6% |
15% |
False |
False |
1,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,798.8 |
2.618 |
1,751.4 |
1.618 |
1,722.4 |
1.000 |
1,704.5 |
0.618 |
1,693.4 |
HIGH |
1,675.5 |
0.618 |
1,664.4 |
0.500 |
1,661.0 |
0.382 |
1,657.6 |
LOW |
1,646.5 |
0.618 |
1,628.6 |
1.000 |
1,617.5 |
1.618 |
1,599.6 |
2.618 |
1,570.6 |
4.250 |
1,523.3 |
|
|