Day Change Summary |
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Previous |
Current |
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13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,374.58 |
1,395.95 |
21.37 |
1.6% |
1,369.59 |
High |
1,396.13 |
1,399.42 |
3.29 |
0.2% |
1,374.76 |
Low |
1,374.58 |
1,389.97 |
15.39 |
1.1% |
1,340.03 |
Close |
1,395.95 |
1,394.28 |
-1.67 |
-0.1% |
1,370.87 |
Range |
21.55 |
9.45 |
-12.10 |
-56.1% |
34.73 |
ATR |
12.94 |
12.69 |
-0.25 |
-1.9% |
0.00 |
Volume |
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Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.91 |
1,418.04 |
1,399.48 |
|
R3 |
1,413.46 |
1,408.59 |
1,396.88 |
|
R2 |
1,404.01 |
1,404.01 |
1,396.01 |
|
R1 |
1,399.14 |
1,399.14 |
1,395.15 |
1,396.85 |
PP |
1,394.56 |
1,394.56 |
1,394.56 |
1,393.41 |
S1 |
1,389.69 |
1,389.69 |
1,393.41 |
1,387.40 |
S2 |
1,385.11 |
1,385.11 |
1,392.55 |
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S3 |
1,375.66 |
1,380.24 |
1,391.68 |
|
S4 |
1,366.21 |
1,370.79 |
1,389.08 |
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Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.08 |
1,453.20 |
1,389.97 |
|
R3 |
1,431.35 |
1,418.47 |
1,380.42 |
|
R2 |
1,396.62 |
1,396.62 |
1,377.24 |
|
R1 |
1,383.74 |
1,383.74 |
1,374.05 |
1,390.18 |
PP |
1,361.89 |
1,361.89 |
1,361.89 |
1,365.11 |
S1 |
1,349.01 |
1,349.01 |
1,367.69 |
1,355.45 |
S2 |
1,327.16 |
1,327.16 |
1,364.50 |
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S3 |
1,292.43 |
1,314.28 |
1,361.32 |
|
S4 |
1,257.70 |
1,279.55 |
1,351.77 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,399.42 |
1,355.47 |
43.95 |
3.2% |
11.69 |
0.8% |
88% |
True |
False |
|
10 |
1,399.42 |
1,340.03 |
59.39 |
4.3% |
11.66 |
0.8% |
91% |
True |
False |
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20 |
1,399.42 |
1,340.03 |
59.39 |
4.3% |
11.41 |
0.8% |
91% |
True |
False |
|
40 |
1,399.42 |
1,290.99 |
108.43 |
7.8% |
11.78 |
0.8% |
95% |
True |
False |
|
60 |
1,399.42 |
1,202.37 |
197.05 |
14.1% |
12.56 |
0.9% |
97% |
True |
False |
|
80 |
1,399.42 |
1,158.66 |
240.76 |
17.3% |
14.81 |
1.1% |
98% |
True |
False |
|
100 |
1,399.42 |
1,158.66 |
240.76 |
17.3% |
16.84 |
1.2% |
98% |
True |
False |
|
120 |
1,399.42 |
1,074.77 |
324.65 |
23.3% |
19.09 |
1.4% |
98% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
1,439.58 |
2.618 |
1,424.16 |
1.618 |
1,414.71 |
1.000 |
1,408.87 |
0.618 |
1,405.26 |
HIGH |
1,399.42 |
0.618 |
1,395.81 |
0.500 |
1,394.70 |
0.382 |
1,393.58 |
LOW |
1,389.97 |
0.618 |
1,384.13 |
1.000 |
1,380.52 |
1.618 |
1,374.68 |
2.618 |
1,365.23 |
4.250 |
1,349.81 |
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