| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,701.08 |
2,716.19 |
15.11 |
0.6% |
2,617.61 |
| High |
2,717.86 |
2,720.49 |
2.63 |
0.1% |
2,651.98 |
| Low |
2,690.40 |
2,701.65 |
11.25 |
0.4% |
2,575.13 |
| Close |
2,708.41 |
2,714.79 |
6.38 |
0.2% |
2,646.85 |
| Range |
27.46 |
18.84 |
-8.62 |
-31.4% |
76.85 |
| ATR |
28.43 |
27.74 |
-0.68 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,768.83 |
2,760.65 |
2,725.15 |
|
| R3 |
2,749.99 |
2,741.81 |
2,719.97 |
|
| R2 |
2,731.15 |
2,731.15 |
2,718.24 |
|
| R1 |
2,722.97 |
2,722.97 |
2,716.52 |
2,717.64 |
| PP |
2,712.31 |
2,712.31 |
2,712.31 |
2,709.65 |
| S1 |
2,704.13 |
2,704.13 |
2,713.06 |
2,698.80 |
| S2 |
2,693.47 |
2,693.47 |
2,711.34 |
|
| S3 |
2,674.63 |
2,685.29 |
2,709.61 |
|
| S4 |
2,655.79 |
2,666.45 |
2,704.43 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.20 |
2,827.88 |
2,689.12 |
|
| R3 |
2,778.35 |
2,751.03 |
2,667.98 |
|
| R2 |
2,701.50 |
2,701.50 |
2,660.94 |
|
| R1 |
2,674.18 |
2,674.18 |
2,653.89 |
2,687.84 |
| PP |
2,624.65 |
2,624.65 |
2,624.65 |
2,631.49 |
| S1 |
2,597.33 |
2,597.33 |
2,639.81 |
2,610.99 |
| S2 |
2,547.80 |
2,547.80 |
2,632.76 |
|
| S3 |
2,470.95 |
2,520.48 |
2,625.72 |
|
| S4 |
2,394.10 |
2,443.63 |
2,604.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.49 |
2,635.76 |
84.73 |
3.1% |
22.82 |
0.8% |
93% |
True |
False |
|
| 10 |
2,720.49 |
2,575.13 |
145.36 |
5.4% |
20.68 |
0.8% |
96% |
True |
False |
|
| 20 |
2,720.49 |
2,551.35 |
169.14 |
6.2% |
23.50 |
0.9% |
97% |
True |
False |
|
| 40 |
2,720.49 |
2,423.24 |
297.25 |
10.9% |
23.29 |
0.9% |
98% |
True |
False |
|
| 60 |
2,720.49 |
2,209.57 |
510.92 |
18.8% |
23.69 |
0.9% |
99% |
True |
False |
|
| 80 |
2,720.49 |
2,150.71 |
569.78 |
21.0% |
25.97 |
1.0% |
99% |
True |
False |
|
| 100 |
2,720.49 |
2,150.71 |
569.78 |
21.0% |
29.09 |
1.1% |
99% |
True |
False |
|
| 120 |
2,720.49 |
2,042.90 |
677.59 |
25.0% |
33.04 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,800.56 |
|
2.618 |
2,769.81 |
|
1.618 |
2,750.97 |
|
1.000 |
2,739.33 |
|
0.618 |
2,732.13 |
|
HIGH |
2,720.49 |
|
0.618 |
2,713.29 |
|
0.500 |
2,711.07 |
|
0.382 |
2,708.85 |
|
LOW |
2,701.65 |
|
0.618 |
2,690.01 |
|
1.000 |
2,682.81 |
|
1.618 |
2,671.17 |
|
2.618 |
2,652.33 |
|
4.250 |
2,621.58 |
|
|