| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,715.71 |
2,716.98 |
1.27 |
0.0% |
2,646.98 |
| High |
2,719.61 |
2,738.22 |
18.61 |
0.7% |
2,720.49 |
| Low |
2,706.96 |
2,710.63 |
3.67 |
0.1% |
2,635.76 |
| Close |
2,712.78 |
2,733.26 |
20.48 |
0.8% |
2,712.78 |
| Range |
12.65 |
27.59 |
14.94 |
118.1% |
84.73 |
| ATR |
26.67 |
26.73 |
0.07 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.14 |
2,799.29 |
2,748.43 |
|
| R3 |
2,782.55 |
2,771.70 |
2,740.85 |
|
| R2 |
2,754.96 |
2,754.96 |
2,738.32 |
|
| R1 |
2,744.11 |
2,744.11 |
2,735.79 |
2,749.54 |
| PP |
2,727.37 |
2,727.37 |
2,727.37 |
2,730.08 |
| S1 |
2,716.52 |
2,716.52 |
2,730.73 |
2,721.95 |
| S2 |
2,699.78 |
2,699.78 |
2,728.20 |
|
| S3 |
2,672.19 |
2,688.93 |
2,725.67 |
|
| S4 |
2,644.60 |
2,661.34 |
2,718.09 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,943.87 |
2,913.05 |
2,759.38 |
|
| R3 |
2,859.14 |
2,828.32 |
2,736.08 |
|
| R2 |
2,774.41 |
2,774.41 |
2,728.31 |
|
| R1 |
2,743.59 |
2,743.59 |
2,720.55 |
2,759.00 |
| PP |
2,689.68 |
2,689.68 |
2,689.68 |
2,697.38 |
| S1 |
2,658.86 |
2,658.86 |
2,705.01 |
2,674.27 |
| S2 |
2,604.95 |
2,604.95 |
2,697.25 |
|
| S3 |
2,520.22 |
2,574.13 |
2,689.48 |
|
| S4 |
2,435.49 |
2,489.40 |
2,666.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,738.22 |
2,658.09 |
80.13 |
2.9% |
25.22 |
0.9% |
94% |
True |
False |
|
| 10 |
2,738.22 |
2,575.13 |
163.09 |
6.0% |
21.53 |
0.8% |
97% |
True |
False |
|
| 20 |
2,738.22 |
2,570.07 |
168.15 |
6.2% |
22.31 |
0.8% |
97% |
True |
False |
|
| 40 |
2,738.22 |
2,423.24 |
314.98 |
11.5% |
23.74 |
0.9% |
98% |
True |
False |
|
| 60 |
2,738.22 |
2,222.68 |
515.54 |
18.9% |
23.17 |
0.8% |
99% |
True |
False |
|
| 80 |
2,738.22 |
2,150.71 |
587.51 |
21.5% |
25.71 |
0.9% |
99% |
True |
False |
|
| 100 |
2,738.22 |
2,150.71 |
587.51 |
21.5% |
28.65 |
1.0% |
99% |
True |
False |
|
| 120 |
2,738.22 |
2,042.90 |
695.32 |
25.4% |
32.39 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.48 |
|
2.618 |
2,810.45 |
|
1.618 |
2,782.86 |
|
1.000 |
2,765.81 |
|
0.618 |
2,755.27 |
|
HIGH |
2,738.22 |
|
0.618 |
2,727.68 |
|
0.500 |
2,724.43 |
|
0.382 |
2,721.17 |
|
LOW |
2,710.63 |
|
0.618 |
2,693.58 |
|
1.000 |
2,683.04 |
|
1.618 |
2,665.99 |
|
2.618 |
2,638.40 |
|
4.250 |
2,593.37 |
|
|