| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,739.40 |
2,720.66 |
-18.74 |
-0.7% |
2,646.98 |
| High |
2,752.35 |
2,737.83 |
-14.52 |
-0.5% |
2,720.49 |
| Low |
2,733.91 |
2,719.74 |
-14.17 |
-0.5% |
2,635.76 |
| Close |
2,736.88 |
2,731.50 |
-5.38 |
-0.2% |
2,712.78 |
| Range |
18.44 |
18.09 |
-0.35 |
-1.9% |
84.73 |
| ATR |
26.31 |
25.72 |
-0.59 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,783.96 |
2,775.82 |
2,741.45 |
|
| R3 |
2,765.87 |
2,757.73 |
2,736.47 |
|
| R2 |
2,747.78 |
2,747.78 |
2,734.82 |
|
| R1 |
2,739.64 |
2,739.64 |
2,733.16 |
2,743.71 |
| PP |
2,729.69 |
2,729.69 |
2,729.69 |
2,731.73 |
| S1 |
2,721.55 |
2,721.55 |
2,729.84 |
2,725.62 |
| S2 |
2,711.60 |
2,711.60 |
2,728.18 |
|
| S3 |
2,693.51 |
2,703.46 |
2,726.53 |
|
| S4 |
2,675.42 |
2,685.37 |
2,721.55 |
|
|
| 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 |
2,752.35 |
2,706.96 |
45.39 |
1.7% |
21.20 |
0.8% |
54% |
False |
False |
|
| 10 |
2,752.35 |
2,635.76 |
116.59 |
4.3% |
22.01 |
0.8% |
82% |
False |
False |
|
| 20 |
2,752.35 |
2,575.13 |
177.22 |
6.5% |
21.94 |
0.8% |
88% |
False |
False |
|
| 40 |
2,752.35 |
2,433.63 |
318.72 |
11.7% |
23.43 |
0.9% |
93% |
False |
False |
|
| 60 |
2,752.35 |
2,262.22 |
490.13 |
17.9% |
22.91 |
0.8% |
96% |
False |
False |
|
| 80 |
2,752.35 |
2,205.77 |
546.58 |
20.0% |
25.28 |
0.9% |
96% |
False |
False |
|
| 100 |
2,752.35 |
2,150.71 |
601.64 |
22.0% |
27.78 |
1.0% |
97% |
False |
False |
|
| 120 |
2,752.35 |
2,042.90 |
709.45 |
26.0% |
31.19 |
1.1% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.71 |
|
2.618 |
2,785.19 |
|
1.618 |
2,767.10 |
|
1.000 |
2,755.92 |
|
0.618 |
2,749.01 |
|
HIGH |
2,737.83 |
|
0.618 |
2,730.92 |
|
0.500 |
2,728.79 |
|
0.382 |
2,726.65 |
|
LOW |
2,719.74 |
|
0.618 |
2,708.56 |
|
1.000 |
2,701.65 |
|
1.618 |
2,690.47 |
|
2.618 |
2,672.38 |
|
4.250 |
2,642.86 |
|
|