| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,734.68 |
2,746.98 |
12.30 |
0.4% |
2,716.98 |
| High |
2,734.68 |
2,778.02 |
43.34 |
1.6% |
2,752.35 |
| Low |
2,714.61 |
2,746.43 |
31.82 |
1.2% |
2,710.63 |
| Close |
2,728.55 |
2,778.02 |
49.47 |
1.8% |
2,728.55 |
| Range |
20.07 |
31.59 |
11.52 |
57.4% |
41.72 |
| ATR |
25.32 |
27.04 |
1.73 |
6.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.26 |
2,851.73 |
2,795.39 |
|
| R3 |
2,830.67 |
2,820.14 |
2,786.71 |
|
| R2 |
2,799.08 |
2,799.08 |
2,783.81 |
|
| R1 |
2,788.55 |
2,788.55 |
2,780.92 |
2,793.82 |
| PP |
2,767.49 |
2,767.49 |
2,767.49 |
2,770.12 |
| S1 |
2,756.96 |
2,756.96 |
2,775.12 |
2,762.23 |
| S2 |
2,735.90 |
2,735.90 |
2,772.23 |
|
| S3 |
2,704.31 |
2,725.37 |
2,769.33 |
|
| S4 |
2,672.72 |
2,693.78 |
2,760.65 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.67 |
2,833.83 |
2,751.50 |
|
| R3 |
2,813.95 |
2,792.11 |
2,740.02 |
|
| R2 |
2,772.23 |
2,772.23 |
2,736.20 |
|
| R1 |
2,750.39 |
2,750.39 |
2,732.37 |
2,761.31 |
| PP |
2,730.51 |
2,730.51 |
2,730.51 |
2,735.97 |
| S1 |
2,708.67 |
2,708.67 |
2,724.73 |
2,719.59 |
| S2 |
2,688.79 |
2,688.79 |
2,720.90 |
|
| S3 |
2,647.07 |
2,666.95 |
2,717.08 |
|
| S4 |
2,605.35 |
2,625.23 |
2,705.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,778.02 |
2,711.10 |
66.92 |
2.4% |
23.49 |
0.8% |
100% |
True |
False |
|
| 10 |
2,778.02 |
2,658.09 |
119.93 |
4.3% |
24.35 |
0.9% |
100% |
True |
False |
|
| 20 |
2,778.02 |
2,575.13 |
202.89 |
7.3% |
22.12 |
0.8% |
100% |
True |
False |
|
| 40 |
2,778.02 |
2,433.63 |
344.39 |
12.4% |
23.42 |
0.8% |
100% |
True |
False |
|
| 60 |
2,778.02 |
2,264.89 |
513.13 |
18.5% |
22.89 |
0.8% |
100% |
True |
False |
|
| 80 |
2,778.02 |
2,209.57 |
568.45 |
20.5% |
25.23 |
0.9% |
100% |
True |
False |
|
| 100 |
2,778.02 |
2,150.71 |
627.31 |
22.6% |
27.80 |
1.0% |
100% |
True |
False |
|
| 120 |
2,778.02 |
2,042.90 |
735.12 |
26.5% |
30.66 |
1.1% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,912.28 |
|
2.618 |
2,860.72 |
|
1.618 |
2,829.13 |
|
1.000 |
2,809.61 |
|
0.618 |
2,797.54 |
|
HIGH |
2,778.02 |
|
0.618 |
2,765.95 |
|
0.500 |
2,762.23 |
|
0.382 |
2,758.50 |
|
LOW |
2,746.43 |
|
0.618 |
2,726.91 |
|
1.000 |
2,714.84 |
|
1.618 |
2,695.32 |
|
2.618 |
2,663.73 |
|
4.250 |
2,612.17 |
|
|