| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,520.0 |
2,532.0 |
12.0 |
0.5% |
2,434.0 |
| High |
2,532.0 |
2,541.0 |
9.0 |
0.4% |
2,532.0 |
| Low |
2,518.0 |
2,517.0 |
-1.0 |
0.0% |
2,426.0 |
| Close |
2,528.0 |
2,532.0 |
4.0 |
0.2% |
2,528.0 |
| Range |
14.0 |
24.0 |
10.0 |
71.4% |
106.0 |
| ATR |
34.3 |
33.5 |
-0.7 |
-2.1% |
0.0 |
| Volume |
1,511 |
1,458 |
-53 |
-3.5% |
64,506 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.0 |
2,591.0 |
2,545.2 |
|
| R3 |
2,578.0 |
2,567.0 |
2,538.6 |
|
| R2 |
2,554.0 |
2,554.0 |
2,536.4 |
|
| R1 |
2,543.0 |
2,543.0 |
2,534.2 |
2,544.0 |
| PP |
2,530.0 |
2,530.0 |
2,530.0 |
2,530.5 |
| S1 |
2,519.0 |
2,519.0 |
2,529.8 |
2,520.0 |
| S2 |
2,506.0 |
2,506.0 |
2,527.6 |
|
| S3 |
2,482.0 |
2,495.0 |
2,525.4 |
|
| S4 |
2,458.0 |
2,471.0 |
2,518.8 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.3 |
2,776.7 |
2,586.3 |
|
| R3 |
2,707.3 |
2,670.7 |
2,557.2 |
|
| R2 |
2,601.3 |
2,601.3 |
2,547.4 |
|
| R1 |
2,564.7 |
2,564.7 |
2,537.7 |
2,583.0 |
| PP |
2,495.3 |
2,495.3 |
2,495.3 |
2,504.5 |
| S1 |
2,458.7 |
2,458.7 |
2,518.3 |
2,477.0 |
| S2 |
2,389.3 |
2,389.3 |
2,508.6 |
|
| S3 |
2,283.3 |
2,352.7 |
2,498.9 |
|
| S4 |
2,177.3 |
2,246.7 |
2,469.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,541.0 |
2,451.0 |
90.0 |
3.6% |
27.8 |
1.1% |
90% |
True |
False |
12,841 |
| 10 |
2,541.0 |
2,351.0 |
190.0 |
7.5% |
36.0 |
1.4% |
95% |
True |
False |
9,167 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.5% |
32.7 |
1.3% |
95% |
True |
False |
5,118 |
| 40 |
2,541.0 |
2,325.0 |
216.0 |
8.5% |
24.2 |
1.0% |
96% |
True |
False |
2,725 |
| 60 |
2,541.0 |
2,178.0 |
363.0 |
14.3% |
22.7 |
0.9% |
98% |
True |
False |
1,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.0 |
|
2.618 |
2,603.8 |
|
1.618 |
2,579.8 |
|
1.000 |
2,565.0 |
|
0.618 |
2,555.8 |
|
HIGH |
2,541.0 |
|
0.618 |
2,531.8 |
|
0.500 |
2,529.0 |
|
0.382 |
2,526.2 |
|
LOW |
2,517.0 |
|
0.618 |
2,502.2 |
|
1.000 |
2,493.0 |
|
1.618 |
2,478.2 |
|
2.618 |
2,454.2 |
|
4.250 |
2,415.0 |
|
|