| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,532.0 |
2,529.0 |
-3.0 |
-0.1% |
2,434.0 |
| High |
2,541.0 |
2,529.0 |
-12.0 |
-0.5% |
2,532.0 |
| Low |
2,517.0 |
2,495.0 |
-22.0 |
-0.9% |
2,426.0 |
| Close |
2,532.0 |
2,499.0 |
-33.0 |
-1.3% |
2,528.0 |
| Range |
24.0 |
34.0 |
10.0 |
41.7% |
106.0 |
| ATR |
33.5 |
33.8 |
0.2 |
0.7% |
0.0 |
| Volume |
1,458 |
560 |
-898 |
-61.6% |
64,506 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,609.7 |
2,588.3 |
2,517.7 |
|
| R3 |
2,575.7 |
2,554.3 |
2,508.4 |
|
| R2 |
2,541.7 |
2,541.7 |
2,505.2 |
|
| R1 |
2,520.3 |
2,520.3 |
2,502.1 |
2,514.0 |
| PP |
2,507.7 |
2,507.7 |
2,507.7 |
2,504.5 |
| S1 |
2,486.3 |
2,486.3 |
2,495.9 |
2,480.0 |
| S2 |
2,473.7 |
2,473.7 |
2,492.8 |
|
| S3 |
2,439.7 |
2,452.3 |
2,489.7 |
|
| S4 |
2,405.7 |
2,418.3 |
2,480.3 |
|
|
| 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 |
2,492.0 |
49.0 |
2.0% |
24.6 |
1.0% |
14% |
False |
False |
8,997 |
| 10 |
2,541.0 |
2,358.0 |
183.0 |
7.3% |
29.9 |
1.2% |
77% |
False |
False |
8,923 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.6% |
32.8 |
1.3% |
78% |
False |
False |
5,133 |
| 40 |
2,541.0 |
2,325.0 |
216.0 |
8.6% |
24.8 |
1.0% |
81% |
False |
False |
2,739 |
| 60 |
2,541.0 |
2,178.0 |
363.0 |
14.5% |
23.3 |
0.9% |
88% |
False |
False |
1,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,673.5 |
|
2.618 |
2,618.0 |
|
1.618 |
2,584.0 |
|
1.000 |
2,563.0 |
|
0.618 |
2,550.0 |
|
HIGH |
2,529.0 |
|
0.618 |
2,516.0 |
|
0.500 |
2,512.0 |
|
0.382 |
2,508.0 |
|
LOW |
2,495.0 |
|
0.618 |
2,474.0 |
|
1.000 |
2,461.0 |
|
1.618 |
2,440.0 |
|
2.618 |
2,406.0 |
|
4.250 |
2,350.5 |
|
|