| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
2,426.0 |
2,477.0 |
51.0 |
2.1% |
2,532.0 |
| High |
2,473.0 |
2,493.0 |
20.0 |
0.8% |
2,541.0 |
| Low |
2,426.0 |
2,441.0 |
15.0 |
0.6% |
2,420.0 |
| Close |
2,462.0 |
2,448.0 |
-14.0 |
-0.6% |
2,450.0 |
| Range |
47.0 |
52.0 |
5.0 |
10.6% |
121.0 |
| ATR |
37.4 |
38.5 |
1.0 |
2.8% |
0.0 |
| Volume |
187 |
905 |
718 |
384.0% |
3,740 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.7 |
2,584.3 |
2,476.6 |
|
| R3 |
2,564.7 |
2,532.3 |
2,462.3 |
|
| R2 |
2,512.7 |
2,512.7 |
2,457.5 |
|
| R1 |
2,480.3 |
2,480.3 |
2,452.8 |
2,470.5 |
| PP |
2,460.7 |
2,460.7 |
2,460.7 |
2,455.8 |
| S1 |
2,428.3 |
2,428.3 |
2,443.2 |
2,418.5 |
| S2 |
2,408.7 |
2,408.7 |
2,438.5 |
|
| S3 |
2,356.7 |
2,376.3 |
2,433.7 |
|
| S4 |
2,304.7 |
2,324.3 |
2,419.4 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.3 |
2,762.7 |
2,516.6 |
|
| R3 |
2,712.3 |
2,641.7 |
2,483.3 |
|
| R2 |
2,591.3 |
2,591.3 |
2,472.2 |
|
| R1 |
2,520.7 |
2,520.7 |
2,461.1 |
2,495.5 |
| PP |
2,470.3 |
2,470.3 |
2,470.3 |
2,457.8 |
| S1 |
2,399.7 |
2,399.7 |
2,438.9 |
2,374.5 |
| S2 |
2,349.3 |
2,349.3 |
2,427.8 |
|
| S3 |
2,228.3 |
2,278.7 |
2,416.7 |
|
| S4 |
2,107.3 |
2,157.7 |
2,383.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,520.0 |
2,420.0 |
100.0 |
4.1% |
48.0 |
2.0% |
28% |
False |
False |
562 |
| 10 |
2,541.0 |
2,420.0 |
121.0 |
4.9% |
36.3 |
1.5% |
23% |
False |
False |
4,780 |
| 20 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
37.9 |
1.5% |
51% |
False |
False |
5,060 |
| 40 |
2,541.0 |
2,351.0 |
190.0 |
7.8% |
28.3 |
1.2% |
51% |
False |
False |
2,778 |
| 60 |
2,541.0 |
2,205.0 |
336.0 |
13.7% |
26.0 |
1.1% |
72% |
False |
False |
1,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.0 |
|
2.618 |
2,629.1 |
|
1.618 |
2,577.1 |
|
1.000 |
2,545.0 |
|
0.618 |
2,525.1 |
|
HIGH |
2,493.0 |
|
0.618 |
2,473.1 |
|
0.500 |
2,467.0 |
|
0.382 |
2,460.9 |
|
LOW |
2,441.0 |
|
0.618 |
2,408.9 |
|
1.000 |
2,389.0 |
|
1.618 |
2,356.9 |
|
2.618 |
2,304.9 |
|
4.250 |
2,220.0 |
|
|