| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
7,097.0 |
7,012.5 |
-84.5 |
-1.2% |
7,189.5 |
| High |
7,097.0 |
7,045.5 |
-51.5 |
-0.7% |
7,189.5 |
| Low |
6,965.0 |
6,931.5 |
-33.5 |
-0.5% |
6,931.5 |
| Close |
7,005.5 |
7,026.0 |
20.5 |
0.3% |
7,026.0 |
| Range |
132.0 |
114.0 |
-18.0 |
-13.6% |
258.0 |
| ATR |
97.5 |
98.7 |
1.2 |
1.2% |
0.0 |
| Volume |
250 |
116 |
-134 |
-53.6% |
735 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,343.0 |
7,298.5 |
7,088.7 |
|
| R3 |
7,229.0 |
7,184.5 |
7,057.4 |
|
| R2 |
7,115.0 |
7,115.0 |
7,046.9 |
|
| R1 |
7,070.5 |
7,070.5 |
7,036.5 |
7,092.8 |
| PP |
7,001.0 |
7,001.0 |
7,001.0 |
7,012.1 |
| S1 |
6,956.5 |
6,956.5 |
7,015.6 |
6,978.8 |
| S2 |
6,887.0 |
6,887.0 |
7,005.1 |
|
| S3 |
6,773.0 |
6,842.5 |
6,994.7 |
|
| S4 |
6,659.0 |
6,728.5 |
6,963.3 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,823.0 |
7,682.5 |
7,167.9 |
|
| R3 |
7,565.0 |
7,424.5 |
7,097.0 |
|
| R2 |
7,307.0 |
7,307.0 |
7,073.3 |
|
| R1 |
7,166.5 |
7,166.5 |
7,049.7 |
7,107.8 |
| PP |
7,049.0 |
7,049.0 |
7,049.0 |
7,019.6 |
| S1 |
6,908.5 |
6,908.5 |
7,002.4 |
6,849.8 |
| S2 |
6,791.0 |
6,791.0 |
6,978.7 |
|
| S3 |
6,533.0 |
6,650.5 |
6,955.1 |
|
| S4 |
6,275.0 |
6,392.5 |
6,884.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,189.5 |
6,931.5 |
258.0 |
3.7% |
99.4 |
1.4% |
37% |
False |
True |
147 |
| 10 |
7,217.5 |
6,870.0 |
347.5 |
4.9% |
90.0 |
1.3% |
45% |
False |
False |
3,747 |
| 20 |
7,217.5 |
6,630.5 |
587.0 |
8.4% |
88.8 |
1.3% |
67% |
False |
False |
2,069 |
| 40 |
7,217.5 |
6,447.5 |
770.0 |
11.0% |
78.1 |
1.1% |
75% |
False |
False |
1,064 |
| 60 |
7,217.5 |
5,980.0 |
1,237.5 |
17.6% |
71.6 |
1.0% |
85% |
False |
False |
719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,530.0 |
|
2.618 |
7,344.0 |
|
1.618 |
7,230.0 |
|
1.000 |
7,159.5 |
|
0.618 |
7,116.0 |
|
HIGH |
7,045.5 |
|
0.618 |
7,002.0 |
|
0.500 |
6,988.5 |
|
0.382 |
6,975.0 |
|
LOW |
6,931.5 |
|
0.618 |
6,861.0 |
|
1.000 |
6,817.5 |
|
1.618 |
6,747.0 |
|
2.618 |
6,633.0 |
|
4.250 |
6,447.0 |
|
|