| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,408.50 |
1,399.50 |
-9.00 |
-0.6% |
1,394.75 |
| High |
1,413.50 |
1,404.75 |
-8.75 |
-0.6% |
1,401.50 |
| Low |
1,400.00 |
1,386.00 |
-14.00 |
-1.0% |
1,374.75 |
| Close |
1,400.00 |
1,394.00 |
-6.00 |
-0.4% |
1,388.00 |
| Range |
13.50 |
18.75 |
5.25 |
38.9% |
26.75 |
| ATR |
12.37 |
12.82 |
0.46 |
3.7% |
0.00 |
| Volume |
2,023 |
2,904 |
881 |
43.5% |
4,987 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,451.25 |
1,441.25 |
1,404.25 |
|
| R3 |
1,432.50 |
1,422.50 |
1,399.25 |
|
| R2 |
1,413.75 |
1,413.75 |
1,397.50 |
|
| R1 |
1,403.75 |
1,403.75 |
1,395.75 |
1,399.50 |
| PP |
1,395.00 |
1,395.00 |
1,395.00 |
1,392.75 |
| S1 |
1,385.00 |
1,385.00 |
1,392.25 |
1,380.50 |
| S2 |
1,376.25 |
1,376.25 |
1,390.50 |
|
| S3 |
1,357.50 |
1,366.25 |
1,388.75 |
|
| S4 |
1,338.75 |
1,347.50 |
1,383.75 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.25 |
1,455.00 |
1,402.75 |
|
| R3 |
1,441.50 |
1,428.25 |
1,395.25 |
|
| R2 |
1,414.75 |
1,414.75 |
1,393.00 |
|
| R1 |
1,401.50 |
1,401.50 |
1,390.50 |
1,394.75 |
| PP |
1,388.00 |
1,388.00 |
1,388.00 |
1,384.75 |
| S1 |
1,374.75 |
1,374.75 |
1,385.50 |
1,368.00 |
| S2 |
1,361.25 |
1,361.25 |
1,383.00 |
|
| S3 |
1,334.50 |
1,348.00 |
1,380.75 |
|
| S4 |
1,307.75 |
1,321.25 |
1,373.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,413.50 |
1,374.75 |
38.75 |
2.8% |
17.00 |
1.2% |
50% |
False |
False |
2,175 |
| 10 |
1,413.50 |
1,374.75 |
38.75 |
2.8% |
13.50 |
1.0% |
50% |
False |
False |
1,277 |
| 20 |
1,413.50 |
1,327.75 |
85.75 |
6.2% |
12.25 |
0.9% |
77% |
False |
False |
679 |
| 40 |
1,413.50 |
1,306.00 |
107.50 |
7.7% |
10.50 |
0.8% |
82% |
False |
False |
352 |
| 60 |
1,413.50 |
1,256.25 |
157.25 |
11.3% |
9.25 |
0.7% |
88% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.50 |
|
2.618 |
1,453.75 |
|
1.618 |
1,435.00 |
|
1.000 |
1,423.50 |
|
0.618 |
1,416.25 |
|
HIGH |
1,404.75 |
|
0.618 |
1,397.50 |
|
0.500 |
1,395.50 |
|
0.382 |
1,393.25 |
|
LOW |
1,386.00 |
|
0.618 |
1,374.50 |
|
1.000 |
1,367.25 |
|
1.618 |
1,355.75 |
|
2.618 |
1,337.00 |
|
4.250 |
1,306.25 |
|
|