| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,652.0 |
1,666.4 |
14.4 |
0.9% |
1,720.2 |
| High |
1,675.5 |
1,673.3 |
-2.2 |
-0.1% |
1,720.7 |
| Low |
1,646.5 |
1,650.0 |
3.5 |
0.2% |
1,644.7 |
| Close |
1,668.9 |
1,665.2 |
-3.7 |
-0.2% |
1,665.2 |
| Range |
29.0 |
23.3 |
-5.7 |
-19.7% |
76.0 |
| ATR |
30.8 |
30.3 |
-0.5 |
-1.7% |
0.0 |
| Volume |
3,292 |
2,391 |
-901 |
-27.4% |
13,252 |
|
| Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,732.7 |
1,722.3 |
1,678.0 |
|
| R3 |
1,709.4 |
1,699.0 |
1,671.6 |
|
| R2 |
1,686.1 |
1,686.1 |
1,669.5 |
|
| R1 |
1,675.7 |
1,675.7 |
1,667.3 |
1,669.3 |
| PP |
1,662.8 |
1,662.8 |
1,662.8 |
1,659.6 |
| S1 |
1,652.4 |
1,652.4 |
1,663.1 |
1,646.0 |
| S2 |
1,639.5 |
1,639.5 |
1,660.9 |
|
| S3 |
1,616.2 |
1,629.1 |
1,658.8 |
|
| S4 |
1,592.9 |
1,605.8 |
1,652.4 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,904.9 |
1,861.0 |
1,707.0 |
|
| R3 |
1,828.9 |
1,785.0 |
1,686.1 |
|
| R2 |
1,752.9 |
1,752.9 |
1,679.1 |
|
| R1 |
1,709.0 |
1,709.0 |
1,672.2 |
1,693.0 |
| PP |
1,676.9 |
1,676.9 |
1,676.9 |
1,668.8 |
| S1 |
1,633.0 |
1,633.0 |
1,658.2 |
1,617.0 |
| S2 |
1,600.9 |
1,600.9 |
1,651.3 |
|
| S3 |
1,524.9 |
1,557.0 |
1,644.3 |
|
| S4 |
1,448.9 |
1,481.0 |
1,623.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,720.7 |
1,644.7 |
76.0 |
4.6% |
31.0 |
1.9% |
27% |
False |
False |
2,650 |
| 10 |
1,726.7 |
1,644.7 |
82.0 |
4.9% |
28.7 |
1.7% |
25% |
False |
False |
2,560 |
| 20 |
1,800.9 |
1,644.7 |
156.2 |
9.4% |
29.9 |
1.8% |
13% |
False |
False |
2,160 |
| 40 |
1,800.9 |
1,644.7 |
156.2 |
9.4% |
27.0 |
1.6% |
13% |
False |
False |
1,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,772.3 |
|
2.618 |
1,734.3 |
|
1.618 |
1,711.0 |
|
1.000 |
1,696.6 |
|
0.618 |
1,687.7 |
|
HIGH |
1,673.3 |
|
0.618 |
1,664.4 |
|
0.500 |
1,661.7 |
|
0.382 |
1,658.9 |
|
LOW |
1,650.0 |
|
0.618 |
1,635.6 |
|
1.000 |
1,626.7 |
|
1.618 |
1,612.3 |
|
2.618 |
1,589.0 |
|
4.250 |
1,551.0 |
|
|