| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,659.0 |
1,653.9 |
-5.1 |
-0.3% |
1,672.9 |
| High |
1,660.8 |
1,675.0 |
14.2 |
0.9% |
1,678.2 |
| Low |
1,638.0 |
1,652.0 |
14.0 |
0.9% |
1,638.0 |
| Close |
1,651.4 |
1,671.5 |
20.1 |
1.2% |
1,671.5 |
| Range |
22.8 |
23.0 |
0.2 |
0.9% |
40.2 |
| ATR |
27.5 |
27.2 |
-0.3 |
-1.0% |
0.0 |
| Volume |
2,171 |
2,073 |
-98 |
-4.5% |
8,408 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,735.2 |
1,726.3 |
1,684.2 |
|
| R3 |
1,712.2 |
1,703.3 |
1,677.8 |
|
| R2 |
1,689.2 |
1,689.2 |
1,675.7 |
|
| R1 |
1,680.3 |
1,680.3 |
1,673.6 |
1,684.8 |
| PP |
1,666.2 |
1,666.2 |
1,666.2 |
1,668.4 |
| S1 |
1,657.3 |
1,657.3 |
1,669.4 |
1,661.8 |
| S2 |
1,643.2 |
1,643.2 |
1,667.3 |
|
| S3 |
1,620.2 |
1,634.3 |
1,665.2 |
|
| S4 |
1,597.2 |
1,611.3 |
1,658.9 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,783.2 |
1,767.5 |
1,693.6 |
|
| R3 |
1,743.0 |
1,727.3 |
1,682.6 |
|
| R2 |
1,702.8 |
1,702.8 |
1,678.9 |
|
| R1 |
1,687.1 |
1,687.1 |
1,675.2 |
1,674.9 |
| PP |
1,662.6 |
1,662.6 |
1,662.6 |
1,656.4 |
| S1 |
1,646.9 |
1,646.9 |
1,667.8 |
1,634.7 |
| S2 |
1,622.4 |
1,622.4 |
1,664.1 |
|
| S3 |
1,582.2 |
1,606.7 |
1,660.4 |
|
| S4 |
1,542.0 |
1,566.5 |
1,649.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,678.2 |
1,638.0 |
40.2 |
2.4% |
19.4 |
1.2% |
83% |
False |
False |
1,681 |
| 10 |
1,720.7 |
1,638.0 |
82.7 |
4.9% |
25.2 |
1.5% |
41% |
False |
False |
2,166 |
| 20 |
1,800.9 |
1,638.0 |
162.9 |
9.7% |
29.4 |
1.8% |
21% |
False |
False |
2,117 |
| 40 |
1,800.9 |
1,638.0 |
162.9 |
9.7% |
25.8 |
1.5% |
21% |
False |
False |
1,944 |
| 60 |
1,800.9 |
1,535.0 |
265.9 |
15.9% |
25.4 |
1.5% |
51% |
False |
False |
2,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,772.8 |
|
2.618 |
1,735.2 |
|
1.618 |
1,712.2 |
|
1.000 |
1,698.0 |
|
0.618 |
1,689.2 |
|
HIGH |
1,675.0 |
|
0.618 |
1,666.2 |
|
0.500 |
1,663.5 |
|
0.382 |
1,660.8 |
|
LOW |
1,652.0 |
|
0.618 |
1,637.8 |
|
1.000 |
1,629.0 |
|
1.618 |
1,614.8 |
|
2.618 |
1,591.8 |
|
4.250 |
1,554.3 |
|
|