| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,653.9 |
1,676.6 |
22.7 |
1.4% |
1,672.9 |
| High |
1,675.0 |
1,701.4 |
26.4 |
1.6% |
1,678.2 |
| Low |
1,652.0 |
1,667.8 |
15.8 |
1.0% |
1,638.0 |
| Close |
1,671.5 |
1,694.9 |
23.4 |
1.4% |
1,671.5 |
| Range |
23.0 |
33.6 |
10.6 |
46.1% |
40.2 |
| ATR |
27.2 |
27.6 |
0.5 |
1.7% |
0.0 |
| Volume |
2,073 |
1,446 |
-627 |
-30.2% |
8,408 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,788.8 |
1,775.5 |
1,713.4 |
|
| R3 |
1,755.2 |
1,741.9 |
1,704.1 |
|
| R2 |
1,721.6 |
1,721.6 |
1,701.1 |
|
| R1 |
1,708.3 |
1,708.3 |
1,698.0 |
1,715.0 |
| PP |
1,688.0 |
1,688.0 |
1,688.0 |
1,691.4 |
| S1 |
1,674.7 |
1,674.7 |
1,691.8 |
1,681.4 |
| S2 |
1,654.4 |
1,654.4 |
1,688.7 |
|
| S3 |
1,620.8 |
1,641.1 |
1,685.7 |
|
| S4 |
1,587.2 |
1,607.5 |
1,676.4 |
|
|
| 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 |
1,701.4 |
1,638.0 |
63.4 |
3.7% |
22.9 |
1.4% |
90% |
True |
False |
1,748 |
| 10 |
1,716.4 |
1,638.0 |
78.4 |
4.6% |
26.9 |
1.6% |
73% |
False |
False |
2,175 |
| 20 |
1,800.9 |
1,638.0 |
162.9 |
9.6% |
30.4 |
1.8% |
35% |
False |
False |
2,135 |
| 40 |
1,800.9 |
1,638.0 |
162.9 |
9.6% |
26.1 |
1.5% |
35% |
False |
False |
1,889 |
| 60 |
1,800.9 |
1,535.0 |
265.9 |
15.7% |
25.3 |
1.5% |
60% |
False |
False |
2,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,844.2 |
|
2.618 |
1,789.4 |
|
1.618 |
1,755.8 |
|
1.000 |
1,735.0 |
|
0.618 |
1,722.2 |
|
HIGH |
1,701.4 |
|
0.618 |
1,688.6 |
|
0.500 |
1,684.6 |
|
0.382 |
1,680.6 |
|
LOW |
1,667.8 |
|
0.618 |
1,647.0 |
|
1.000 |
1,634.2 |
|
1.618 |
1,613.4 |
|
2.618 |
1,579.8 |
|
4.250 |
1,525.0 |
|
|