| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
1,697.3 |
1,689.5 |
-7.8 |
-0.5% |
1,672.9 |
| High |
1,704.5 |
1,690.2 |
-14.3 |
-0.8% |
1,678.2 |
| Low |
1,688.7 |
1,665.4 |
-23.3 |
-1.4% |
1,638.0 |
| Close |
1,694.3 |
1,667.0 |
-27.3 |
-1.6% |
1,671.5 |
| Range |
15.8 |
24.8 |
9.0 |
57.0% |
40.2 |
| ATR |
26.8 |
27.0 |
0.1 |
0.6% |
0.0 |
| Volume |
2,912 |
2,413 |
-499 |
-17.1% |
8,408 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,748.6 |
1,732.6 |
1,680.6 |
|
| R3 |
1,723.8 |
1,707.8 |
1,673.8 |
|
| R2 |
1,699.0 |
1,699.0 |
1,671.5 |
|
| R1 |
1,683.0 |
1,683.0 |
1,669.3 |
1,678.6 |
| PP |
1,674.2 |
1,674.2 |
1,674.2 |
1,672.0 |
| S1 |
1,658.2 |
1,658.2 |
1,664.7 |
1,653.8 |
| S2 |
1,649.4 |
1,649.4 |
1,662.5 |
|
| S3 |
1,624.6 |
1,633.4 |
1,660.2 |
|
| S4 |
1,599.8 |
1,608.6 |
1,653.4 |
|
|
| 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 |
1,704.5 |
1,638.0 |
66.5 |
4.0% |
24.0 |
1.4% |
44% |
False |
False |
2,203 |
| 10 |
1,704.5 |
1,638.0 |
66.5 |
4.0% |
22.3 |
1.3% |
44% |
False |
False |
2,086 |
| 20 |
1,735.5 |
1,638.0 |
97.5 |
5.8% |
25.2 |
1.5% |
30% |
False |
False |
2,284 |
| 40 |
1,800.9 |
1,638.0 |
162.9 |
9.8% |
26.2 |
1.6% |
18% |
False |
False |
2,001 |
| 60 |
1,800.9 |
1,581.3 |
219.6 |
13.2% |
25.1 |
1.5% |
39% |
False |
False |
2,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,795.6 |
|
2.618 |
1,755.1 |
|
1.618 |
1,730.3 |
|
1.000 |
1,715.0 |
|
0.618 |
1,705.5 |
|
HIGH |
1,690.2 |
|
0.618 |
1,680.7 |
|
0.500 |
1,677.8 |
|
0.382 |
1,674.9 |
|
LOW |
1,665.4 |
|
0.618 |
1,650.1 |
|
1.000 |
1,640.6 |
|
1.618 |
1,625.3 |
|
2.618 |
1,600.5 |
|
4.250 |
1,560.0 |
|
|