| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
12,893 |
12,895 |
2 |
0.0% |
12,851 |
| High |
12,913 |
12,895 |
-18 |
-0.1% |
12,983 |
| Low |
12,842 |
12,798 |
-44 |
-0.3% |
12,795 |
| Close |
12,896 |
12,891 |
-5 |
0.0% |
12,896 |
| Range |
71 |
97 |
26 |
36.6% |
188 |
| ATR |
101 |
101 |
0 |
-0.2% |
0 |
| Volume |
225 |
508 |
283 |
125.8% |
634 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,152 |
13,119 |
12,944 |
|
| R3 |
13,055 |
13,022 |
12,918 |
|
| R2 |
12,958 |
12,958 |
12,909 |
|
| R1 |
12,925 |
12,925 |
12,900 |
12,893 |
| PP |
12,861 |
12,861 |
12,861 |
12,846 |
| S1 |
12,828 |
12,828 |
12,882 |
12,796 |
| S2 |
12,764 |
12,764 |
12,873 |
|
| S3 |
12,667 |
12,731 |
12,864 |
|
| S4 |
12,570 |
12,634 |
12,838 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,455 |
13,364 |
13,000 |
|
| R3 |
13,267 |
13,176 |
12,948 |
|
| R2 |
13,079 |
13,079 |
12,931 |
|
| R1 |
12,988 |
12,988 |
12,913 |
13,034 |
| PP |
12,891 |
12,891 |
12,891 |
12,914 |
| S1 |
12,800 |
12,800 |
12,879 |
12,846 |
| S2 |
12,703 |
12,703 |
12,862 |
|
| S3 |
12,515 |
12,612 |
12,844 |
|
| S4 |
12,327 |
12,424 |
12,793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,983 |
12,798 |
185 |
1.4% |
108 |
0.8% |
50% |
False |
True |
225 |
| 10 |
12,983 |
12,795 |
188 |
1.5% |
97 |
0.7% |
51% |
False |
False |
127 |
| 20 |
12,983 |
12,632 |
351 |
2.7% |
93 |
0.7% |
74% |
False |
False |
77 |
| 40 |
12,983 |
12,202 |
781 |
6.1% |
88 |
0.7% |
88% |
False |
False |
43 |
| 60 |
12,983 |
11,639 |
1,344 |
10.4% |
92 |
0.7% |
93% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,307 |
|
2.618 |
13,149 |
|
1.618 |
13,052 |
|
1.000 |
12,992 |
|
0.618 |
12,955 |
|
HIGH |
12,895 |
|
0.618 |
12,858 |
|
0.500 |
12,847 |
|
0.382 |
12,835 |
|
LOW |
12,798 |
|
0.618 |
12,738 |
|
1.000 |
12,701 |
|
1.618 |
12,641 |
|
2.618 |
12,544 |
|
4.250 |
12,386 |
|
|