| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,742.38 |
2,725.38 |
-17.00 |
-0.6% |
2,756.19 |
| High |
2,761.28 |
2,751.22 |
-10.06 |
-0.4% |
2,763.96 |
| Low |
2,738.22 |
2,715.01 |
-23.21 |
-0.8% |
2,689.83 |
| Close |
2,738.58 |
2,747.75 |
9.17 |
0.3% |
2,747.75 |
| Range |
23.06 |
36.21 |
13.15 |
57.0% |
74.13 |
| ATR |
30.76 |
31.15 |
0.39 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,846.62 |
2,833.40 |
2,767.67 |
|
| R3 |
2,810.41 |
2,797.19 |
2,757.71 |
|
| R2 |
2,774.20 |
2,774.20 |
2,754.39 |
|
| R1 |
2,760.98 |
2,760.98 |
2,751.07 |
2,767.59 |
| PP |
2,737.99 |
2,737.99 |
2,737.99 |
2,741.30 |
| S1 |
2,724.77 |
2,724.77 |
2,744.43 |
2,731.38 |
| S2 |
2,701.78 |
2,701.78 |
2,741.11 |
|
| S3 |
2,665.57 |
2,688.56 |
2,737.79 |
|
| S4 |
2,629.36 |
2,652.35 |
2,727.83 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,956.24 |
2,926.12 |
2,788.52 |
|
| R3 |
2,882.11 |
2,851.99 |
2,768.14 |
|
| R2 |
2,807.98 |
2,807.98 |
2,761.34 |
|
| R1 |
2,777.86 |
2,777.86 |
2,754.55 |
2,755.86 |
| PP |
2,733.85 |
2,733.85 |
2,733.85 |
2,722.84 |
| S1 |
2,703.73 |
2,703.73 |
2,740.95 |
2,681.73 |
| S2 |
2,659.72 |
2,659.72 |
2,734.16 |
|
| S3 |
2,585.59 |
2,629.60 |
2,727.36 |
|
| S4 |
2,511.46 |
2,555.47 |
2,706.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,763.96 |
2,689.83 |
74.13 |
2.7% |
39.58 |
1.4% |
78% |
False |
False |
|
| 10 |
2,782.86 |
2,689.83 |
93.03 |
3.4% |
33.25 |
1.2% |
62% |
False |
False |
|
| 20 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
28.80 |
1.0% |
62% |
False |
False |
|
| 40 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
24.52 |
0.9% |
62% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
27.24 |
1.0% |
81% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.5% |
28.52 |
1.0% |
88% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
12.8% |
29.40 |
1.1% |
72% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
14.0% |
29.24 |
1.1% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.11 |
|
2.618 |
2,846.02 |
|
1.618 |
2,809.81 |
|
1.000 |
2,787.43 |
|
0.618 |
2,773.60 |
|
HIGH |
2,751.22 |
|
0.618 |
2,737.39 |
|
0.500 |
2,733.12 |
|
0.382 |
2,728.84 |
|
LOW |
2,715.01 |
|
0.618 |
2,692.63 |
|
1.000 |
2,678.80 |
|
1.618 |
2,656.42 |
|
2.618 |
2,620.21 |
|
4.250 |
2,561.12 |
|
|