| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,725.38 |
2,738.21 |
12.83 |
0.5% |
2,756.19 |
| High |
2,751.22 |
2,759.84 |
8.62 |
0.3% |
2,763.96 |
| Low |
2,715.01 |
2,734.92 |
19.91 |
0.7% |
2,689.83 |
| Close |
2,747.75 |
2,759.53 |
11.78 |
0.4% |
2,747.75 |
| Range |
36.21 |
24.92 |
-11.29 |
-31.2% |
74.13 |
| ATR |
31.15 |
30.71 |
-0.45 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.19 |
2,817.78 |
2,773.24 |
|
| R3 |
2,801.27 |
2,792.86 |
2,766.38 |
|
| R2 |
2,776.35 |
2,776.35 |
2,764.10 |
|
| R1 |
2,767.94 |
2,767.94 |
2,761.81 |
2,772.15 |
| PP |
2,751.43 |
2,751.43 |
2,751.43 |
2,753.53 |
| S1 |
2,743.02 |
2,743.02 |
2,757.25 |
2,747.23 |
| S2 |
2,726.51 |
2,726.51 |
2,754.96 |
|
| S3 |
2,701.59 |
2,718.10 |
2,752.68 |
|
| S4 |
2,676.67 |
2,693.18 |
2,745.82 |
|
|
| 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 |
2,761.28 |
2,689.83 |
71.45 |
2.6% |
31.97 |
1.2% |
98% |
False |
False |
|
| 10 |
2,782.86 |
2,689.83 |
93.03 |
3.4% |
33.48 |
1.2% |
75% |
False |
False |
|
| 20 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
28.65 |
1.0% |
75% |
False |
False |
|
| 40 |
2,783.19 |
2,689.83 |
93.36 |
3.4% |
24.46 |
0.9% |
75% |
False |
False |
|
| 60 |
2,783.19 |
2,598.57 |
184.62 |
6.7% |
27.27 |
1.0% |
87% |
False |
False |
|
| 80 |
2,783.19 |
2,494.38 |
288.81 |
10.5% |
28.49 |
1.0% |
92% |
False |
False |
|
| 100 |
2,845.97 |
2,494.38 |
351.59 |
12.7% |
29.44 |
1.1% |
75% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.9% |
29.07 |
1.1% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,865.75 |
|
2.618 |
2,825.08 |
|
1.618 |
2,800.16 |
|
1.000 |
2,784.76 |
|
0.618 |
2,775.24 |
|
HIGH |
2,759.84 |
|
0.618 |
2,750.32 |
|
0.500 |
2,747.38 |
|
0.382 |
2,744.44 |
|
LOW |
2,734.92 |
|
0.618 |
2,719.52 |
|
1.000 |
2,710.00 |
|
1.618 |
2,694.60 |
|
2.618 |
2,669.68 |
|
4.250 |
2,629.01 |
|
|