| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,776.28 |
2,808.11 |
31.83 |
1.1% |
2,756.19 |
| High |
2,803.35 |
2,808.18 |
4.83 |
0.2% |
2,763.96 |
| Low |
2,776.12 |
2,788.68 |
12.56 |
0.5% |
2,689.83 |
| Close |
2,799.25 |
2,792.56 |
-6.69 |
-0.2% |
2,747.75 |
| Range |
27.23 |
19.50 |
-7.73 |
-28.4% |
74.13 |
| ATR |
31.64 |
30.78 |
-0.87 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.97 |
2,843.27 |
2,803.29 |
|
| R3 |
2,835.47 |
2,823.77 |
2,797.92 |
|
| R2 |
2,815.97 |
2,815.97 |
2,796.14 |
|
| R1 |
2,804.27 |
2,804.27 |
2,794.35 |
2,800.37 |
| PP |
2,796.47 |
2,796.47 |
2,796.47 |
2,794.53 |
| S1 |
2,784.77 |
2,784.77 |
2,790.77 |
2,780.87 |
| S2 |
2,776.97 |
2,776.97 |
2,788.99 |
|
| S3 |
2,757.47 |
2,765.27 |
2,787.20 |
|
| S4 |
2,737.97 |
2,745.77 |
2,781.84 |
|
|
| 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 |
2,808.18 |
2,715.01 |
93.17 |
3.3% |
26.18 |
0.9% |
83% |
True |
False |
|
| 10 |
2,808.18 |
2,689.83 |
118.35 |
4.2% |
32.23 |
1.2% |
87% |
True |
False |
|
| 20 |
2,808.18 |
2,689.83 |
118.35 |
4.2% |
26.87 |
1.0% |
87% |
True |
False |
|
| 40 |
2,808.18 |
2,689.83 |
118.35 |
4.2% |
24.71 |
0.9% |
87% |
True |
False |
|
| 60 |
2,808.18 |
2,598.57 |
209.61 |
7.5% |
26.75 |
1.0% |
93% |
True |
False |
|
| 80 |
2,808.18 |
2,494.38 |
313.80 |
11.2% |
28.11 |
1.0% |
95% |
True |
False |
|
| 100 |
2,808.18 |
2,494.38 |
313.80 |
11.2% |
29.31 |
1.0% |
95% |
True |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
29.06 |
1.0% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.06 |
|
2.618 |
2,859.23 |
|
1.618 |
2,839.73 |
|
1.000 |
2,827.68 |
|
0.618 |
2,820.23 |
|
HIGH |
2,808.18 |
|
0.618 |
2,800.73 |
|
0.500 |
2,798.43 |
|
0.382 |
2,796.13 |
|
LOW |
2,788.68 |
|
0.618 |
2,776.63 |
|
1.000 |
2,769.18 |
|
1.618 |
2,757.13 |
|
2.618 |
2,737.63 |
|
4.250 |
2,705.81 |
|
|