| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,808.11 |
2,794.69 |
-13.42 |
-0.5% |
2,756.19 |
| High |
2,808.18 |
2,804.03 |
-4.15 |
-0.1% |
2,763.96 |
| Low |
2,788.68 |
2,790.04 |
1.36 |
0.0% |
2,689.83 |
| Close |
2,792.56 |
2,799.49 |
6.93 |
0.2% |
2,747.75 |
| Range |
19.50 |
13.99 |
-5.51 |
-28.3% |
74.13 |
| ATR |
30.78 |
29.58 |
-1.20 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.82 |
2,833.65 |
2,807.18 |
|
| R3 |
2,825.83 |
2,819.66 |
2,803.34 |
|
| R2 |
2,811.84 |
2,811.84 |
2,802.05 |
|
| R1 |
2,805.67 |
2,805.67 |
2,800.77 |
2,808.76 |
| PP |
2,797.85 |
2,797.85 |
2,797.85 |
2,799.40 |
| S1 |
2,791.68 |
2,791.68 |
2,798.21 |
2,794.77 |
| S2 |
2,783.86 |
2,783.86 |
2,796.93 |
|
| S3 |
2,769.87 |
2,777.69 |
2,795.64 |
|
| S4 |
2,755.88 |
2,763.70 |
2,791.80 |
|
|
| 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% |
24.37 |
0.9% |
91% |
False |
False |
|
| 10 |
2,808.18 |
2,689.83 |
118.35 |
4.2% |
30.54 |
1.1% |
93% |
False |
False |
|
| 20 |
2,808.18 |
2,689.83 |
118.35 |
4.2% |
26.58 |
0.9% |
93% |
False |
False |
|
| 40 |
2,808.18 |
2,689.83 |
118.35 |
4.2% |
24.40 |
0.9% |
93% |
False |
False |
|
| 60 |
2,808.18 |
2,598.57 |
209.61 |
7.5% |
26.31 |
0.9% |
96% |
False |
False |
|
| 80 |
2,808.18 |
2,494.38 |
313.80 |
11.2% |
27.61 |
1.0% |
97% |
False |
False |
|
| 100 |
2,808.18 |
2,494.38 |
313.80 |
11.2% |
29.00 |
1.0% |
97% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.7% |
29.01 |
1.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.49 |
|
2.618 |
2,840.66 |
|
1.618 |
2,826.67 |
|
1.000 |
2,818.02 |
|
0.618 |
2,812.68 |
|
HIGH |
2,804.03 |
|
0.618 |
2,798.69 |
|
0.500 |
2,797.04 |
|
0.382 |
2,795.38 |
|
LOW |
2,790.04 |
|
0.618 |
2,781.39 |
|
1.000 |
2,776.05 |
|
1.618 |
2,767.40 |
|
2.618 |
2,753.41 |
|
4.250 |
2,730.58 |
|
|