| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,794.69 |
2,809.33 |
14.64 |
0.5% |
2,738.21 |
| High |
2,804.03 |
2,812.73 |
8.70 |
0.3% |
2,812.73 |
| Low |
2,790.04 |
2,792.13 |
2.09 |
0.1% |
2,734.92 |
| Close |
2,799.49 |
2,804.11 |
4.62 |
0.2% |
2,804.11 |
| Range |
13.99 |
20.60 |
6.61 |
47.2% |
77.81 |
| ATR |
29.58 |
28.94 |
-0.64 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,864.79 |
2,855.05 |
2,815.44 |
|
| R3 |
2,844.19 |
2,834.45 |
2,809.78 |
|
| R2 |
2,823.59 |
2,823.59 |
2,807.89 |
|
| R1 |
2,813.85 |
2,813.85 |
2,806.00 |
2,808.42 |
| PP |
2,802.99 |
2,802.99 |
2,802.99 |
2,800.28 |
| S1 |
2,793.25 |
2,793.25 |
2,802.22 |
2,787.82 |
| S2 |
2,782.39 |
2,782.39 |
2,800.33 |
|
| S3 |
2,761.79 |
2,772.65 |
2,798.45 |
|
| S4 |
2,741.19 |
2,752.05 |
2,792.78 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.35 |
2,988.54 |
2,846.91 |
|
| R3 |
2,939.54 |
2,910.73 |
2,825.51 |
|
| R2 |
2,861.73 |
2,861.73 |
2,818.38 |
|
| R1 |
2,832.92 |
2,832.92 |
2,811.24 |
2,847.33 |
| PP |
2,783.92 |
2,783.92 |
2,783.92 |
2,791.12 |
| S1 |
2,755.11 |
2,755.11 |
2,796.98 |
2,769.52 |
| S2 |
2,706.11 |
2,706.11 |
2,789.84 |
|
| S3 |
2,628.30 |
2,677.30 |
2,782.71 |
|
| S4 |
2,550.49 |
2,599.49 |
2,761.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,812.73 |
2,734.92 |
77.81 |
2.8% |
21.25 |
0.8% |
89% |
True |
False |
|
| 10 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
30.42 |
1.1% |
93% |
True |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
25.97 |
0.9% |
93% |
True |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
24.53 |
0.9% |
93% |
True |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
26.17 |
0.9% |
96% |
True |
False |
|
| 80 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
27.39 |
1.0% |
97% |
True |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
28.96 |
1.0% |
97% |
True |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.7% |
28.99 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.28 |
|
2.618 |
2,866.66 |
|
1.618 |
2,846.06 |
|
1.000 |
2,833.33 |
|
0.618 |
2,825.46 |
|
HIGH |
2,812.73 |
|
0.618 |
2,804.86 |
|
0.500 |
2,802.43 |
|
0.382 |
2,800.00 |
|
LOW |
2,792.13 |
|
0.618 |
2,779.40 |
|
1.000 |
2,771.53 |
|
1.618 |
2,758.80 |
|
2.618 |
2,738.20 |
|
4.250 |
2,704.58 |
|
|