| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,798.13 |
2,803.47 |
5.34 |
0.2% |
2,738.21 |
| High |
2,812.05 |
2,809.53 |
-2.52 |
-0.1% |
2,812.73 |
| Low |
2,791.39 |
2,788.22 |
-3.17 |
-0.1% |
2,734.92 |
| Close |
2,811.86 |
2,800.81 |
-11.05 |
-0.4% |
2,804.11 |
| Range |
20.66 |
21.31 |
0.65 |
3.1% |
77.81 |
| ATR |
28.35 |
28.01 |
-0.34 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.45 |
2,853.44 |
2,812.53 |
|
| R3 |
2,842.14 |
2,832.13 |
2,806.67 |
|
| R2 |
2,820.83 |
2,820.83 |
2,804.72 |
|
| R1 |
2,810.82 |
2,810.82 |
2,802.76 |
2,805.17 |
| PP |
2,799.52 |
2,799.52 |
2,799.52 |
2,796.70 |
| S1 |
2,789.51 |
2,789.51 |
2,798.86 |
2,783.86 |
| S2 |
2,778.21 |
2,778.21 |
2,796.90 |
|
| S3 |
2,756.90 |
2,768.20 |
2,794.95 |
|
| S4 |
2,735.59 |
2,746.89 |
2,789.09 |
|
|
| 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 |
2,788.22 |
24.51 |
0.9% |
19.21 |
0.7% |
51% |
False |
True |
|
| 10 |
2,812.73 |
2,710.19 |
102.54 |
3.7% |
25.49 |
0.9% |
88% |
False |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
26.54 |
0.9% |
90% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
24.56 |
0.9% |
90% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
25.90 |
0.9% |
94% |
False |
False |
|
| 80 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
27.20 |
1.0% |
96% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
28.85 |
1.0% |
96% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.7% |
28.71 |
1.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.10 |
|
2.618 |
2,865.32 |
|
1.618 |
2,844.01 |
|
1.000 |
2,830.84 |
|
0.618 |
2,822.70 |
|
HIGH |
2,809.53 |
|
0.618 |
2,801.39 |
|
0.500 |
2,798.88 |
|
0.382 |
2,796.36 |
|
LOW |
2,788.22 |
|
0.618 |
2,775.05 |
|
1.000 |
2,766.91 |
|
1.618 |
2,753.74 |
|
2.618 |
2,732.43 |
|
4.250 |
2,697.65 |
|
|