| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,803.47 |
2,801.41 |
-2.06 |
-0.1% |
2,738.21 |
| High |
2,809.53 |
2,807.70 |
-1.83 |
-0.1% |
2,812.73 |
| Low |
2,788.22 |
2,787.72 |
-0.50 |
0.0% |
2,734.92 |
| Close |
2,800.81 |
2,798.68 |
-2.13 |
-0.1% |
2,804.11 |
| Range |
21.31 |
19.98 |
-1.33 |
-6.2% |
77.81 |
| ATR |
28.01 |
27.44 |
-0.57 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.97 |
2,848.31 |
2,809.67 |
|
| R3 |
2,837.99 |
2,828.33 |
2,804.17 |
|
| R2 |
2,818.01 |
2,818.01 |
2,802.34 |
|
| R1 |
2,808.35 |
2,808.35 |
2,800.51 |
2,803.19 |
| PP |
2,798.03 |
2,798.03 |
2,798.03 |
2,795.46 |
| S1 |
2,788.37 |
2,788.37 |
2,796.85 |
2,783.21 |
| S2 |
2,778.05 |
2,778.05 |
2,795.02 |
|
| S3 |
2,758.07 |
2,768.39 |
2,793.19 |
|
| S4 |
2,738.09 |
2,748.41 |
2,787.69 |
|
|
| 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 |
2,787.72 |
25.01 |
0.9% |
19.31 |
0.7% |
44% |
False |
True |
|
| 10 |
2,812.73 |
2,715.01 |
97.72 |
3.5% |
22.75 |
0.8% |
86% |
False |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
26.78 |
1.0% |
89% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
24.58 |
0.9% |
89% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.7% |
25.47 |
0.9% |
93% |
False |
False |
|
| 80 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
26.84 |
1.0% |
96% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
28.76 |
1.0% |
96% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.7% |
28.78 |
1.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.62 |
|
2.618 |
2,860.01 |
|
1.618 |
2,840.03 |
|
1.000 |
2,827.68 |
|
0.618 |
2,820.05 |
|
HIGH |
2,807.70 |
|
0.618 |
2,800.07 |
|
0.500 |
2,797.71 |
|
0.382 |
2,795.35 |
|
LOW |
2,787.72 |
|
0.618 |
2,775.37 |
|
1.000 |
2,767.74 |
|
1.618 |
2,755.39 |
|
2.618 |
2,735.41 |
|
4.250 |
2,702.81 |
|
|