| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,801.41 |
2,806.41 |
5.00 |
0.2% |
2,738.21 |
| High |
2,807.70 |
2,812.29 |
4.59 |
0.2% |
2,812.73 |
| Low |
2,787.72 |
2,801.36 |
13.64 |
0.5% |
2,734.92 |
| Close |
2,798.68 |
2,807.30 |
8.62 |
0.3% |
2,804.11 |
| Range |
19.98 |
10.93 |
-9.05 |
-45.3% |
77.81 |
| ATR |
27.44 |
26.45 |
-0.99 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.77 |
2,834.47 |
2,813.31 |
|
| R3 |
2,828.84 |
2,823.54 |
2,810.31 |
|
| R2 |
2,817.91 |
2,817.91 |
2,809.30 |
|
| R1 |
2,812.61 |
2,812.61 |
2,808.30 |
2,815.26 |
| PP |
2,806.98 |
2,806.98 |
2,806.98 |
2,808.31 |
| S1 |
2,801.68 |
2,801.68 |
2,806.30 |
2,804.33 |
| S2 |
2,796.05 |
2,796.05 |
2,805.30 |
|
| S3 |
2,785.12 |
2,790.75 |
2,804.29 |
|
| S4 |
2,774.19 |
2,779.82 |
2,801.29 |
|
|
| 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% |
18.70 |
0.7% |
78% |
False |
False |
|
| 10 |
2,812.73 |
2,715.01 |
97.72 |
3.5% |
21.53 |
0.8% |
94% |
False |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
26.42 |
0.9% |
96% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
24.46 |
0.9% |
96% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
25.26 |
0.9% |
97% |
False |
False |
|
| 80 |
2,812.73 |
2,494.38 |
318.35 |
11.3% |
26.63 |
0.9% |
98% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.3% |
28.49 |
1.0% |
98% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.7% |
28.78 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.74 |
|
2.618 |
2,840.90 |
|
1.618 |
2,829.97 |
|
1.000 |
2,823.22 |
|
0.618 |
2,819.04 |
|
HIGH |
2,812.29 |
|
0.618 |
2,808.11 |
|
0.500 |
2,806.83 |
|
0.382 |
2,805.54 |
|
LOW |
2,801.36 |
|
0.618 |
2,794.61 |
|
1.000 |
2,790.43 |
|
1.618 |
2,783.68 |
|
2.618 |
2,772.75 |
|
4.250 |
2,754.91 |
|
|