| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,806.41 |
2,810.04 |
3.63 |
0.1% |
2,798.13 |
| High |
2,812.29 |
2,810.24 |
-2.05 |
-0.1% |
2,812.29 |
| Low |
2,801.36 |
2,792.23 |
-9.13 |
-0.3% |
2,787.72 |
| Close |
2,807.30 |
2,799.41 |
-7.89 |
-0.3% |
2,799.41 |
| Range |
10.93 |
18.01 |
7.08 |
64.8% |
24.57 |
| ATR |
26.45 |
25.85 |
-0.60 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.66 |
2,845.04 |
2,809.32 |
|
| R3 |
2,836.65 |
2,827.03 |
2,804.36 |
|
| R2 |
2,818.64 |
2,818.64 |
2,802.71 |
|
| R1 |
2,809.02 |
2,809.02 |
2,801.06 |
2,804.83 |
| PP |
2,800.63 |
2,800.63 |
2,800.63 |
2,798.53 |
| S1 |
2,791.01 |
2,791.01 |
2,797.76 |
2,786.82 |
| S2 |
2,782.62 |
2,782.62 |
2,796.11 |
|
| S3 |
2,764.61 |
2,773.00 |
2,794.46 |
|
| S4 |
2,746.60 |
2,754.99 |
2,789.50 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.52 |
2,861.03 |
2,812.92 |
|
| R3 |
2,848.95 |
2,836.46 |
2,806.17 |
|
| R2 |
2,824.38 |
2,824.38 |
2,803.91 |
|
| R1 |
2,811.89 |
2,811.89 |
2,801.66 |
2,818.14 |
| PP |
2,799.81 |
2,799.81 |
2,799.81 |
2,802.93 |
| S1 |
2,787.32 |
2,787.32 |
2,797.16 |
2,793.57 |
| S2 |
2,775.24 |
2,775.24 |
2,794.91 |
|
| S3 |
2,750.67 |
2,762.75 |
2,792.65 |
|
| S4 |
2,726.10 |
2,738.18 |
2,785.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,812.29 |
2,787.72 |
24.57 |
0.9% |
18.18 |
0.6% |
48% |
False |
False |
|
| 10 |
2,812.73 |
2,734.92 |
77.81 |
2.8% |
19.71 |
0.7% |
83% |
False |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
26.48 |
0.9% |
89% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
24.39 |
0.9% |
89% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.7% |
24.93 |
0.9% |
94% |
False |
False |
|
| 80 |
2,812.73 |
2,562.52 |
250.21 |
8.9% |
26.27 |
0.9% |
95% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
28.42 |
1.0% |
96% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.7% |
28.76 |
1.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.78 |
|
2.618 |
2,857.39 |
|
1.618 |
2,839.38 |
|
1.000 |
2,828.25 |
|
0.618 |
2,821.37 |
|
HIGH |
2,810.24 |
|
0.618 |
2,803.36 |
|
0.500 |
2,801.24 |
|
0.382 |
2,799.11 |
|
LOW |
2,792.23 |
|
0.618 |
2,781.10 |
|
1.000 |
2,774.22 |
|
1.618 |
2,763.09 |
|
2.618 |
2,745.08 |
|
4.250 |
2,715.69 |
|
|