| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,771.53 |
2,801.10 |
29.57 |
1.1% |
2,798.13 |
| High |
2,803.45 |
2,807.00 |
3.55 |
0.1% |
2,812.29 |
| Low |
2,767.48 |
2,763.12 |
-4.36 |
-0.2% |
2,787.72 |
| Close |
2,792.30 |
2,787.27 |
-5.03 |
-0.2% |
2,799.41 |
| Range |
35.97 |
43.88 |
7.91 |
22.0% |
24.57 |
| ATR |
26.57 |
27.81 |
1.24 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.44 |
2,896.23 |
2,811.40 |
|
| R3 |
2,873.56 |
2,852.35 |
2,799.34 |
|
| R2 |
2,829.68 |
2,829.68 |
2,795.31 |
|
| R1 |
2,808.47 |
2,808.47 |
2,791.29 |
2,797.14 |
| PP |
2,785.80 |
2,785.80 |
2,785.80 |
2,780.13 |
| S1 |
2,764.59 |
2,764.59 |
2,783.25 |
2,753.26 |
| S2 |
2,741.92 |
2,741.92 |
2,779.23 |
|
| S3 |
2,698.04 |
2,720.71 |
2,775.20 |
|
| S4 |
2,654.16 |
2,676.83 |
2,763.14 |
|
|
| 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 |
2,763.12 |
49.17 |
1.8% |
25.75 |
0.9% |
49% |
False |
True |
|
| 10 |
2,812.73 |
2,763.12 |
49.61 |
1.8% |
22.48 |
0.8% |
49% |
False |
True |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
28.54 |
1.0% |
79% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
25.59 |
0.9% |
79% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.7% |
25.25 |
0.9% |
88% |
False |
False |
|
| 80 |
2,812.73 |
2,587.86 |
224.87 |
8.1% |
26.49 |
1.0% |
89% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
28.15 |
1.0% |
92% |
False |
False |
|
| 120 |
2,858.68 |
2,494.38 |
364.30 |
13.1% |
29.09 |
1.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,993.49 |
|
2.618 |
2,921.88 |
|
1.618 |
2,878.00 |
|
1.000 |
2,850.88 |
|
0.618 |
2,834.12 |
|
HIGH |
2,807.00 |
|
0.618 |
2,790.24 |
|
0.500 |
2,785.06 |
|
0.382 |
2,779.88 |
|
LOW |
2,763.12 |
|
0.618 |
2,736.00 |
|
1.000 |
2,719.24 |
|
1.618 |
2,692.12 |
|
2.618 |
2,648.24 |
|
4.250 |
2,576.63 |
|
|