| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,801.10 |
2,808.93 |
7.83 |
0.3% |
2,798.13 |
| High |
2,807.00 |
2,811.48 |
4.48 |
0.2% |
2,812.29 |
| Low |
2,763.12 |
2,794.23 |
31.11 |
1.1% |
2,787.72 |
| Close |
2,787.27 |
2,805.91 |
18.64 |
0.7% |
2,799.41 |
| Range |
43.88 |
17.25 |
-26.63 |
-60.7% |
24.57 |
| ATR |
27.81 |
27.55 |
-0.26 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.62 |
2,848.02 |
2,815.40 |
|
| R3 |
2,838.37 |
2,830.77 |
2,810.65 |
|
| R2 |
2,821.12 |
2,821.12 |
2,809.07 |
|
| R1 |
2,813.52 |
2,813.52 |
2,807.49 |
2,808.70 |
| PP |
2,803.87 |
2,803.87 |
2,803.87 |
2,801.46 |
| S1 |
2,796.27 |
2,796.27 |
2,804.33 |
2,791.45 |
| S2 |
2,786.62 |
2,786.62 |
2,802.75 |
|
| S3 |
2,769.37 |
2,779.02 |
2,801.17 |
|
| S4 |
2,752.12 |
2,761.77 |
2,796.42 |
|
|
| 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% |
25.21 |
0.9% |
87% |
False |
False |
|
| 10 |
2,812.73 |
2,763.12 |
49.61 |
1.8% |
22.26 |
0.8% |
86% |
False |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
27.24 |
1.0% |
94% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
25.50 |
0.9% |
94% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
25.22 |
0.9% |
97% |
False |
False |
|
| 80 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
26.50 |
0.9% |
97% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.3% |
28.05 |
1.0% |
98% |
False |
False |
|
| 120 |
2,858.68 |
2,494.38 |
364.30 |
13.0% |
29.09 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.79 |
|
2.618 |
2,856.64 |
|
1.618 |
2,839.39 |
|
1.000 |
2,828.73 |
|
0.618 |
2,822.14 |
|
HIGH |
2,811.48 |
|
0.618 |
2,804.89 |
|
0.500 |
2,802.86 |
|
0.382 |
2,800.82 |
|
LOW |
2,794.23 |
|
0.618 |
2,783.57 |
|
1.000 |
2,776.98 |
|
1.618 |
2,766.32 |
|
2.618 |
2,749.07 |
|
4.250 |
2,720.92 |
|
|