| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,787.27 |
2,810.75 |
23.48 |
0.8% |
2,771.53 |
| High |
2,803.96 |
2,816.55 |
12.59 |
0.4% |
2,811.48 |
| Low |
2,783.69 |
2,778.78 |
-4.91 |
-0.2% |
2,763.12 |
| Close |
2,800.81 |
2,789.45 |
-11.36 |
-0.4% |
2,800.81 |
| Range |
20.27 |
37.77 |
17.50 |
86.3% |
48.36 |
| ATR |
28.29 |
28.97 |
0.68 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.24 |
2,886.61 |
2,810.22 |
|
| R3 |
2,870.47 |
2,848.84 |
2,799.84 |
|
| R2 |
2,832.70 |
2,832.70 |
2,796.37 |
|
| R1 |
2,811.07 |
2,811.07 |
2,792.91 |
2,803.00 |
| PP |
2,794.93 |
2,794.93 |
2,794.93 |
2,790.89 |
| S1 |
2,773.30 |
2,773.30 |
2,785.99 |
2,765.23 |
| S2 |
2,757.16 |
2,757.16 |
2,782.53 |
|
| S3 |
2,719.39 |
2,735.53 |
2,779.06 |
|
| S4 |
2,681.62 |
2,697.76 |
2,768.68 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.88 |
2,917.21 |
2,827.41 |
|
| R3 |
2,888.52 |
2,868.85 |
2,814.11 |
|
| R2 |
2,840.16 |
2,840.16 |
2,809.68 |
|
| R1 |
2,820.49 |
2,820.49 |
2,805.24 |
2,830.33 |
| PP |
2,791.80 |
2,791.80 |
2,791.80 |
2,796.72 |
| S1 |
2,772.13 |
2,772.13 |
2,796.38 |
2,781.97 |
| S2 |
2,743.44 |
2,743.44 |
2,791.94 |
|
| S3 |
2,695.08 |
2,723.77 |
2,787.51 |
|
| S4 |
2,646.72 |
2,675.41 |
2,774.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,816.55 |
2,763.12 |
53.43 |
1.9% |
27.65 |
1.0% |
49% |
True |
False |
|
| 10 |
2,816.55 |
2,763.12 |
53.43 |
1.9% |
24.44 |
0.9% |
49% |
True |
False |
|
| 20 |
2,816.55 |
2,689.83 |
126.72 |
4.5% |
25.31 |
0.9% |
79% |
True |
False |
|
| 40 |
2,816.55 |
2,689.83 |
126.72 |
4.5% |
25.94 |
0.9% |
79% |
True |
False |
|
| 60 |
2,816.55 |
2,598.57 |
217.98 |
7.8% |
25.29 |
0.9% |
88% |
True |
False |
|
| 80 |
2,816.55 |
2,598.57 |
217.98 |
7.8% |
26.54 |
1.0% |
88% |
True |
False |
|
| 100 |
2,816.55 |
2,494.38 |
322.17 |
11.5% |
27.87 |
1.0% |
92% |
True |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.6% |
28.65 |
1.0% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,977.07 |
|
2.618 |
2,915.43 |
|
1.618 |
2,877.66 |
|
1.000 |
2,854.32 |
|
0.618 |
2,839.89 |
|
HIGH |
2,816.55 |
|
0.618 |
2,802.12 |
|
0.500 |
2,797.67 |
|
0.382 |
2,793.21 |
|
LOW |
2,778.78 |
|
0.618 |
2,755.44 |
|
1.000 |
2,741.01 |
|
1.618 |
2,717.67 |
|
2.618 |
2,679.90 |
|
4.250 |
2,618.26 |
|
|