| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,786.66 |
2,809.49 |
22.83 |
0.8% |
2,771.53 |
| High |
2,811.79 |
2,820.67 |
8.88 |
0.3% |
2,811.48 |
| Low |
2,783.86 |
2,804.53 |
20.67 |
0.7% |
2,763.12 |
| Close |
2,809.98 |
2,818.69 |
8.71 |
0.3% |
2,800.81 |
| Range |
27.93 |
16.14 |
-11.79 |
-42.2% |
48.36 |
| ATR |
28.15 |
27.29 |
-0.86 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.05 |
2,857.01 |
2,827.57 |
|
| R3 |
2,846.91 |
2,840.87 |
2,823.13 |
|
| R2 |
2,830.77 |
2,830.77 |
2,821.65 |
|
| R1 |
2,824.73 |
2,824.73 |
2,820.17 |
2,827.75 |
| PP |
2,814.63 |
2,814.63 |
2,814.63 |
2,816.14 |
| S1 |
2,808.59 |
2,808.59 |
2,817.21 |
2,811.61 |
| S2 |
2,798.49 |
2,798.49 |
2,815.73 |
|
| S3 |
2,782.35 |
2,792.45 |
2,814.25 |
|
| S4 |
2,766.21 |
2,776.31 |
2,809.81 |
|
|
| 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 |
2,820.67 |
2,778.78 |
41.89 |
1.5% |
22.58 |
0.8% |
95% |
True |
False |
|
| 10 |
2,820.67 |
2,763.12 |
57.55 |
2.0% |
24.71 |
0.9% |
97% |
True |
False |
|
| 20 |
2,820.67 |
2,715.01 |
105.66 |
3.7% |
23.12 |
0.8% |
98% |
True |
False |
|
| 40 |
2,820.67 |
2,689.83 |
130.84 |
4.6% |
25.58 |
0.9% |
98% |
True |
False |
|
| 60 |
2,820.67 |
2,689.83 |
130.84 |
4.6% |
23.95 |
0.8% |
98% |
True |
False |
|
| 80 |
2,820.67 |
2,598.57 |
222.10 |
7.9% |
26.12 |
0.9% |
99% |
True |
False |
|
| 100 |
2,820.67 |
2,494.38 |
326.29 |
11.6% |
27.55 |
1.0% |
99% |
True |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.5% |
28.26 |
1.0% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,889.27 |
|
2.618 |
2,862.92 |
|
1.618 |
2,846.78 |
|
1.000 |
2,836.81 |
|
0.618 |
2,830.64 |
|
HIGH |
2,820.67 |
|
0.618 |
2,814.50 |
|
0.500 |
2,812.60 |
|
0.382 |
2,810.70 |
|
LOW |
2,804.53 |
|
0.618 |
2,794.56 |
|
1.000 |
2,788.39 |
|
1.618 |
2,778.42 |
|
2.618 |
2,762.28 |
|
4.250 |
2,735.94 |
|
|