| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,809.49 |
2,819.78 |
10.29 |
0.4% |
2,810.75 |
| High |
2,820.67 |
2,821.48 |
0.81 |
0.0% |
2,820.67 |
| Low |
2,804.53 |
2,789.76 |
-14.77 |
-0.5% |
2,778.78 |
| Close |
2,818.69 |
2,797.07 |
-21.62 |
-0.8% |
2,818.69 |
| Range |
16.14 |
31.72 |
15.58 |
96.5% |
41.89 |
| ATR |
27.29 |
27.61 |
0.32 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.93 |
2,879.22 |
2,814.52 |
|
| R3 |
2,866.21 |
2,847.50 |
2,805.79 |
|
| R2 |
2,834.49 |
2,834.49 |
2,802.89 |
|
| R1 |
2,815.78 |
2,815.78 |
2,799.98 |
2,809.28 |
| PP |
2,802.77 |
2,802.77 |
2,802.77 |
2,799.52 |
| S1 |
2,784.06 |
2,784.06 |
2,794.16 |
2,777.56 |
| S2 |
2,771.05 |
2,771.05 |
2,791.25 |
|
| S3 |
2,739.33 |
2,752.34 |
2,788.35 |
|
| S4 |
2,707.61 |
2,720.62 |
2,779.62 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.72 |
2,917.09 |
2,841.73 |
|
| R3 |
2,889.83 |
2,875.20 |
2,830.21 |
|
| R2 |
2,847.94 |
2,847.94 |
2,826.37 |
|
| R1 |
2,833.31 |
2,833.31 |
2,822.53 |
2,840.63 |
| PP |
2,806.05 |
2,806.05 |
2,806.05 |
2,809.70 |
| S1 |
2,791.42 |
2,791.42 |
2,814.85 |
2,798.74 |
| S2 |
2,764.16 |
2,764.16 |
2,811.01 |
|
| S3 |
2,722.27 |
2,749.53 |
2,807.17 |
|
| S4 |
2,680.38 |
2,707.64 |
2,795.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,821.48 |
2,778.78 |
42.70 |
1.5% |
24.87 |
0.9% |
43% |
True |
False |
|
| 10 |
2,821.48 |
2,763.12 |
58.36 |
2.1% |
26.08 |
0.9% |
58% |
True |
False |
|
| 20 |
2,821.48 |
2,734.92 |
86.56 |
3.1% |
22.90 |
0.8% |
72% |
True |
False |
|
| 40 |
2,821.48 |
2,689.83 |
131.65 |
4.7% |
25.85 |
0.9% |
81% |
True |
False |
|
| 60 |
2,821.48 |
2,689.83 |
131.65 |
4.7% |
23.98 |
0.9% |
81% |
True |
False |
|
| 80 |
2,821.48 |
2,598.57 |
222.91 |
8.0% |
26.15 |
0.9% |
89% |
True |
False |
|
| 100 |
2,821.48 |
2,494.38 |
327.10 |
11.7% |
27.40 |
1.0% |
93% |
True |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.6% |
28.32 |
1.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.29 |
|
2.618 |
2,904.52 |
|
1.618 |
2,872.80 |
|
1.000 |
2,853.20 |
|
0.618 |
2,841.08 |
|
HIGH |
2,821.48 |
|
0.618 |
2,809.36 |
|
0.500 |
2,805.62 |
|
0.382 |
2,801.88 |
|
LOW |
2,789.76 |
|
0.618 |
2,770.16 |
|
1.000 |
2,758.04 |
|
1.618 |
2,738.44 |
|
2.618 |
2,706.72 |
|
4.250 |
2,654.95 |
|
|