| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,809.00 |
2,821.97 |
12.97 |
0.5% |
2,810.75 |
| High |
2,828.64 |
2,825.28 |
-3.36 |
-0.1% |
2,820.67 |
| Low |
2,808.72 |
2,787.27 |
-21.45 |
-0.8% |
2,778.78 |
| Close |
2,820.62 |
2,795.04 |
-25.58 |
-0.9% |
2,818.69 |
| Range |
19.92 |
38.01 |
18.09 |
90.8% |
41.89 |
| ATR |
27.89 |
28.62 |
0.72 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,916.56 |
2,893.81 |
2,815.95 |
|
| R3 |
2,878.55 |
2,855.80 |
2,805.49 |
|
| R2 |
2,840.54 |
2,840.54 |
2,802.01 |
|
| R1 |
2,817.79 |
2,817.79 |
2,798.52 |
2,810.16 |
| PP |
2,802.53 |
2,802.53 |
2,802.53 |
2,798.72 |
| S1 |
2,779.78 |
2,779.78 |
2,791.56 |
2,772.15 |
| S2 |
2,764.52 |
2,764.52 |
2,788.07 |
|
| S3 |
2,726.51 |
2,741.77 |
2,784.59 |
|
| S4 |
2,688.50 |
2,703.76 |
2,774.13 |
|
|
| 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 |
2,828.64 |
2,783.86 |
44.78 |
1.6% |
26.74 |
1.0% |
25% |
False |
False |
|
| 10 |
2,828.64 |
2,768.79 |
59.85 |
2.1% |
23.89 |
0.9% |
44% |
False |
False |
|
| 20 |
2,828.64 |
2,763.12 |
65.52 |
2.3% |
23.18 |
0.8% |
49% |
False |
False |
|
| 40 |
2,828.64 |
2,689.83 |
138.81 |
5.0% |
25.59 |
0.9% |
76% |
False |
False |
|
| 60 |
2,828.64 |
2,689.83 |
138.81 |
5.0% |
24.22 |
0.9% |
76% |
False |
False |
|
| 80 |
2,828.64 |
2,598.57 |
230.07 |
8.2% |
26.11 |
0.9% |
85% |
False |
False |
|
| 100 |
2,828.64 |
2,494.38 |
334.26 |
12.0% |
27.42 |
1.0% |
90% |
False |
False |
|
| 120 |
2,828.64 |
2,494.38 |
334.26 |
12.0% |
28.30 |
1.0% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,986.82 |
|
2.618 |
2,924.79 |
|
1.618 |
2,886.78 |
|
1.000 |
2,863.29 |
|
0.618 |
2,848.77 |
|
HIGH |
2,825.28 |
|
0.618 |
2,810.76 |
|
0.500 |
2,806.28 |
|
0.382 |
2,801.79 |
|
LOW |
2,787.27 |
|
0.618 |
2,763.78 |
|
1.000 |
2,749.26 |
|
1.618 |
2,725.77 |
|
2.618 |
2,687.76 |
|
4.250 |
2,625.73 |
|
|