| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,821.97 |
2,794.41 |
-27.56 |
-1.0% |
2,810.75 |
| High |
2,825.28 |
2,800.59 |
-24.69 |
-0.9% |
2,820.67 |
| Low |
2,787.27 |
2,779.34 |
-7.93 |
-0.3% |
2,778.78 |
| Close |
2,795.04 |
2,794.92 |
-0.12 |
0.0% |
2,818.69 |
| Range |
38.01 |
21.25 |
-16.76 |
-44.1% |
41.89 |
| ATR |
28.62 |
28.09 |
-0.53 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.37 |
2,846.39 |
2,806.61 |
|
| R3 |
2,834.12 |
2,825.14 |
2,800.76 |
|
| R2 |
2,812.87 |
2,812.87 |
2,798.82 |
|
| R1 |
2,803.89 |
2,803.89 |
2,796.87 |
2,808.38 |
| PP |
2,791.62 |
2,791.62 |
2,791.62 |
2,793.86 |
| S1 |
2,782.64 |
2,782.64 |
2,792.97 |
2,787.13 |
| S2 |
2,770.37 |
2,770.37 |
2,791.02 |
|
| S3 |
2,749.12 |
2,761.39 |
2,789.08 |
|
| S4 |
2,727.87 |
2,740.14 |
2,783.23 |
|
|
| 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 |
2,779.34 |
49.30 |
1.8% |
25.41 |
0.9% |
32% |
False |
True |
|
| 10 |
2,828.64 |
2,768.79 |
59.85 |
2.1% |
24.29 |
0.9% |
44% |
False |
False |
|
| 20 |
2,828.64 |
2,763.12 |
65.52 |
2.3% |
23.27 |
0.8% |
49% |
False |
False |
|
| 40 |
2,828.64 |
2,689.83 |
138.81 |
5.0% |
25.07 |
0.9% |
76% |
False |
False |
|
| 60 |
2,828.64 |
2,689.83 |
138.81 |
5.0% |
24.23 |
0.9% |
76% |
False |
False |
|
| 80 |
2,828.64 |
2,598.57 |
230.07 |
8.2% |
25.88 |
0.9% |
85% |
False |
False |
|
| 100 |
2,828.64 |
2,494.38 |
334.26 |
12.0% |
27.15 |
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 |
2,890.90 |
|
2.618 |
2,856.22 |
|
1.618 |
2,834.97 |
|
1.000 |
2,821.84 |
|
0.618 |
2,813.72 |
|
HIGH |
2,800.59 |
|
0.618 |
2,792.47 |
|
0.500 |
2,789.97 |
|
0.382 |
2,787.46 |
|
LOW |
2,779.34 |
|
0.618 |
2,766.21 |
|
1.000 |
2,758.09 |
|
1.618 |
2,744.96 |
|
2.618 |
2,723.71 |
|
4.250 |
2,689.03 |
|
|