Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,060.0 |
4,977.0 |
-83.0 |
-1.6% |
5,139.0 |
High |
5,077.0 |
5,000.0 |
-77.0 |
-1.5% |
5,177.0 |
Low |
5,000.0 |
4,950.0 |
-50.0 |
-1.0% |
5,040.0 |
Close |
5,003.0 |
4,973.0 |
-30.0 |
-0.6% |
5,134.0 |
Range |
77.0 |
50.0 |
-27.0 |
-35.1% |
137.0 |
ATR |
55.4 |
55.2 |
-0.2 |
-0.3% |
0.0 |
Volume |
145,923 |
71,273 |
-74,650 |
-51.2% |
52,315 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,124.3 |
5,098.7 |
5,000.5 |
|
R3 |
5,074.3 |
5,048.7 |
4,986.8 |
|
R2 |
5,024.3 |
5,024.3 |
4,982.2 |
|
R1 |
4,998.7 |
4,998.7 |
4,977.6 |
4,986.5 |
PP |
4,974.3 |
4,974.3 |
4,974.3 |
4,968.3 |
S1 |
4,948.7 |
4,948.7 |
4,968.4 |
4,936.5 |
S2 |
4,924.3 |
4,924.3 |
4,963.8 |
|
S3 |
4,874.3 |
4,898.7 |
4,959.3 |
|
S4 |
4,824.3 |
4,848.7 |
4,945.5 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,528.0 |
5,468.0 |
5,209.4 |
|
R3 |
5,391.0 |
5,331.0 |
5,171.7 |
|
R2 |
5,254.0 |
5,254.0 |
5,159.1 |
|
R1 |
5,194.0 |
5,194.0 |
5,146.6 |
5,155.5 |
PP |
5,117.0 |
5,117.0 |
5,117.0 |
5,097.8 |
S1 |
5,057.0 |
5,057.0 |
5,121.4 |
5,018.5 |
S2 |
4,980.0 |
4,980.0 |
5,108.9 |
|
S3 |
4,843.0 |
4,920.0 |
5,096.3 |
|
S4 |
4,706.0 |
4,783.0 |
5,058.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,139.0 |
4,950.0 |
189.0 |
3.8% |
71.0 |
1.4% |
12% |
False |
True |
63,645 |
10 |
5,177.0 |
4,950.0 |
227.0 |
4.6% |
56.2 |
1.1% |
10% |
False |
True |
33,647 |
20 |
5,177.0 |
4,950.0 |
227.0 |
4.6% |
46.7 |
0.9% |
10% |
False |
True |
17,024 |
40 |
5,177.0 |
4,756.0 |
421.0 |
8.5% |
27.8 |
0.6% |
52% |
False |
False |
8,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,212.5 |
2.618 |
5,130.9 |
1.618 |
5,080.9 |
1.000 |
5,050.0 |
0.618 |
5,030.9 |
HIGH |
5,000.0 |
0.618 |
4,980.9 |
0.500 |
4,975.0 |
0.382 |
4,969.1 |
LOW |
4,950.0 |
0.618 |
4,919.1 |
1.000 |
4,900.0 |
1.618 |
4,869.1 |
2.618 |
4,819.1 |
4.250 |
4,737.5 |
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