Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4,970.0 |
4,971.0 |
1.0 |
0.0% |
5,080.0 |
High |
4,974.0 |
5,011.0 |
37.0 |
0.7% |
5,080.0 |
Low |
4,947.0 |
4,960.0 |
13.0 |
0.3% |
4,932.0 |
Close |
4,956.0 |
5,004.0 |
48.0 |
1.0% |
4,969.0 |
Range |
27.0 |
51.0 |
24.0 |
88.9% |
148.0 |
ATR |
56.5 |
56.4 |
-0.1 |
-0.2% |
0.0 |
Volume |
21,721 |
23,983 |
2,262 |
10.4% |
346,122 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,144.7 |
5,125.3 |
5,032.1 |
|
R3 |
5,093.7 |
5,074.3 |
5,018.0 |
|
R2 |
5,042.7 |
5,042.7 |
5,013.4 |
|
R1 |
5,023.3 |
5,023.3 |
5,008.7 |
5,033.0 |
PP |
4,991.7 |
4,991.7 |
4,991.7 |
4,996.5 |
S1 |
4,972.3 |
4,972.3 |
4,999.3 |
4,982.0 |
S2 |
4,940.7 |
4,940.7 |
4,994.7 |
|
S3 |
4,889.7 |
4,921.3 |
4,990.0 |
|
S4 |
4,838.7 |
4,870.3 |
4,976.0 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,437.7 |
5,351.3 |
5,050.4 |
|
R3 |
5,289.7 |
5,203.3 |
5,009.7 |
|
R2 |
5,141.7 |
5,141.7 |
4,996.1 |
|
R1 |
5,055.3 |
5,055.3 |
4,982.6 |
5,024.5 |
PP |
4,993.7 |
4,993.7 |
4,993.7 |
4,978.3 |
S1 |
4,907.3 |
4,907.3 |
4,955.4 |
4,876.5 |
S2 |
4,845.7 |
4,845.7 |
4,941.9 |
|
S3 |
4,697.7 |
4,759.3 |
4,928.3 |
|
S4 |
4,549.7 |
4,611.3 |
4,887.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,036.0 |
4,932.0 |
104.0 |
2.1% |
51.2 |
1.0% |
69% |
False |
False |
26,591 |
10 |
5,139.0 |
4,932.0 |
207.0 |
4.1% |
61.1 |
1.2% |
35% |
False |
False |
45,118 |
20 |
5,177.0 |
4,932.0 |
245.0 |
4.9% |
49.9 |
1.0% |
29% |
False |
False |
23,645 |
40 |
5,177.0 |
4,842.0 |
335.0 |
6.7% |
33.1 |
0.7% |
48% |
False |
False |
11,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,227.8 |
2.618 |
5,144.5 |
1.618 |
5,093.5 |
1.000 |
5,062.0 |
0.618 |
5,042.5 |
HIGH |
5,011.0 |
0.618 |
4,991.5 |
0.500 |
4,985.5 |
0.382 |
4,979.5 |
LOW |
4,960.0 |
0.618 |
4,928.5 |
1.000 |
4,909.0 |
1.618 |
4,877.5 |
2.618 |
4,826.5 |
4.250 |
4,743.3 |
|
|