| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,625.0 |
2,652.0 |
27.0 |
1.0% |
2,527.0 |
| High |
2,662.0 |
2,653.0 |
-9.0 |
-0.3% |
2,662.0 |
| Low |
2,625.0 |
2,637.0 |
12.0 |
0.5% |
2,520.0 |
| Close |
2,656.0 |
2,650.0 |
-6.0 |
-0.2% |
2,656.0 |
| Range |
37.0 |
16.0 |
-21.0 |
-56.8% |
142.0 |
| ATR |
39.7 |
38.2 |
-1.5 |
-3.7% |
0.0 |
| Volume |
5,412 |
3,693 |
-1,719 |
-31.8% |
20,203 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.7 |
2,688.3 |
2,658.8 |
|
| R3 |
2,678.7 |
2,672.3 |
2,654.4 |
|
| R2 |
2,662.7 |
2,662.7 |
2,652.9 |
|
| R1 |
2,656.3 |
2,656.3 |
2,651.5 |
2,651.5 |
| PP |
2,646.7 |
2,646.7 |
2,646.7 |
2,644.3 |
| S1 |
2,640.3 |
2,640.3 |
2,648.5 |
2,635.5 |
| S2 |
2,630.7 |
2,630.7 |
2,647.1 |
|
| S3 |
2,614.7 |
2,624.3 |
2,645.6 |
|
| S4 |
2,598.7 |
2,608.3 |
2,641.2 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,038.7 |
2,989.3 |
2,734.1 |
|
| R3 |
2,896.7 |
2,847.3 |
2,695.1 |
|
| R2 |
2,754.7 |
2,754.7 |
2,682.0 |
|
| R1 |
2,705.3 |
2,705.3 |
2,669.0 |
2,730.0 |
| PP |
2,612.7 |
2,612.7 |
2,612.7 |
2,625.0 |
| S1 |
2,563.3 |
2,563.3 |
2,643.0 |
2,588.0 |
| S2 |
2,470.7 |
2,470.7 |
2,630.0 |
|
| S3 |
2,328.7 |
2,421.3 |
2,617.0 |
|
| S4 |
2,186.7 |
2,279.3 |
2,577.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,662.0 |
2,566.0 |
96.0 |
3.6% |
28.4 |
1.1% |
88% |
False |
False |
4,460 |
| 10 |
2,662.0 |
2,488.0 |
174.0 |
6.6% |
33.8 |
1.3% |
93% |
False |
False |
2,498 |
| 20 |
2,662.0 |
2,488.0 |
174.0 |
6.6% |
31.7 |
1.2% |
93% |
False |
False |
1,259 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
23.8 |
0.9% |
84% |
False |
False |
652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,721.0 |
|
2.618 |
2,694.9 |
|
1.618 |
2,678.9 |
|
1.000 |
2,669.0 |
|
0.618 |
2,662.9 |
|
HIGH |
2,653.0 |
|
0.618 |
2,646.9 |
|
0.500 |
2,645.0 |
|
0.382 |
2,643.1 |
|
LOW |
2,637.0 |
|
0.618 |
2,627.1 |
|
1.000 |
2,621.0 |
|
1.618 |
2,611.1 |
|
2.618 |
2,595.1 |
|
4.250 |
2,569.0 |
|
|