| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,652.0 |
2,645.0 |
-7.0 |
-0.3% |
2,527.0 |
| High |
2,653.0 |
2,654.0 |
1.0 |
0.0% |
2,662.0 |
| Low |
2,637.0 |
2,628.0 |
-9.0 |
-0.3% |
2,520.0 |
| Close |
2,650.0 |
2,639.0 |
-11.0 |
-0.4% |
2,656.0 |
| Range |
16.0 |
26.0 |
10.0 |
62.5% |
142.0 |
| ATR |
38.2 |
37.3 |
-0.9 |
-2.3% |
0.0 |
| Volume |
3,693 |
3,156 |
-537 |
-14.5% |
20,203 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.3 |
2,704.7 |
2,653.3 |
|
| R3 |
2,692.3 |
2,678.7 |
2,646.2 |
|
| R2 |
2,666.3 |
2,666.3 |
2,643.8 |
|
| R1 |
2,652.7 |
2,652.7 |
2,641.4 |
2,646.5 |
| PP |
2,640.3 |
2,640.3 |
2,640.3 |
2,637.3 |
| S1 |
2,626.7 |
2,626.7 |
2,636.6 |
2,620.5 |
| S2 |
2,614.3 |
2,614.3 |
2,634.2 |
|
| S3 |
2,588.3 |
2,600.7 |
2,631.9 |
|
| S4 |
2,562.3 |
2,574.7 |
2,624.7 |
|
|
| 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 |
2,608.0 |
54.0 |
2.0% |
24.2 |
0.9% |
57% |
False |
False |
4,232 |
| 10 |
2,662.0 |
2,493.0 |
169.0 |
6.4% |
33.8 |
1.3% |
86% |
False |
False |
2,810 |
| 20 |
2,662.0 |
2,488.0 |
174.0 |
6.6% |
32.6 |
1.2% |
87% |
False |
False |
1,417 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
24.3 |
0.9% |
78% |
False |
False |
730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.5 |
|
2.618 |
2,722.1 |
|
1.618 |
2,696.1 |
|
1.000 |
2,680.0 |
|
0.618 |
2,670.1 |
|
HIGH |
2,654.0 |
|
0.618 |
2,644.1 |
|
0.500 |
2,641.0 |
|
0.382 |
2,637.9 |
|
LOW |
2,628.0 |
|
0.618 |
2,611.9 |
|
1.000 |
2,602.0 |
|
1.618 |
2,585.9 |
|
2.618 |
2,559.9 |
|
4.250 |
2,517.5 |
|
|