| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,645.0 |
2,639.0 |
-6.0 |
-0.2% |
2,527.0 |
| High |
2,654.0 |
2,643.0 |
-11.0 |
-0.4% |
2,662.0 |
| Low |
2,628.0 |
2,622.0 |
-6.0 |
-0.2% |
2,520.0 |
| Close |
2,639.0 |
2,634.0 |
-5.0 |
-0.2% |
2,656.0 |
| Range |
26.0 |
21.0 |
-5.0 |
-19.2% |
142.0 |
| ATR |
37.3 |
36.2 |
-1.2 |
-3.1% |
0.0 |
| Volume |
3,156 |
8,612 |
5,456 |
172.9% |
20,203 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.0 |
2,686.0 |
2,645.6 |
|
| R3 |
2,675.0 |
2,665.0 |
2,639.8 |
|
| R2 |
2,654.0 |
2,654.0 |
2,637.9 |
|
| R1 |
2,644.0 |
2,644.0 |
2,635.9 |
2,638.5 |
| PP |
2,633.0 |
2,633.0 |
2,633.0 |
2,630.3 |
| S1 |
2,623.0 |
2,623.0 |
2,632.1 |
2,617.5 |
| S2 |
2,612.0 |
2,612.0 |
2,630.2 |
|
| S3 |
2,591.0 |
2,602.0 |
2,628.2 |
|
| S4 |
2,570.0 |
2,581.0 |
2,622.5 |
|
|
| 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 |
2,610.0 |
52.0 |
2.0% |
23.6 |
0.9% |
46% |
False |
False |
5,062 |
| 10 |
2,662.0 |
2,518.0 |
144.0 |
5.5% |
30.3 |
1.2% |
81% |
False |
False |
3,632 |
| 20 |
2,662.0 |
2,488.0 |
174.0 |
6.6% |
33.2 |
1.3% |
84% |
False |
False |
1,847 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
24.5 |
0.9% |
76% |
False |
False |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,732.3 |
|
2.618 |
2,698.0 |
|
1.618 |
2,677.0 |
|
1.000 |
2,664.0 |
|
0.618 |
2,656.0 |
|
HIGH |
2,643.0 |
|
0.618 |
2,635.0 |
|
0.500 |
2,632.5 |
|
0.382 |
2,630.0 |
|
LOW |
2,622.0 |
|
0.618 |
2,609.0 |
|
1.000 |
2,601.0 |
|
1.618 |
2,588.0 |
|
2.618 |
2,567.0 |
|
4.250 |
2,532.8 |
|
|