| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,639.0 |
2,644.0 |
5.0 |
0.2% |
2,527.0 |
| High |
2,643.0 |
2,670.0 |
27.0 |
1.0% |
2,662.0 |
| Low |
2,622.0 |
2,643.0 |
21.0 |
0.8% |
2,520.0 |
| Close |
2,634.0 |
2,669.0 |
35.0 |
1.3% |
2,656.0 |
| Range |
21.0 |
27.0 |
6.0 |
28.6% |
142.0 |
| ATR |
36.2 |
36.2 |
0.0 |
0.0% |
0.0 |
| Volume |
8,612 |
10,573 |
1,961 |
22.8% |
20,203 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.7 |
2,732.3 |
2,683.9 |
|
| R3 |
2,714.7 |
2,705.3 |
2,676.4 |
|
| R2 |
2,687.7 |
2,687.7 |
2,674.0 |
|
| R1 |
2,678.3 |
2,678.3 |
2,671.5 |
2,683.0 |
| PP |
2,660.7 |
2,660.7 |
2,660.7 |
2,663.0 |
| S1 |
2,651.3 |
2,651.3 |
2,666.5 |
2,656.0 |
| S2 |
2,633.7 |
2,633.7 |
2,664.1 |
|
| S3 |
2,606.7 |
2,624.3 |
2,661.6 |
|
| S4 |
2,579.7 |
2,597.3 |
2,654.2 |
|
|
| 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 |
2,670.0 |
2,622.0 |
48.0 |
1.8% |
25.4 |
1.0% |
98% |
True |
False |
6,289 |
| 10 |
2,670.0 |
2,518.0 |
152.0 |
5.7% |
30.3 |
1.1% |
99% |
True |
False |
4,649 |
| 20 |
2,670.0 |
2,488.0 |
182.0 |
6.8% |
34.3 |
1.3% |
99% |
True |
False |
2,376 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.2% |
24.5 |
0.9% |
94% |
False |
False |
1,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.8 |
|
2.618 |
2,740.7 |
|
1.618 |
2,713.7 |
|
1.000 |
2,697.0 |
|
0.618 |
2,686.7 |
|
HIGH |
2,670.0 |
|
0.618 |
2,659.7 |
|
0.500 |
2,656.5 |
|
0.382 |
2,653.3 |
|
LOW |
2,643.0 |
|
0.618 |
2,626.3 |
|
1.000 |
2,616.0 |
|
1.618 |
2,599.3 |
|
2.618 |
2,572.3 |
|
4.250 |
2,528.3 |
|
|