| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,644.0 |
2,674.0 |
30.0 |
1.1% |
2,652.0 |
| High |
2,670.0 |
2,677.0 |
7.0 |
0.3% |
2,677.0 |
| Low |
2,643.0 |
2,641.0 |
-2.0 |
-0.1% |
2,622.0 |
| Close |
2,669.0 |
2,653.0 |
-16.0 |
-0.6% |
2,653.0 |
| Range |
27.0 |
36.0 |
9.0 |
33.3% |
55.0 |
| ATR |
36.2 |
36.1 |
0.0 |
0.0% |
0.0 |
| Volume |
10,573 |
4,529 |
-6,044 |
-57.2% |
30,563 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,765.0 |
2,745.0 |
2,672.8 |
|
| R3 |
2,729.0 |
2,709.0 |
2,662.9 |
|
| R2 |
2,693.0 |
2,693.0 |
2,659.6 |
|
| R1 |
2,673.0 |
2,673.0 |
2,656.3 |
2,665.0 |
| PP |
2,657.0 |
2,657.0 |
2,657.0 |
2,653.0 |
| S1 |
2,637.0 |
2,637.0 |
2,649.7 |
2,629.0 |
| S2 |
2,621.0 |
2,621.0 |
2,646.4 |
|
| S3 |
2,585.0 |
2,601.0 |
2,643.1 |
|
| S4 |
2,549.0 |
2,565.0 |
2,633.2 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.7 |
2,789.3 |
2,683.3 |
|
| R3 |
2,760.7 |
2,734.3 |
2,668.1 |
|
| R2 |
2,705.7 |
2,705.7 |
2,663.1 |
|
| R1 |
2,679.3 |
2,679.3 |
2,658.0 |
2,692.5 |
| PP |
2,650.7 |
2,650.7 |
2,650.7 |
2,657.3 |
| S1 |
2,624.3 |
2,624.3 |
2,648.0 |
2,637.5 |
| S2 |
2,595.7 |
2,595.7 |
2,642.9 |
|
| S3 |
2,540.7 |
2,569.3 |
2,637.9 |
|
| S4 |
2,485.7 |
2,514.3 |
2,622.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.0 |
2,622.0 |
55.0 |
2.1% |
25.2 |
0.9% |
56% |
True |
False |
6,112 |
| 10 |
2,677.0 |
2,520.0 |
157.0 |
5.9% |
29.7 |
1.1% |
85% |
True |
False |
5,076 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.1% |
34.5 |
1.3% |
87% |
True |
False |
2,602 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
25.4 |
1.0% |
85% |
False |
False |
1,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,830.0 |
|
2.618 |
2,771.2 |
|
1.618 |
2,735.2 |
|
1.000 |
2,713.0 |
|
0.618 |
2,699.2 |
|
HIGH |
2,677.0 |
|
0.618 |
2,663.2 |
|
0.500 |
2,659.0 |
|
0.382 |
2,654.8 |
|
LOW |
2,641.0 |
|
0.618 |
2,618.8 |
|
1.000 |
2,605.0 |
|
1.618 |
2,582.8 |
|
2.618 |
2,546.8 |
|
4.250 |
2,488.0 |
|
|