| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,674.0 |
2,606.0 |
-68.0 |
-2.5% |
2,652.0 |
| High |
2,677.0 |
2,633.0 |
-44.0 |
-1.6% |
2,677.0 |
| Low |
2,641.0 |
2,559.0 |
-82.0 |
-3.1% |
2,622.0 |
| Close |
2,653.0 |
2,634.0 |
-19.0 |
-0.7% |
2,653.0 |
| Range |
36.0 |
74.0 |
38.0 |
105.6% |
55.0 |
| ATR |
36.1 |
40.3 |
4.1 |
11.4% |
0.0 |
| Volume |
4,529 |
451 |
-4,078 |
-90.0% |
30,563 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.7 |
2,806.3 |
2,674.7 |
|
| R3 |
2,756.7 |
2,732.3 |
2,654.4 |
|
| R2 |
2,682.7 |
2,682.7 |
2,647.6 |
|
| R1 |
2,658.3 |
2,658.3 |
2,640.8 |
2,670.5 |
| PP |
2,608.7 |
2,608.7 |
2,608.7 |
2,614.8 |
| S1 |
2,584.3 |
2,584.3 |
2,627.2 |
2,596.5 |
| S2 |
2,534.7 |
2,534.7 |
2,620.4 |
|
| S3 |
2,460.7 |
2,510.3 |
2,613.7 |
|
| S4 |
2,386.7 |
2,436.3 |
2,593.3 |
|
|
| 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 |
2,559.0 |
118.0 |
4.5% |
36.8 |
1.4% |
64% |
False |
True |
5,464 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.5% |
32.6 |
1.2% |
64% |
False |
True |
4,962 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.2% |
37.4 |
1.4% |
77% |
False |
False |
2,623 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
27.3 |
1.0% |
76% |
False |
False |
1,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.5 |
|
2.618 |
2,826.7 |
|
1.618 |
2,752.7 |
|
1.000 |
2,707.0 |
|
0.618 |
2,678.7 |
|
HIGH |
2,633.0 |
|
0.618 |
2,604.7 |
|
0.500 |
2,596.0 |
|
0.382 |
2,587.3 |
|
LOW |
2,559.0 |
|
0.618 |
2,513.3 |
|
1.000 |
2,485.0 |
|
1.618 |
2,439.3 |
|
2.618 |
2,365.3 |
|
4.250 |
2,244.5 |
|
|