| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,606.0 |
2,626.0 |
20.0 |
0.8% |
2,652.0 |
| High |
2,633.0 |
2,630.0 |
-3.0 |
-0.1% |
2,677.0 |
| Low |
2,559.0 |
2,587.0 |
28.0 |
1.1% |
2,622.0 |
| Close |
2,634.0 |
2,602.0 |
-32.0 |
-1.2% |
2,653.0 |
| Range |
74.0 |
43.0 |
-31.0 |
-41.9% |
55.0 |
| ATR |
40.3 |
40.8 |
0.5 |
1.2% |
0.0 |
| Volume |
451 |
146 |
-305 |
-67.6% |
30,563 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.3 |
2,711.7 |
2,625.7 |
|
| R3 |
2,692.3 |
2,668.7 |
2,613.8 |
|
| R2 |
2,649.3 |
2,649.3 |
2,609.9 |
|
| R1 |
2,625.7 |
2,625.7 |
2,605.9 |
2,616.0 |
| PP |
2,606.3 |
2,606.3 |
2,606.3 |
2,601.5 |
| S1 |
2,582.7 |
2,582.7 |
2,598.1 |
2,573.0 |
| S2 |
2,563.3 |
2,563.3 |
2,594.1 |
|
| S3 |
2,520.3 |
2,539.7 |
2,590.2 |
|
| S4 |
2,477.3 |
2,496.7 |
2,578.4 |
|
|
| 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% |
40.2 |
1.5% |
36% |
False |
False |
4,862 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.5% |
32.2 |
1.2% |
36% |
False |
False |
4,547 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.3% |
37.8 |
1.5% |
60% |
False |
False |
2,630 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.4% |
27.7 |
1.1% |
59% |
False |
False |
1,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,812.8 |
|
2.618 |
2,742.6 |
|
1.618 |
2,699.6 |
|
1.000 |
2,673.0 |
|
0.618 |
2,656.6 |
|
HIGH |
2,630.0 |
|
0.618 |
2,613.6 |
|
0.500 |
2,608.5 |
|
0.382 |
2,603.4 |
|
LOW |
2,587.0 |
|
0.618 |
2,560.4 |
|
1.000 |
2,544.0 |
|
1.618 |
2,517.4 |
|
2.618 |
2,474.4 |
|
4.250 |
2,404.3 |
|
|