| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,626.0 |
2,612.0 |
-14.0 |
-0.5% |
2,652.0 |
| High |
2,630.0 |
2,641.0 |
11.0 |
0.4% |
2,677.0 |
| Low |
2,587.0 |
2,611.0 |
24.0 |
0.9% |
2,622.0 |
| Close |
2,602.0 |
2,639.0 |
37.0 |
1.4% |
2,653.0 |
| Range |
43.0 |
30.0 |
-13.0 |
-30.2% |
55.0 |
| ATR |
40.8 |
40.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
146 |
286 |
140 |
95.9% |
30,563 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,720.3 |
2,709.7 |
2,655.5 |
|
| R3 |
2,690.3 |
2,679.7 |
2,647.3 |
|
| R2 |
2,660.3 |
2,660.3 |
2,644.5 |
|
| R1 |
2,649.7 |
2,649.7 |
2,641.8 |
2,655.0 |
| PP |
2,630.3 |
2,630.3 |
2,630.3 |
2,633.0 |
| S1 |
2,619.7 |
2,619.7 |
2,636.3 |
2,625.0 |
| S2 |
2,600.3 |
2,600.3 |
2,633.5 |
|
| S3 |
2,570.3 |
2,589.7 |
2,630.8 |
|
| S4 |
2,540.3 |
2,559.7 |
2,622.5 |
|
|
| 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% |
42.0 |
1.6% |
68% |
False |
False |
3,197 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.5% |
32.8 |
1.2% |
68% |
False |
False |
4,129 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.2% |
39.3 |
1.5% |
80% |
False |
False |
2,644 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
28.3 |
1.1% |
78% |
False |
False |
1,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,768.5 |
|
2.618 |
2,719.5 |
|
1.618 |
2,689.5 |
|
1.000 |
2,671.0 |
|
0.618 |
2,659.5 |
|
HIGH |
2,641.0 |
|
0.618 |
2,629.5 |
|
0.500 |
2,626.0 |
|
0.382 |
2,622.5 |
|
LOW |
2,611.0 |
|
0.618 |
2,592.5 |
|
1.000 |
2,581.0 |
|
1.618 |
2,562.5 |
|
2.618 |
2,532.5 |
|
4.250 |
2,483.5 |
|
|