| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,612.0 |
2,629.0 |
17.0 |
0.7% |
2,652.0 |
| High |
2,641.0 |
2,633.0 |
-8.0 |
-0.3% |
2,677.0 |
| Low |
2,611.0 |
2,598.0 |
-13.0 |
-0.5% |
2,622.0 |
| Close |
2,639.0 |
2,610.0 |
-29.0 |
-1.1% |
2,653.0 |
| Range |
30.0 |
35.0 |
5.0 |
16.7% |
55.0 |
| ATR |
40.6 |
40.7 |
0.0 |
0.1% |
0.0 |
| Volume |
286 |
119 |
-167 |
-58.4% |
30,563 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,718.7 |
2,699.3 |
2,629.3 |
|
| R3 |
2,683.7 |
2,664.3 |
2,619.6 |
|
| R2 |
2,648.7 |
2,648.7 |
2,616.4 |
|
| R1 |
2,629.3 |
2,629.3 |
2,613.2 |
2,621.5 |
| PP |
2,613.7 |
2,613.7 |
2,613.7 |
2,609.8 |
| S1 |
2,594.3 |
2,594.3 |
2,606.8 |
2,586.5 |
| S2 |
2,578.7 |
2,578.7 |
2,603.6 |
|
| S3 |
2,543.7 |
2,559.3 |
2,600.4 |
|
| S4 |
2,508.7 |
2,524.3 |
2,590.8 |
|
|
| 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% |
43.6 |
1.7% |
43% |
False |
False |
1,106 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.5% |
34.5 |
1.3% |
43% |
False |
False |
3,697 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.2% |
38.6 |
1.5% |
65% |
False |
False |
2,644 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.4% |
28.5 |
1.1% |
63% |
False |
False |
1,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.8 |
|
2.618 |
2,724.6 |
|
1.618 |
2,689.6 |
|
1.000 |
2,668.0 |
|
0.618 |
2,654.6 |
|
HIGH |
2,633.0 |
|
0.618 |
2,619.6 |
|
0.500 |
2,615.5 |
|
0.382 |
2,611.4 |
|
LOW |
2,598.0 |
|
0.618 |
2,576.4 |
|
1.000 |
2,563.0 |
|
1.618 |
2,541.4 |
|
2.618 |
2,506.4 |
|
4.250 |
2,449.3 |
|
|