| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,629.0 |
2,600.0 |
-29.0 |
-1.1% |
2,606.0 |
| High |
2,633.0 |
2,630.0 |
-3.0 |
-0.1% |
2,641.0 |
| Low |
2,598.0 |
2,595.0 |
-3.0 |
-0.1% |
2,559.0 |
| Close |
2,610.0 |
2,613.0 |
3.0 |
0.1% |
2,613.0 |
| Range |
35.0 |
35.0 |
0.0 |
0.0% |
82.0 |
| ATR |
40.7 |
40.3 |
-0.4 |
-1.0% |
0.0 |
| Volume |
119 |
131 |
12 |
10.1% |
1,133 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,717.7 |
2,700.3 |
2,632.3 |
|
| R3 |
2,682.7 |
2,665.3 |
2,622.6 |
|
| R2 |
2,647.7 |
2,647.7 |
2,619.4 |
|
| R1 |
2,630.3 |
2,630.3 |
2,616.2 |
2,639.0 |
| PP |
2,612.7 |
2,612.7 |
2,612.7 |
2,617.0 |
| S1 |
2,595.3 |
2,595.3 |
2,609.8 |
2,604.0 |
| S2 |
2,577.7 |
2,577.7 |
2,606.6 |
|
| S3 |
2,542.7 |
2,560.3 |
2,603.4 |
|
| S4 |
2,507.7 |
2,525.3 |
2,593.8 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.3 |
2,813.7 |
2,658.1 |
|
| R3 |
2,768.3 |
2,731.7 |
2,635.6 |
|
| R2 |
2,686.3 |
2,686.3 |
2,628.0 |
|
| R1 |
2,649.7 |
2,649.7 |
2,620.5 |
2,668.0 |
| PP |
2,604.3 |
2,604.3 |
2,604.3 |
2,613.5 |
| S1 |
2,567.7 |
2,567.7 |
2,605.5 |
2,586.0 |
| S2 |
2,522.3 |
2,522.3 |
2,598.0 |
|
| S3 |
2,440.3 |
2,485.7 |
2,590.5 |
|
| S4 |
2,358.3 |
2,403.7 |
2,567.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,641.0 |
2,559.0 |
82.0 |
3.1% |
43.4 |
1.7% |
66% |
False |
False |
226 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.5% |
34.3 |
1.3% |
46% |
False |
False |
3,169 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.2% |
38.0 |
1.5% |
66% |
False |
False |
2,650 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.4% |
29.1 |
1.1% |
65% |
False |
False |
1,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.8 |
|
2.618 |
2,721.6 |
|
1.618 |
2,686.6 |
|
1.000 |
2,665.0 |
|
0.618 |
2,651.6 |
|
HIGH |
2,630.0 |
|
0.618 |
2,616.6 |
|
0.500 |
2,612.5 |
|
0.382 |
2,608.4 |
|
LOW |
2,595.0 |
|
0.618 |
2,573.4 |
|
1.000 |
2,560.0 |
|
1.618 |
2,538.4 |
|
2.618 |
2,503.4 |
|
4.250 |
2,446.3 |
|
|