| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,600.0 |
2,657.0 |
57.0 |
2.2% |
2,606.0 |
| High |
2,630.0 |
2,657.0 |
27.0 |
1.0% |
2,641.0 |
| Low |
2,595.0 |
2,560.0 |
-35.0 |
-1.3% |
2,559.0 |
| Close |
2,613.0 |
2,580.0 |
-33.0 |
-1.3% |
2,613.0 |
| Range |
35.0 |
97.0 |
62.0 |
177.1% |
82.0 |
| ATR |
40.3 |
44.3 |
4.1 |
10.1% |
0.0 |
| Volume |
131 |
350 |
219 |
167.2% |
1,133 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.0 |
2,832.0 |
2,633.4 |
|
| R3 |
2,793.0 |
2,735.0 |
2,606.7 |
|
| R2 |
2,696.0 |
2,696.0 |
2,597.8 |
|
| R1 |
2,638.0 |
2,638.0 |
2,588.9 |
2,618.5 |
| PP |
2,599.0 |
2,599.0 |
2,599.0 |
2,589.3 |
| S1 |
2,541.0 |
2,541.0 |
2,571.1 |
2,521.5 |
| S2 |
2,502.0 |
2,502.0 |
2,562.2 |
|
| S3 |
2,405.0 |
2,444.0 |
2,553.3 |
|
| S4 |
2,308.0 |
2,347.0 |
2,526.7 |
|
|
| 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 |
2,657.0 |
2,560.0 |
97.0 |
3.8% |
48.0 |
1.9% |
21% |
True |
True |
206 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.6% |
42.4 |
1.6% |
18% |
False |
False |
2,835 |
| 20 |
2,677.0 |
2,488.0 |
189.0 |
7.3% |
38.1 |
1.5% |
49% |
False |
False |
2,666 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.5% |
31.4 |
1.2% |
48% |
False |
False |
1,347 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.5% |
24.7 |
1.0% |
48% |
False |
False |
912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.3 |
|
2.618 |
2,910.9 |
|
1.618 |
2,813.9 |
|
1.000 |
2,754.0 |
|
0.618 |
2,716.9 |
|
HIGH |
2,657.0 |
|
0.618 |
2,619.9 |
|
0.500 |
2,608.5 |
|
0.382 |
2,597.1 |
|
LOW |
2,560.0 |
|
0.618 |
2,500.1 |
|
1.000 |
2,463.0 |
|
1.618 |
2,403.1 |
|
2.618 |
2,306.1 |
|
4.250 |
2,147.8 |
|
|