| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,657.0 |
2,589.0 |
-68.0 |
-2.6% |
2,606.0 |
| High |
2,657.0 |
2,591.0 |
-66.0 |
-2.5% |
2,641.0 |
| Low |
2,560.0 |
2,563.0 |
3.0 |
0.1% |
2,559.0 |
| Close |
2,580.0 |
2,571.0 |
-9.0 |
-0.3% |
2,613.0 |
| Range |
97.0 |
28.0 |
-69.0 |
-71.1% |
82.0 |
| ATR |
44.3 |
43.1 |
-1.2 |
-2.6% |
0.0 |
| Volume |
350 |
104 |
-246 |
-70.3% |
1,133 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.0 |
2,643.0 |
2,586.4 |
|
| R3 |
2,631.0 |
2,615.0 |
2,578.7 |
|
| R2 |
2,603.0 |
2,603.0 |
2,576.1 |
|
| R1 |
2,587.0 |
2,587.0 |
2,573.6 |
2,581.0 |
| PP |
2,575.0 |
2,575.0 |
2,575.0 |
2,572.0 |
| S1 |
2,559.0 |
2,559.0 |
2,568.4 |
2,553.0 |
| S2 |
2,547.0 |
2,547.0 |
2,565.9 |
|
| S3 |
2,519.0 |
2,531.0 |
2,563.3 |
|
| S4 |
2,491.0 |
2,503.0 |
2,555.6 |
|
|
| 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% |
45.0 |
1.8% |
11% |
False |
False |
198 |
| 10 |
2,677.0 |
2,559.0 |
118.0 |
4.6% |
42.6 |
1.7% |
10% |
False |
False |
2,530 |
| 20 |
2,677.0 |
2,493.0 |
184.0 |
7.2% |
38.2 |
1.5% |
42% |
False |
False |
2,670 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.5% |
31.7 |
1.2% |
43% |
False |
False |
1,350 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.5% |
24.5 |
1.0% |
43% |
False |
False |
913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,710.0 |
|
2.618 |
2,664.3 |
|
1.618 |
2,636.3 |
|
1.000 |
2,619.0 |
|
0.618 |
2,608.3 |
|
HIGH |
2,591.0 |
|
0.618 |
2,580.3 |
|
0.500 |
2,577.0 |
|
0.382 |
2,573.7 |
|
LOW |
2,563.0 |
|
0.618 |
2,545.7 |
|
1.000 |
2,535.0 |
|
1.618 |
2,517.7 |
|
2.618 |
2,489.7 |
|
4.250 |
2,444.0 |
|
|