| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,589.0 |
2,576.0 |
-13.0 |
-0.5% |
2,606.0 |
| High |
2,591.0 |
2,582.0 |
-9.0 |
-0.3% |
2,641.0 |
| Low |
2,563.0 |
2,517.0 |
-46.0 |
-1.8% |
2,559.0 |
| Close |
2,571.0 |
2,542.0 |
-29.0 |
-1.1% |
2,613.0 |
| Range |
28.0 |
65.0 |
37.0 |
132.1% |
82.0 |
| ATR |
43.1 |
44.7 |
1.6 |
3.6% |
0.0 |
| Volume |
104 |
148 |
44 |
42.3% |
1,133 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.0 |
2,707.0 |
2,577.8 |
|
| R3 |
2,677.0 |
2,642.0 |
2,559.9 |
|
| R2 |
2,612.0 |
2,612.0 |
2,553.9 |
|
| R1 |
2,577.0 |
2,577.0 |
2,548.0 |
2,562.0 |
| PP |
2,547.0 |
2,547.0 |
2,547.0 |
2,539.5 |
| S1 |
2,512.0 |
2,512.0 |
2,536.0 |
2,497.0 |
| S2 |
2,482.0 |
2,482.0 |
2,530.1 |
|
| S3 |
2,417.0 |
2,447.0 |
2,524.1 |
|
| S4 |
2,352.0 |
2,382.0 |
2,506.3 |
|
|
| 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 |
2,517.0 |
140.0 |
5.5% |
52.0 |
2.0% |
18% |
False |
True |
170 |
| 10 |
2,677.0 |
2,517.0 |
160.0 |
6.3% |
47.0 |
1.8% |
16% |
False |
True |
1,683 |
| 20 |
2,677.0 |
2,517.0 |
160.0 |
6.3% |
38.7 |
1.5% |
16% |
False |
True |
2,657 |
| 40 |
2,677.0 |
2,488.0 |
189.0 |
7.4% |
32.8 |
1.3% |
29% |
False |
False |
1,353 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.6% |
25.4 |
1.0% |
28% |
False |
False |
916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.3 |
|
2.618 |
2,752.2 |
|
1.618 |
2,687.2 |
|
1.000 |
2,647.0 |
|
0.618 |
2,622.2 |
|
HIGH |
2,582.0 |
|
0.618 |
2,557.2 |
|
0.500 |
2,549.5 |
|
0.382 |
2,541.8 |
|
LOW |
2,517.0 |
|
0.618 |
2,476.8 |
|
1.000 |
2,452.0 |
|
1.618 |
2,411.8 |
|
2.618 |
2,346.8 |
|
4.250 |
2,240.8 |
|
|