| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,576.0 |
2,540.0 |
-36.0 |
-1.4% |
2,606.0 |
| High |
2,582.0 |
2,569.0 |
-13.0 |
-0.5% |
2,641.0 |
| Low |
2,517.0 |
2,532.0 |
15.0 |
0.6% |
2,559.0 |
| Close |
2,542.0 |
2,547.0 |
5.0 |
0.2% |
2,613.0 |
| Range |
65.0 |
37.0 |
-28.0 |
-43.1% |
82.0 |
| ATR |
44.7 |
44.2 |
-0.6 |
-1.2% |
0.0 |
| Volume |
148 |
263 |
115 |
77.7% |
1,133 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,660.3 |
2,640.7 |
2,567.4 |
|
| R3 |
2,623.3 |
2,603.7 |
2,557.2 |
|
| R2 |
2,586.3 |
2,586.3 |
2,553.8 |
|
| R1 |
2,566.7 |
2,566.7 |
2,550.4 |
2,576.5 |
| PP |
2,549.3 |
2,549.3 |
2,549.3 |
2,554.3 |
| S1 |
2,529.7 |
2,529.7 |
2,543.6 |
2,539.5 |
| S2 |
2,512.3 |
2,512.3 |
2,540.2 |
|
| S3 |
2,475.3 |
2,492.7 |
2,536.8 |
|
| S4 |
2,438.3 |
2,455.7 |
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 |
2,517.0 |
140.0 |
5.5% |
52.4 |
2.1% |
21% |
False |
False |
199 |
| 10 |
2,677.0 |
2,517.0 |
160.0 |
6.3% |
48.0 |
1.9% |
19% |
False |
False |
652 |
| 20 |
2,677.0 |
2,517.0 |
160.0 |
6.3% |
39.2 |
1.5% |
19% |
False |
False |
2,650 |
| 40 |
2,677.0 |
2,488.0 |
189.0 |
7.4% |
33.4 |
1.3% |
31% |
False |
False |
1,360 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.6% |
26.0 |
1.0% |
31% |
False |
False |
920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.3 |
|
2.618 |
2,665.9 |
|
1.618 |
2,628.9 |
|
1.000 |
2,606.0 |
|
0.618 |
2,591.9 |
|
HIGH |
2,569.0 |
|
0.618 |
2,554.9 |
|
0.500 |
2,550.5 |
|
0.382 |
2,546.1 |
|
LOW |
2,532.0 |
|
0.618 |
2,509.1 |
|
1.000 |
2,495.0 |
|
1.618 |
2,472.1 |
|
2.618 |
2,435.1 |
|
4.250 |
2,374.8 |
|
|