| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,540.0 |
2,548.0 |
8.0 |
0.3% |
2,657.0 |
| High |
2,569.0 |
2,610.0 |
41.0 |
1.6% |
2,657.0 |
| Low |
2,532.0 |
2,548.0 |
16.0 |
0.6% |
2,517.0 |
| Close |
2,547.0 |
2,608.0 |
61.0 |
2.4% |
2,547.0 |
| Range |
37.0 |
62.0 |
25.0 |
67.6% |
140.0 |
| ATR |
44.2 |
45.5 |
1.3 |
3.0% |
0.0 |
| Volume |
263 |
157 |
-106 |
-40.3% |
865 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.7 |
2,753.3 |
2,642.1 |
|
| R3 |
2,712.7 |
2,691.3 |
2,625.1 |
|
| R2 |
2,650.7 |
2,650.7 |
2,619.4 |
|
| R1 |
2,629.3 |
2,629.3 |
2,613.7 |
2,640.0 |
| PP |
2,588.7 |
2,588.7 |
2,588.7 |
2,594.0 |
| S1 |
2,567.3 |
2,567.3 |
2,602.3 |
2,578.0 |
| S2 |
2,526.7 |
2,526.7 |
2,596.6 |
|
| S3 |
2,464.7 |
2,505.3 |
2,591.0 |
|
| S4 |
2,402.7 |
2,443.3 |
2,573.9 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.7 |
2,910.3 |
2,624.0 |
|
| R3 |
2,853.7 |
2,770.3 |
2,585.5 |
|
| R2 |
2,713.7 |
2,713.7 |
2,572.7 |
|
| R1 |
2,630.3 |
2,630.3 |
2,559.8 |
2,602.0 |
| PP |
2,573.7 |
2,573.7 |
2,573.7 |
2,559.5 |
| S1 |
2,490.3 |
2,490.3 |
2,534.2 |
2,462.0 |
| S2 |
2,433.7 |
2,433.7 |
2,521.3 |
|
| S3 |
2,293.7 |
2,350.3 |
2,508.5 |
|
| S4 |
2,153.7 |
2,210.3 |
2,470.0 |
|
|
| 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 |
5.4% |
57.8 |
2.2% |
65% |
False |
False |
204 |
| 10 |
2,657.0 |
2,517.0 |
140.0 |
5.4% |
50.6 |
1.9% |
65% |
False |
False |
215 |
| 20 |
2,677.0 |
2,517.0 |
160.0 |
6.1% |
40.2 |
1.5% |
57% |
False |
False |
2,646 |
| 40 |
2,677.0 |
2,488.0 |
189.0 |
7.2% |
34.8 |
1.3% |
63% |
False |
False |
1,364 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.4% |
26.9 |
1.0% |
62% |
False |
False |
923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,873.5 |
|
2.618 |
2,772.3 |
|
1.618 |
2,710.3 |
|
1.000 |
2,672.0 |
|
0.618 |
2,648.3 |
|
HIGH |
2,610.0 |
|
0.618 |
2,586.3 |
|
0.500 |
2,579.0 |
|
0.382 |
2,571.7 |
|
LOW |
2,548.0 |
|
0.618 |
2,509.7 |
|
1.000 |
2,486.0 |
|
1.618 |
2,447.7 |
|
2.618 |
2,385.7 |
|
4.250 |
2,284.5 |
|
|