| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,548.0 |
2,586.0 |
38.0 |
1.5% |
2,657.0 |
| High |
2,610.0 |
2,603.0 |
-7.0 |
-0.3% |
2,657.0 |
| Low |
2,548.0 |
2,565.0 |
17.0 |
0.7% |
2,517.0 |
| Close |
2,608.0 |
2,571.0 |
-37.0 |
-1.4% |
2,547.0 |
| Range |
62.0 |
38.0 |
-24.0 |
-38.7% |
140.0 |
| ATR |
45.5 |
45.3 |
-0.2 |
-0.4% |
0.0 |
| Volume |
157 |
110 |
-47 |
-29.9% |
865 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,693.7 |
2,670.3 |
2,591.9 |
|
| R3 |
2,655.7 |
2,632.3 |
2,581.5 |
|
| R2 |
2,617.7 |
2,617.7 |
2,578.0 |
|
| R1 |
2,594.3 |
2,594.3 |
2,574.5 |
2,587.0 |
| PP |
2,579.7 |
2,579.7 |
2,579.7 |
2,576.0 |
| S1 |
2,556.3 |
2,556.3 |
2,567.5 |
2,549.0 |
| S2 |
2,541.7 |
2,541.7 |
2,564.0 |
|
| S3 |
2,503.7 |
2,518.3 |
2,560.6 |
|
| S4 |
2,465.7 |
2,480.3 |
2,550.1 |
|
|
| 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 |
2,610.0 |
2,517.0 |
93.0 |
3.6% |
46.0 |
1.8% |
58% |
False |
False |
156 |
| 10 |
2,657.0 |
2,517.0 |
140.0 |
5.4% |
47.0 |
1.8% |
39% |
False |
False |
181 |
| 20 |
2,677.0 |
2,517.0 |
160.0 |
6.2% |
39.8 |
1.5% |
34% |
False |
False |
2,571 |
| 40 |
2,677.0 |
2,488.0 |
189.0 |
7.4% |
33.9 |
1.3% |
44% |
False |
False |
1,366 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.5% |
27.2 |
1.1% |
43% |
False |
False |
924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,764.5 |
|
2.618 |
2,702.5 |
|
1.618 |
2,664.5 |
|
1.000 |
2,641.0 |
|
0.618 |
2,626.5 |
|
HIGH |
2,603.0 |
|
0.618 |
2,588.5 |
|
0.500 |
2,584.0 |
|
0.382 |
2,579.5 |
|
LOW |
2,565.0 |
|
0.618 |
2,541.5 |
|
1.000 |
2,527.0 |
|
1.618 |
2,503.5 |
|
2.618 |
2,465.5 |
|
4.250 |
2,403.5 |
|
|