| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,586.0 |
2,584.0 |
-2.0 |
-0.1% |
2,657.0 |
| High |
2,603.0 |
2,599.0 |
-4.0 |
-0.2% |
2,657.0 |
| Low |
2,565.0 |
2,547.0 |
-18.0 |
-0.7% |
2,517.0 |
| Close |
2,571.0 |
2,554.0 |
-17.0 |
-0.7% |
2,547.0 |
| Range |
38.0 |
52.0 |
14.0 |
36.8% |
140.0 |
| ATR |
45.3 |
45.8 |
0.5 |
1.1% |
0.0 |
| Volume |
110 |
450 |
340 |
309.1% |
865 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,722.7 |
2,690.3 |
2,582.6 |
|
| R3 |
2,670.7 |
2,638.3 |
2,568.3 |
|
| R2 |
2,618.7 |
2,618.7 |
2,563.5 |
|
| R1 |
2,586.3 |
2,586.3 |
2,558.8 |
2,576.5 |
| PP |
2,566.7 |
2,566.7 |
2,566.7 |
2,561.8 |
| S1 |
2,534.3 |
2,534.3 |
2,549.2 |
2,524.5 |
| S2 |
2,514.7 |
2,514.7 |
2,544.5 |
|
| S3 |
2,462.7 |
2,482.3 |
2,539.7 |
|
| S4 |
2,410.7 |
2,430.3 |
2,525.4 |
|
|
| 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% |
50.8 |
2.0% |
40% |
False |
False |
225 |
| 10 |
2,657.0 |
2,517.0 |
140.0 |
5.5% |
47.9 |
1.9% |
26% |
False |
False |
211 |
| 20 |
2,677.0 |
2,517.0 |
160.0 |
6.3% |
40.1 |
1.6% |
23% |
False |
False |
2,379 |
| 40 |
2,677.0 |
2,488.0 |
189.0 |
7.4% |
34.7 |
1.4% |
35% |
False |
False |
1,376 |
| 60 |
2,681.0 |
2,488.0 |
193.0 |
7.6% |
28.1 |
1.1% |
34% |
False |
False |
932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.0 |
|
2.618 |
2,735.1 |
|
1.618 |
2,683.1 |
|
1.000 |
2,651.0 |
|
0.618 |
2,631.1 |
|
HIGH |
2,599.0 |
|
0.618 |
2,579.1 |
|
0.500 |
2,573.0 |
|
0.382 |
2,566.9 |
|
LOW |
2,547.0 |
|
0.618 |
2,514.9 |
|
1.000 |
2,495.0 |
|
1.618 |
2,462.9 |
|
2.618 |
2,410.9 |
|
4.250 |
2,326.0 |
|
|