| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,537.50 |
1,540.25 |
2.75 |
0.2% |
1,536.75 |
| High |
1,545.50 |
1,544.50 |
-1.00 |
-0.1% |
1,551.25 |
| Low |
1,523.50 |
1,526.00 |
2.50 |
0.2% |
1,536.00 |
| Close |
1,540.25 |
1,536.00 |
-4.25 |
-0.3% |
1,547.00 |
| Range |
22.00 |
18.50 |
-3.50 |
-15.9% |
15.25 |
| ATR |
12.34 |
12.78 |
0.44 |
3.6% |
0.00 |
| Volume |
1,332 |
1,182 |
-150 |
-11.3% |
10,252 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.00 |
1,582.00 |
1,546.25 |
|
| R3 |
1,572.50 |
1,563.50 |
1,541.00 |
|
| R2 |
1,554.00 |
1,554.00 |
1,539.50 |
|
| R1 |
1,545.00 |
1,545.00 |
1,537.75 |
1,540.25 |
| PP |
1,535.50 |
1,535.50 |
1,535.50 |
1,533.00 |
| S1 |
1,526.50 |
1,526.50 |
1,534.25 |
1,521.75 |
| S2 |
1,517.00 |
1,517.00 |
1,532.50 |
|
| S3 |
1,498.50 |
1,508.00 |
1,531.00 |
|
| S4 |
1,480.00 |
1,489.50 |
1,525.75 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,590.50 |
1,584.00 |
1,555.50 |
|
| R3 |
1,575.25 |
1,568.75 |
1,551.25 |
|
| R2 |
1,560.00 |
1,560.00 |
1,549.75 |
|
| R1 |
1,553.50 |
1,553.50 |
1,548.50 |
1,556.75 |
| PP |
1,544.75 |
1,544.75 |
1,544.75 |
1,546.50 |
| S1 |
1,538.25 |
1,538.25 |
1,545.50 |
1,541.50 |
| S2 |
1,529.50 |
1,529.50 |
1,544.25 |
|
| S3 |
1,514.25 |
1,523.00 |
1,542.75 |
|
| S4 |
1,499.00 |
1,507.75 |
1,538.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,551.25 |
1,523.50 |
27.75 |
1.8% |
12.50 |
0.8% |
45% |
False |
False |
2,263 |
| 10 |
1,551.25 |
1,523.50 |
27.75 |
1.8% |
10.50 |
0.7% |
45% |
False |
False |
1,400 |
| 20 |
1,551.25 |
1,470.25 |
81.00 |
5.3% |
14.25 |
0.9% |
81% |
False |
False |
859 |
| 40 |
1,551.25 |
1,463.50 |
87.75 |
5.7% |
11.50 |
0.7% |
83% |
False |
False |
551 |
| 60 |
1,551.25 |
1,370.50 |
180.75 |
11.8% |
11.25 |
0.7% |
92% |
False |
False |
384 |
| 80 |
1,551.25 |
1,363.00 |
188.25 |
12.3% |
9.50 |
0.6% |
92% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,623.00 |
|
2.618 |
1,593.00 |
|
1.618 |
1,574.50 |
|
1.000 |
1,563.00 |
|
0.618 |
1,556.00 |
|
HIGH |
1,544.50 |
|
0.618 |
1,537.50 |
|
0.500 |
1,535.25 |
|
0.382 |
1,533.00 |
|
LOW |
1,526.00 |
|
0.618 |
1,514.50 |
|
1.000 |
1,507.50 |
|
1.618 |
1,496.00 |
|
2.618 |
1,477.50 |
|
4.250 |
1,447.50 |
|
|