| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,736.75 |
2,724.00 |
-12.75 |
-0.5% |
2,735.00 |
| High |
2,736.75 |
2,748.25 |
11.50 |
0.4% |
2,737.00 |
| Low |
2,736.75 |
2,724.00 |
-12.75 |
-0.5% |
2,690.50 |
| Close |
2,736.75 |
2,748.25 |
11.50 |
0.4% |
2,736.75 |
| Range |
0.00 |
24.25 |
24.25 |
|
46.50 |
| ATR |
19.07 |
19.44 |
0.37 |
1.9% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.00 |
2,804.75 |
2,761.50 |
|
| R3 |
2,788.75 |
2,780.50 |
2,755.00 |
|
| R2 |
2,764.50 |
2,764.50 |
2,752.75 |
|
| R1 |
2,756.25 |
2,756.25 |
2,750.50 |
2,760.50 |
| PP |
2,740.25 |
2,740.25 |
2,740.25 |
2,742.25 |
| S1 |
2,732.00 |
2,732.00 |
2,746.00 |
2,736.00 |
| S2 |
2,716.00 |
2,716.00 |
2,743.75 |
|
| S3 |
2,691.75 |
2,707.75 |
2,741.50 |
|
| S4 |
2,667.50 |
2,683.50 |
2,735.00 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.00 |
2,845.25 |
2,762.25 |
|
| R3 |
2,814.50 |
2,798.75 |
2,749.50 |
|
| R2 |
2,768.00 |
2,768.00 |
2,745.25 |
|
| R1 |
2,752.25 |
2,752.25 |
2,741.00 |
2,760.00 |
| PP |
2,721.50 |
2,721.50 |
2,721.50 |
2,725.25 |
| S1 |
2,705.75 |
2,705.75 |
2,732.50 |
2,713.50 |
| S2 |
2,675.00 |
2,675.00 |
2,728.25 |
|
| S3 |
2,628.50 |
2,659.25 |
2,724.00 |
|
| S4 |
2,582.00 |
2,612.75 |
2,711.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.25 |
2,695.75 |
52.50 |
1.9% |
11.25 |
0.4% |
100% |
True |
False |
1 |
| 10 |
2,768.75 |
2,690.50 |
78.25 |
2.8% |
10.00 |
0.4% |
74% |
False |
False |
1 |
| 20 |
2,768.75 |
2,690.50 |
78.25 |
2.8% |
8.50 |
0.3% |
74% |
False |
False |
1 |
| 40 |
2,768.75 |
2,690.50 |
78.25 |
2.8% |
5.50 |
0.2% |
74% |
False |
False |
1 |
| 60 |
2,768.75 |
2,574.25 |
194.50 |
7.1% |
4.50 |
0.2% |
89% |
False |
False |
1 |
| 80 |
2,768.75 |
2,504.50 |
264.25 |
9.6% |
3.25 |
0.1% |
92% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,851.25 |
|
2.618 |
2,811.75 |
|
1.618 |
2,787.50 |
|
1.000 |
2,772.50 |
|
0.618 |
2,763.25 |
|
HIGH |
2,748.25 |
|
0.618 |
2,739.00 |
|
0.500 |
2,736.00 |
|
0.382 |
2,733.25 |
|
LOW |
2,724.00 |
|
0.618 |
2,709.00 |
|
1.000 |
2,699.75 |
|
1.618 |
2,684.75 |
|
2.618 |
2,660.50 |
|
4.250 |
2,621.00 |
|
|