| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,790.00 |
2,790.75 |
0.75 |
0.0% |
2,724.00 |
| High |
2,800.50 |
2,793.75 |
-6.75 |
-0.2% |
2,792.25 |
| Low |
2,790.00 |
2,789.25 |
-0.75 |
0.0% |
2,724.00 |
| Close |
2,800.50 |
2,793.75 |
-6.75 |
-0.2% |
2,792.25 |
| Range |
10.50 |
4.50 |
-6.00 |
-57.1% |
68.25 |
| ATR |
17.63 |
17.17 |
-0.46 |
-2.6% |
0.00 |
| Volume |
1 |
27 |
26 |
2,600.0% |
11 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.75 |
2,804.25 |
2,796.25 |
|
| R3 |
2,801.25 |
2,799.75 |
2,795.00 |
|
| R2 |
2,796.75 |
2,796.75 |
2,794.50 |
|
| R1 |
2,795.25 |
2,795.25 |
2,794.25 |
2,796.00 |
| PP |
2,792.25 |
2,792.25 |
2,792.25 |
2,792.50 |
| S1 |
2,790.75 |
2,790.75 |
2,793.25 |
2,791.50 |
| S2 |
2,787.75 |
2,787.75 |
2,793.00 |
|
| S3 |
2,783.25 |
2,786.25 |
2,792.50 |
|
| S4 |
2,778.75 |
2,781.75 |
2,791.25 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.25 |
2,951.50 |
2,829.75 |
|
| R3 |
2,906.00 |
2,883.25 |
2,811.00 |
|
| R2 |
2,837.75 |
2,837.75 |
2,804.75 |
|
| R1 |
2,815.00 |
2,815.00 |
2,798.50 |
2,826.50 |
| PP |
2,769.50 |
2,769.50 |
2,769.50 |
2,775.25 |
| S1 |
2,746.75 |
2,746.75 |
2,786.00 |
2,758.00 |
| S2 |
2,701.25 |
2,701.25 |
2,779.75 |
|
| S3 |
2,633.00 |
2,678.50 |
2,773.50 |
|
| S4 |
2,564.75 |
2,610.25 |
2,754.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.50 |
2,778.50 |
22.00 |
0.8% |
4.50 |
0.2% |
69% |
False |
False |
7 |
| 10 |
2,800.50 |
2,707.00 |
93.50 |
3.3% |
9.25 |
0.3% |
93% |
False |
False |
4 |
| 20 |
2,800.50 |
2,690.50 |
110.00 |
3.9% |
7.25 |
0.3% |
94% |
False |
False |
2 |
| 40 |
2,800.50 |
2,690.50 |
110.00 |
3.9% |
6.50 |
0.2% |
94% |
False |
False |
2 |
| 60 |
2,800.50 |
2,574.25 |
226.25 |
8.1% |
5.00 |
0.2% |
97% |
False |
False |
1 |
| 80 |
2,800.50 |
2,504.50 |
296.00 |
10.6% |
3.75 |
0.1% |
98% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,813.00 |
|
2.618 |
2,805.50 |
|
1.618 |
2,801.00 |
|
1.000 |
2,798.25 |
|
0.618 |
2,796.50 |
|
HIGH |
2,793.75 |
|
0.618 |
2,792.00 |
|
0.500 |
2,791.50 |
|
0.382 |
2,791.00 |
|
LOW |
2,789.25 |
|
0.618 |
2,786.50 |
|
1.000 |
2,784.75 |
|
1.618 |
2,782.00 |
|
2.618 |
2,777.50 |
|
4.250 |
2,770.00 |
|
|