| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,792.00 |
2,795.00 |
3.00 |
0.1% |
2,724.00 |
| High |
2,795.00 |
2,799.75 |
4.75 |
0.2% |
2,792.25 |
| Low |
2,789.00 |
2,793.50 |
4.50 |
0.2% |
2,724.00 |
| Close |
2,789.25 |
2,795.75 |
6.50 |
0.2% |
2,792.25 |
| Range |
6.00 |
6.25 |
0.25 |
4.2% |
68.25 |
| ATR |
16.37 |
15.95 |
-0.42 |
-2.6% |
0.00 |
| Volume |
11 |
3 |
-8 |
-72.7% |
11 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.00 |
2,811.75 |
2,799.25 |
|
| R3 |
2,808.75 |
2,805.50 |
2,797.50 |
|
| R2 |
2,802.50 |
2,802.50 |
2,797.00 |
|
| R1 |
2,799.25 |
2,799.25 |
2,796.25 |
2,801.00 |
| PP |
2,796.25 |
2,796.25 |
2,796.25 |
2,797.25 |
| S1 |
2,793.00 |
2,793.00 |
2,795.25 |
2,794.50 |
| S2 |
2,790.00 |
2,790.00 |
2,794.50 |
|
| S3 |
2,783.75 |
2,786.75 |
2,794.00 |
|
| S4 |
2,777.50 |
2,780.50 |
2,792.25 |
|
|
| 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 |
2,789.00 |
11.50 |
0.4% |
6.00 |
0.2% |
59% |
False |
False |
8 |
| 10 |
2,800.50 |
2,724.00 |
76.50 |
2.7% |
7.00 |
0.3% |
94% |
False |
False |
5 |
| 20 |
2,800.50 |
2,690.50 |
110.00 |
3.9% |
7.50 |
0.3% |
96% |
False |
False |
3 |
| 40 |
2,800.50 |
2,690.50 |
110.00 |
3.9% |
6.75 |
0.2% |
96% |
False |
False |
2 |
| 60 |
2,800.50 |
2,574.25 |
226.25 |
8.1% |
5.25 |
0.2% |
98% |
False |
False |
2 |
| 80 |
2,800.50 |
2,515.75 |
284.75 |
10.2% |
4.00 |
0.1% |
98% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.25 |
|
2.618 |
2,816.00 |
|
1.618 |
2,809.75 |
|
1.000 |
2,806.00 |
|
0.618 |
2,803.50 |
|
HIGH |
2,799.75 |
|
0.618 |
2,797.25 |
|
0.500 |
2,796.50 |
|
0.382 |
2,796.00 |
|
LOW |
2,793.50 |
|
0.618 |
2,789.75 |
|
1.000 |
2,787.25 |
|
1.618 |
2,783.50 |
|
2.618 |
2,777.25 |
|
4.250 |
2,767.00 |
|
|