| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,795.00 |
2,800.75 |
5.75 |
0.2% |
2,790.00 |
| High |
2,799.75 |
2,800.75 |
1.00 |
0.0% |
2,800.75 |
| Low |
2,793.50 |
2,786.00 |
-7.50 |
-0.3% |
2,786.00 |
| Close |
2,795.75 |
2,786.00 |
-9.75 |
-0.3% |
2,786.00 |
| Range |
6.25 |
14.75 |
8.50 |
136.0% |
14.75 |
| ATR |
15.95 |
15.87 |
-0.09 |
-0.5% |
0.00 |
| Volume |
3 |
3 |
0 |
0.0% |
45 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.25 |
2,825.25 |
2,794.00 |
|
| R3 |
2,820.50 |
2,810.50 |
2,790.00 |
|
| R2 |
2,805.75 |
2,805.75 |
2,788.75 |
|
| R1 |
2,795.75 |
2,795.75 |
2,787.25 |
2,793.50 |
| PP |
2,791.00 |
2,791.00 |
2,791.00 |
2,789.75 |
| S1 |
2,781.00 |
2,781.00 |
2,784.75 |
2,778.50 |
| S2 |
2,776.25 |
2,776.25 |
2,783.25 |
|
| S3 |
2,761.50 |
2,766.25 |
2,782.00 |
|
| S4 |
2,746.75 |
2,751.50 |
2,778.00 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.25 |
2,825.25 |
2,794.00 |
|
| R3 |
2,820.50 |
2,810.50 |
2,790.00 |
|
| R2 |
2,805.75 |
2,805.75 |
2,788.75 |
|
| R1 |
2,795.75 |
2,795.75 |
2,787.25 |
2,793.50 |
| PP |
2,791.00 |
2,791.00 |
2,791.00 |
2,789.75 |
| S1 |
2,781.00 |
2,781.00 |
2,784.75 |
2,778.50 |
| S2 |
2,776.25 |
2,776.25 |
2,783.25 |
|
| S3 |
2,761.50 |
2,766.25 |
2,782.00 |
|
| S4 |
2,746.75 |
2,751.50 |
2,778.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.75 |
2,786.00 |
14.75 |
0.5% |
8.50 |
0.3% |
0% |
True |
True |
9 |
| 10 |
2,800.75 |
2,724.00 |
76.75 |
2.8% |
8.50 |
0.3% |
81% |
True |
False |
5 |
| 20 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
8.25 |
0.3% |
87% |
True |
False |
3 |
| 40 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
7.25 |
0.3% |
87% |
True |
False |
2 |
| 60 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
5.25 |
0.2% |
93% |
True |
False |
2 |
| 80 |
2,800.75 |
2,568.50 |
232.25 |
8.3% |
4.00 |
0.1% |
94% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.50 |
|
2.618 |
2,839.25 |
|
1.618 |
2,824.50 |
|
1.000 |
2,815.50 |
|
0.618 |
2,809.75 |
|
HIGH |
2,800.75 |
|
0.618 |
2,795.00 |
|
0.500 |
2,793.50 |
|
0.382 |
2,791.75 |
|
LOW |
2,786.00 |
|
0.618 |
2,777.00 |
|
1.000 |
2,771.25 |
|
1.618 |
2,762.25 |
|
2.618 |
2,747.50 |
|
4.250 |
2,723.25 |
|
|