| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,800.75 |
2,753.75 |
-47.00 |
-1.7% |
2,790.00 |
| High |
2,800.75 |
2,798.00 |
-2.75 |
-0.1% |
2,800.75 |
| Low |
2,786.00 |
2,753.75 |
-32.25 |
-1.2% |
2,786.00 |
| Close |
2,786.00 |
2,782.25 |
-3.75 |
-0.1% |
2,786.00 |
| Range |
14.75 |
44.25 |
29.50 |
200.0% |
14.75 |
| ATR |
15.87 |
17.89 |
2.03 |
12.8% |
0.00 |
| Volume |
3 |
3 |
0 |
0.0% |
45 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.75 |
2,890.75 |
2,806.50 |
|
| R3 |
2,866.50 |
2,846.50 |
2,794.50 |
|
| R2 |
2,822.25 |
2,822.25 |
2,790.25 |
|
| R1 |
2,802.25 |
2,802.25 |
2,786.25 |
2,812.25 |
| PP |
2,778.00 |
2,778.00 |
2,778.00 |
2,783.00 |
| S1 |
2,758.00 |
2,758.00 |
2,778.25 |
2,768.00 |
| S2 |
2,733.75 |
2,733.75 |
2,774.25 |
|
| S3 |
2,689.50 |
2,713.75 |
2,770.00 |
|
| S4 |
2,645.25 |
2,669.50 |
2,758.00 |
|
|
| 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 |
2,753.75 |
47.00 |
1.7% |
15.25 |
0.5% |
61% |
False |
True |
9 |
| 10 |
2,800.75 |
2,753.75 |
47.00 |
1.7% |
10.50 |
0.4% |
61% |
False |
True |
5 |
| 20 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
10.25 |
0.4% |
83% |
False |
False |
3 |
| 40 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
8.25 |
0.3% |
83% |
False |
False |
2 |
| 60 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
5.75 |
0.2% |
92% |
False |
False |
2 |
| 80 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
4.75 |
0.2% |
92% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,986.00 |
|
2.618 |
2,913.75 |
|
1.618 |
2,869.50 |
|
1.000 |
2,842.25 |
|
0.618 |
2,825.25 |
|
HIGH |
2,798.00 |
|
0.618 |
2,781.00 |
|
0.500 |
2,776.00 |
|
0.382 |
2,770.75 |
|
LOW |
2,753.75 |
|
0.618 |
2,726.50 |
|
1.000 |
2,709.50 |
|
1.618 |
2,682.25 |
|
2.618 |
2,638.00 |
|
4.250 |
2,565.75 |
|
|