| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,753.75 |
2,787.75 |
34.00 |
1.2% |
2,790.00 |
| High |
2,798.00 |
2,792.50 |
-5.50 |
-0.2% |
2,800.75 |
| Low |
2,753.75 |
2,761.00 |
7.25 |
0.3% |
2,786.00 |
| Close |
2,782.25 |
2,774.00 |
-8.25 |
-0.3% |
2,786.00 |
| Range |
44.25 |
31.50 |
-12.75 |
-28.8% |
14.75 |
| ATR |
17.89 |
18.87 |
0.97 |
5.4% |
0.00 |
| Volume |
3 |
6 |
3 |
100.0% |
45 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.25 |
2,853.75 |
2,791.25 |
|
| R3 |
2,838.75 |
2,822.25 |
2,782.75 |
|
| R2 |
2,807.25 |
2,807.25 |
2,779.75 |
|
| R1 |
2,790.75 |
2,790.75 |
2,777.00 |
2,783.25 |
| PP |
2,775.75 |
2,775.75 |
2,775.75 |
2,772.00 |
| S1 |
2,759.25 |
2,759.25 |
2,771.00 |
2,751.75 |
| S2 |
2,744.25 |
2,744.25 |
2,768.25 |
|
| S3 |
2,712.75 |
2,727.75 |
2,765.25 |
|
| S4 |
2,681.25 |
2,696.25 |
2,756.75 |
|
|
| 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% |
20.50 |
0.7% |
43% |
False |
False |
5 |
| 10 |
2,800.75 |
2,753.75 |
47.00 |
1.7% |
12.50 |
0.5% |
43% |
False |
False |
6 |
| 20 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
12.00 |
0.4% |
76% |
False |
False |
3 |
| 40 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
9.00 |
0.3% |
76% |
False |
False |
2 |
| 60 |
2,800.75 |
2,574.25 |
226.50 |
8.2% |
6.50 |
0.2% |
88% |
False |
False |
2 |
| 80 |
2,800.75 |
2,574.25 |
226.50 |
8.2% |
5.00 |
0.2% |
88% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,926.50 |
|
2.618 |
2,875.00 |
|
1.618 |
2,843.50 |
|
1.000 |
2,824.00 |
|
0.618 |
2,812.00 |
|
HIGH |
2,792.50 |
|
0.618 |
2,780.50 |
|
0.500 |
2,776.75 |
|
0.382 |
2,773.00 |
|
LOW |
2,761.00 |
|
0.618 |
2,741.50 |
|
1.000 |
2,729.50 |
|
1.618 |
2,710.00 |
|
2.618 |
2,678.50 |
|
4.250 |
2,627.00 |
|
|