| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,787.75 |
2,778.00 |
-9.75 |
-0.3% |
2,790.00 |
| High |
2,792.50 |
2,800.00 |
7.50 |
0.3% |
2,800.75 |
| Low |
2,761.00 |
2,778.00 |
17.00 |
0.6% |
2,786.00 |
| Close |
2,774.00 |
2,779.50 |
5.50 |
0.2% |
2,786.00 |
| Range |
31.50 |
22.00 |
-9.50 |
-30.2% |
14.75 |
| ATR |
18.87 |
19.38 |
0.51 |
2.7% |
0.00 |
| Volume |
6 |
10 |
4 |
66.7% |
45 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.75 |
2,837.75 |
2,791.50 |
|
| R3 |
2,829.75 |
2,815.75 |
2,785.50 |
|
| R2 |
2,807.75 |
2,807.75 |
2,783.50 |
|
| R1 |
2,793.75 |
2,793.75 |
2,781.50 |
2,800.75 |
| PP |
2,785.75 |
2,785.75 |
2,785.75 |
2,789.50 |
| S1 |
2,771.75 |
2,771.75 |
2,777.50 |
2,778.75 |
| S2 |
2,763.75 |
2,763.75 |
2,775.50 |
|
| S3 |
2,741.75 |
2,749.75 |
2,773.50 |
|
| S4 |
2,719.75 |
2,727.75 |
2,767.50 |
|
|
| 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% |
23.75 |
0.9% |
55% |
False |
False |
5 |
| 10 |
2,800.75 |
2,753.75 |
47.00 |
1.7% |
14.75 |
0.5% |
55% |
False |
False |
7 |
| 20 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
13.00 |
0.5% |
81% |
False |
False |
4 |
| 40 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
9.25 |
0.3% |
81% |
False |
False |
2 |
| 60 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
6.50 |
0.2% |
91% |
False |
False |
2 |
| 80 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
5.25 |
0.2% |
91% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.50 |
|
2.618 |
2,857.50 |
|
1.618 |
2,835.50 |
|
1.000 |
2,822.00 |
|
0.618 |
2,813.50 |
|
HIGH |
2,800.00 |
|
0.618 |
2,791.50 |
|
0.500 |
2,789.00 |
|
0.382 |
2,786.50 |
|
LOW |
2,778.00 |
|
0.618 |
2,764.50 |
|
1.000 |
2,756.00 |
|
1.618 |
2,742.50 |
|
2.618 |
2,720.50 |
|
4.250 |
2,684.50 |
|
|