| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,778.00 |
2,779.00 |
1.00 |
0.0% |
2,790.00 |
| High |
2,800.00 |
2,782.00 |
-18.00 |
-0.6% |
2,800.75 |
| Low |
2,778.00 |
2,763.75 |
-14.25 |
-0.5% |
2,786.00 |
| Close |
2,779.50 |
2,763.75 |
-15.75 |
-0.6% |
2,786.00 |
| Range |
22.00 |
18.25 |
-3.75 |
-17.0% |
14.75 |
| ATR |
19.38 |
19.30 |
-0.08 |
-0.4% |
0.00 |
| Volume |
10 |
16 |
6 |
60.0% |
45 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,824.50 |
2,812.50 |
2,773.75 |
|
| R3 |
2,806.25 |
2,794.25 |
2,768.75 |
|
| R2 |
2,788.00 |
2,788.00 |
2,767.00 |
|
| R1 |
2,776.00 |
2,776.00 |
2,765.50 |
2,773.00 |
| PP |
2,769.75 |
2,769.75 |
2,769.75 |
2,768.25 |
| S1 |
2,757.75 |
2,757.75 |
2,762.00 |
2,754.50 |
| S2 |
2,751.50 |
2,751.50 |
2,760.50 |
|
| S3 |
2,733.25 |
2,739.50 |
2,758.75 |
|
| S4 |
2,715.00 |
2,721.25 |
2,753.75 |
|
|
| 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% |
26.25 |
0.9% |
21% |
False |
False |
7 |
| 10 |
2,800.75 |
2,753.75 |
47.00 |
1.7% |
16.00 |
0.6% |
21% |
False |
False |
8 |
| 20 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
14.00 |
0.5% |
66% |
False |
False |
5 |
| 40 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
9.50 |
0.3% |
66% |
False |
False |
3 |
| 60 |
2,800.75 |
2,574.25 |
226.50 |
8.2% |
6.75 |
0.2% |
84% |
False |
False |
2 |
| 80 |
2,800.75 |
2,574.25 |
226.50 |
8.2% |
5.50 |
0.2% |
84% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,859.50 |
|
2.618 |
2,829.75 |
|
1.618 |
2,811.50 |
|
1.000 |
2,800.25 |
|
0.618 |
2,793.25 |
|
HIGH |
2,782.00 |
|
0.618 |
2,775.00 |
|
0.500 |
2,773.00 |
|
0.382 |
2,770.75 |
|
LOW |
2,763.75 |
|
0.618 |
2,752.50 |
|
1.000 |
2,745.50 |
|
1.618 |
2,734.25 |
|
2.618 |
2,716.00 |
|
4.250 |
2,686.25 |
|
|