| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,779.00 |
2,778.25 |
-0.75 |
0.0% |
2,753.75 |
| High |
2,782.00 |
2,790.00 |
8.00 |
0.3% |
2,800.00 |
| Low |
2,763.75 |
2,778.25 |
14.50 |
0.5% |
2,753.75 |
| Close |
2,763.75 |
2,787.50 |
23.75 |
0.9% |
2,787.50 |
| Range |
18.25 |
11.75 |
-6.50 |
-35.6% |
46.25 |
| ATR |
19.30 |
19.79 |
0.50 |
2.6% |
0.00 |
| Volume |
16 |
7 |
-9 |
-56.3% |
42 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.50 |
2,815.75 |
2,794.00 |
|
| R3 |
2,808.75 |
2,804.00 |
2,790.75 |
|
| R2 |
2,797.00 |
2,797.00 |
2,789.75 |
|
| R1 |
2,792.25 |
2,792.25 |
2,788.50 |
2,794.50 |
| PP |
2,785.25 |
2,785.25 |
2,785.25 |
2,786.50 |
| S1 |
2,780.50 |
2,780.50 |
2,786.50 |
2,783.00 |
| S2 |
2,773.50 |
2,773.50 |
2,785.25 |
|
| S3 |
2,761.75 |
2,768.75 |
2,784.25 |
|
| S4 |
2,750.00 |
2,757.00 |
2,781.00 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.25 |
2,899.50 |
2,813.00 |
|
| R3 |
2,873.00 |
2,853.25 |
2,800.25 |
|
| R2 |
2,826.75 |
2,826.75 |
2,796.00 |
|
| R1 |
2,807.00 |
2,807.00 |
2,791.75 |
2,817.00 |
| PP |
2,780.50 |
2,780.50 |
2,780.50 |
2,785.25 |
| S1 |
2,760.75 |
2,760.75 |
2,783.25 |
2,770.50 |
| S2 |
2,734.25 |
2,734.25 |
2,779.00 |
|
| S3 |
2,688.00 |
2,714.50 |
2,774.75 |
|
| S4 |
2,641.75 |
2,668.25 |
2,762.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,800.00 |
2,753.75 |
46.25 |
1.7% |
25.50 |
0.9% |
73% |
False |
False |
8 |
| 10 |
2,800.75 |
2,753.75 |
47.00 |
1.7% |
17.00 |
0.6% |
72% |
False |
False |
8 |
| 20 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
14.50 |
0.5% |
88% |
False |
False |
5 |
| 40 |
2,800.75 |
2,690.50 |
110.25 |
4.0% |
9.75 |
0.3% |
88% |
False |
False |
3 |
| 60 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
7.00 |
0.2% |
94% |
False |
False |
2 |
| 80 |
2,800.75 |
2,574.25 |
226.50 |
8.1% |
5.75 |
0.2% |
94% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.00 |
|
2.618 |
2,820.75 |
|
1.618 |
2,809.00 |
|
1.000 |
2,801.75 |
|
0.618 |
2,797.25 |
|
HIGH |
2,790.00 |
|
0.618 |
2,785.50 |
|
0.500 |
2,784.00 |
|
0.382 |
2,782.75 |
|
LOW |
2,778.25 |
|
0.618 |
2,771.00 |
|
1.000 |
2,766.50 |
|
1.618 |
2,759.25 |
|
2.618 |
2,747.50 |
|
4.250 |
2,728.25 |
|
|