| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,802.50 |
2,790.75 |
-11.75 |
-0.4% |
2,753.75 |
| High |
2,802.50 |
2,793.75 |
-8.75 |
-0.3% |
2,800.00 |
| Low |
2,771.25 |
2,789.00 |
17.75 |
0.6% |
2,753.75 |
| Close |
2,778.25 |
2,793.75 |
15.50 |
0.6% |
2,787.50 |
| Range |
31.25 |
4.75 |
-26.50 |
-84.8% |
46.25 |
| ATR |
20.61 |
20.25 |
-0.37 |
-1.8% |
0.00 |
| Volume |
8 |
20 |
12 |
150.0% |
42 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,806.50 |
2,804.75 |
2,796.25 |
|
| R3 |
2,801.75 |
2,800.00 |
2,795.00 |
|
| R2 |
2,797.00 |
2,797.00 |
2,794.50 |
|
| R1 |
2,795.25 |
2,795.25 |
2,794.25 |
2,796.00 |
| PP |
2,792.25 |
2,792.25 |
2,792.25 |
2,792.50 |
| S1 |
2,790.50 |
2,790.50 |
2,793.25 |
2,791.50 |
| S2 |
2,787.50 |
2,787.50 |
2,793.00 |
|
| S3 |
2,782.75 |
2,785.75 |
2,792.50 |
|
| S4 |
2,778.00 |
2,781.00 |
2,791.25 |
|
|
| 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 |
2,802.50 |
2,763.75 |
38.75 |
1.4% |
17.50 |
0.6% |
77% |
False |
False |
12 |
| 10 |
2,802.50 |
2,753.75 |
48.75 |
1.7% |
19.00 |
0.7% |
82% |
False |
False |
8 |
| 20 |
2,802.50 |
2,707.00 |
95.50 |
3.4% |
14.00 |
0.5% |
91% |
False |
False |
6 |
| 40 |
2,802.50 |
2,690.50 |
112.00 |
4.0% |
10.50 |
0.4% |
92% |
False |
False |
3 |
| 60 |
2,802.50 |
2,574.25 |
228.25 |
8.2% |
7.50 |
0.3% |
96% |
False |
False |
3 |
| 80 |
2,802.50 |
2,574.25 |
228.25 |
8.2% |
6.25 |
0.2% |
96% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.00 |
|
2.618 |
2,806.25 |
|
1.618 |
2,801.50 |
|
1.000 |
2,798.50 |
|
0.618 |
2,796.75 |
|
HIGH |
2,793.75 |
|
0.618 |
2,792.00 |
|
0.500 |
2,791.50 |
|
0.382 |
2,790.75 |
|
LOW |
2,789.00 |
|
0.618 |
2,786.00 |
|
1.000 |
2,784.25 |
|
1.618 |
2,781.25 |
|
2.618 |
2,776.50 |
|
4.250 |
2,768.75 |
|
|