| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,790.75 |
2,781.00 |
-9.75 |
-0.3% |
2,753.75 |
| High |
2,793.75 |
2,802.50 |
8.75 |
0.3% |
2,800.00 |
| Low |
2,789.00 |
2,769.75 |
-19.25 |
-0.7% |
2,753.75 |
| Close |
2,793.75 |
2,795.25 |
1.50 |
0.1% |
2,787.50 |
| Range |
4.75 |
32.75 |
28.00 |
589.5% |
46.25 |
| ATR |
20.25 |
21.14 |
0.89 |
4.4% |
0.00 |
| Volume |
20 |
4 |
-16 |
-80.0% |
42 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,887.50 |
2,874.00 |
2,813.25 |
|
| R3 |
2,854.75 |
2,841.25 |
2,804.25 |
|
| R2 |
2,822.00 |
2,822.00 |
2,801.25 |
|
| R1 |
2,808.50 |
2,808.50 |
2,798.25 |
2,815.25 |
| PP |
2,789.25 |
2,789.25 |
2,789.25 |
2,792.50 |
| S1 |
2,775.75 |
2,775.75 |
2,792.25 |
2,782.50 |
| S2 |
2,756.50 |
2,756.50 |
2,789.25 |
|
| S3 |
2,723.75 |
2,743.00 |
2,786.25 |
|
| S4 |
2,691.00 |
2,710.25 |
2,777.25 |
|
|
| 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% |
19.75 |
0.7% |
81% |
True |
False |
11 |
| 10 |
2,802.50 |
2,753.75 |
48.75 |
1.7% |
21.75 |
0.8% |
85% |
True |
False |
8 |
| 20 |
2,802.50 |
2,724.00 |
78.50 |
2.8% |
14.75 |
0.5% |
91% |
True |
False |
6 |
| 40 |
2,802.50 |
2,690.50 |
112.00 |
4.0% |
10.75 |
0.4% |
94% |
True |
False |
3 |
| 60 |
2,802.50 |
2,642.75 |
159.75 |
5.7% |
8.00 |
0.3% |
95% |
True |
False |
3 |
| 80 |
2,802.50 |
2,574.25 |
228.25 |
8.2% |
6.50 |
0.2% |
97% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,941.75 |
|
2.618 |
2,888.25 |
|
1.618 |
2,855.50 |
|
1.000 |
2,835.25 |
|
0.618 |
2,822.75 |
|
HIGH |
2,802.50 |
|
0.618 |
2,790.00 |
|
0.500 |
2,786.00 |
|
0.382 |
2,782.25 |
|
LOW |
2,769.75 |
|
0.618 |
2,749.50 |
|
1.000 |
2,737.00 |
|
1.618 |
2,716.75 |
|
2.618 |
2,684.00 |
|
4.250 |
2,630.50 |
|
|