| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,781.00 |
2,786.50 |
5.50 |
0.2% |
2,753.75 |
| High |
2,802.50 |
2,805.25 |
2.75 |
0.1% |
2,800.00 |
| Low |
2,769.75 |
2,786.50 |
16.75 |
0.6% |
2,753.75 |
| Close |
2,795.25 |
2,805.25 |
10.00 |
0.4% |
2,787.50 |
| Range |
32.75 |
18.75 |
-14.00 |
-42.7% |
46.25 |
| ATR |
21.14 |
20.97 |
-0.17 |
-0.8% |
0.00 |
| Volume |
4 |
8 |
4 |
100.0% |
42 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.25 |
2,849.00 |
2,815.50 |
|
| R3 |
2,836.50 |
2,830.25 |
2,810.50 |
|
| R2 |
2,817.75 |
2,817.75 |
2,808.75 |
|
| R1 |
2,811.50 |
2,811.50 |
2,807.00 |
2,814.50 |
| PP |
2,799.00 |
2,799.00 |
2,799.00 |
2,800.50 |
| S1 |
2,792.75 |
2,792.75 |
2,803.50 |
2,796.00 |
| S2 |
2,780.25 |
2,780.25 |
2,801.75 |
|
| S3 |
2,761.50 |
2,774.00 |
2,800.00 |
|
| S4 |
2,742.75 |
2,755.25 |
2,795.00 |
|
|
| 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 |
2,805.25 |
2,769.75 |
35.50 |
1.3% |
19.75 |
0.7% |
100% |
True |
False |
9 |
| 10 |
2,805.25 |
2,753.75 |
51.50 |
1.8% |
23.00 |
0.8% |
100% |
True |
False |
8 |
| 20 |
2,805.25 |
2,724.00 |
81.25 |
2.9% |
15.00 |
0.5% |
100% |
True |
False |
6 |
| 40 |
2,805.25 |
2,690.50 |
114.75 |
4.1% |
11.25 |
0.4% |
100% |
True |
False |
4 |
| 60 |
2,805.25 |
2,690.50 |
114.75 |
4.1% |
8.25 |
0.3% |
100% |
True |
False |
3 |
| 80 |
2,805.25 |
2,574.25 |
231.00 |
8.2% |
6.75 |
0.2% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.00 |
|
2.618 |
2,854.25 |
|
1.618 |
2,835.50 |
|
1.000 |
2,824.00 |
|
0.618 |
2,816.75 |
|
HIGH |
2,805.25 |
|
0.618 |
2,798.00 |
|
0.500 |
2,796.00 |
|
0.382 |
2,793.75 |
|
LOW |
2,786.50 |
|
0.618 |
2,775.00 |
|
1.000 |
2,767.75 |
|
1.618 |
2,756.25 |
|
2.618 |
2,737.50 |
|
4.250 |
2,706.75 |
|
|