| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,789.50 |
2,812.75 |
23.25 |
0.8% |
2,802.50 |
| High |
2,814.75 |
2,812.75 |
-2.00 |
-0.1% |
2,805.25 |
| Low |
2,789.50 |
2,781.00 |
-8.50 |
-0.3% |
2,769.75 |
| Close |
2,806.75 |
2,781.00 |
-25.75 |
-0.9% |
2,805.25 |
| Range |
25.25 |
31.75 |
6.50 |
25.7% |
35.50 |
| ATR |
21.93 |
22.63 |
0.70 |
3.2% |
0.00 |
| Volume |
10 |
30 |
20 |
200.0% |
40 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,886.75 |
2,865.75 |
2,798.50 |
|
| R3 |
2,855.00 |
2,834.00 |
2,789.75 |
|
| R2 |
2,823.25 |
2,823.25 |
2,786.75 |
|
| R1 |
2,802.25 |
2,802.25 |
2,784.00 |
2,797.00 |
| PP |
2,791.50 |
2,791.50 |
2,791.50 |
2,789.00 |
| S1 |
2,770.50 |
2,770.50 |
2,778.00 |
2,765.00 |
| S2 |
2,759.75 |
2,759.75 |
2,775.25 |
|
| S3 |
2,728.00 |
2,738.75 |
2,772.25 |
|
| S4 |
2,696.25 |
2,707.00 |
2,763.50 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.00 |
2,888.00 |
2,824.75 |
|
| R3 |
2,864.50 |
2,852.50 |
2,815.00 |
|
| R2 |
2,829.00 |
2,829.00 |
2,811.75 |
|
| R1 |
2,817.00 |
2,817.00 |
2,808.50 |
2,823.00 |
| PP |
2,793.50 |
2,793.50 |
2,793.50 |
2,796.50 |
| S1 |
2,781.50 |
2,781.50 |
2,802.00 |
2,787.50 |
| S2 |
2,758.00 |
2,758.00 |
2,798.75 |
|
| S3 |
2,722.50 |
2,746.00 |
2,795.50 |
|
| S4 |
2,687.00 |
2,710.50 |
2,785.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,814.75 |
2,769.75 |
45.00 |
1.6% |
26.25 |
0.9% |
25% |
False |
False |
11 |
| 10 |
2,814.75 |
2,763.75 |
51.00 |
1.8% |
22.00 |
0.8% |
34% |
False |
False |
11 |
| 20 |
2,814.75 |
2,753.75 |
61.00 |
2.2% |
17.25 |
0.6% |
45% |
False |
False |
9 |
| 40 |
2,814.75 |
2,690.50 |
124.25 |
4.5% |
12.00 |
0.4% |
73% |
False |
False |
5 |
| 60 |
2,814.75 |
2,690.50 |
124.25 |
4.5% |
9.75 |
0.3% |
73% |
False |
False |
3 |
| 80 |
2,814.75 |
2,574.25 |
240.50 |
8.6% |
7.75 |
0.3% |
86% |
False |
False |
3 |
| 100 |
2,814.75 |
2,504.50 |
310.25 |
11.2% |
6.25 |
0.2% |
89% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,947.75 |
|
2.618 |
2,895.75 |
|
1.618 |
2,864.00 |
|
1.000 |
2,844.50 |
|
0.618 |
2,832.25 |
|
HIGH |
2,812.75 |
|
0.618 |
2,800.50 |
|
0.500 |
2,797.00 |
|
0.382 |
2,793.25 |
|
LOW |
2,781.00 |
|
0.618 |
2,761.50 |
|
1.000 |
2,749.25 |
|
1.618 |
2,729.75 |
|
2.618 |
2,698.00 |
|
4.250 |
2,646.00 |
|
|