| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,812.75 |
2,779.00 |
-33.75 |
-1.2% |
2,802.50 |
| High |
2,812.75 |
2,779.00 |
-33.75 |
-1.2% |
2,805.25 |
| Low |
2,781.00 |
2,779.00 |
-2.00 |
-0.1% |
2,769.75 |
| Close |
2,781.00 |
2,779.00 |
-2.00 |
-0.1% |
2,805.25 |
| Range |
31.75 |
0.00 |
-31.75 |
-100.0% |
35.50 |
| ATR |
22.63 |
21.15 |
-1.47 |
-6.5% |
0.00 |
| Volume |
30 |
31 |
1 |
3.3% |
40 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.00 |
2,779.00 |
2,779.00 |
|
| R3 |
2,779.00 |
2,779.00 |
2,779.00 |
|
| R2 |
2,779.00 |
2,779.00 |
2,779.00 |
|
| R1 |
2,779.00 |
2,779.00 |
2,779.00 |
2,779.00 |
| PP |
2,779.00 |
2,779.00 |
2,779.00 |
2,779.00 |
| S1 |
2,779.00 |
2,779.00 |
2,779.00 |
2,779.00 |
| S2 |
2,779.00 |
2,779.00 |
2,779.00 |
|
| S3 |
2,779.00 |
2,779.00 |
2,779.00 |
|
| S4 |
2,779.00 |
2,779.00 |
2,779.00 |
|
|
| 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 |
2,779.00 |
35.75 |
1.3% |
19.75 |
0.7% |
0% |
False |
True |
16 |
| 10 |
2,814.75 |
2,763.75 |
51.00 |
1.8% |
19.75 |
0.7% |
30% |
False |
False |
13 |
| 20 |
2,814.75 |
2,753.75 |
61.00 |
2.2% |
17.25 |
0.6% |
41% |
False |
False |
10 |
| 40 |
2,814.75 |
2,690.50 |
124.25 |
4.5% |
11.75 |
0.4% |
71% |
False |
False |
5 |
| 60 |
2,814.75 |
2,690.50 |
124.25 |
4.5% |
9.75 |
0.3% |
71% |
False |
False |
4 |
| 80 |
2,814.75 |
2,574.25 |
240.50 |
8.7% |
7.75 |
0.3% |
85% |
False |
False |
3 |
| 100 |
2,814.75 |
2,504.50 |
310.25 |
11.2% |
6.25 |
0.2% |
88% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.00 |
|
2.618 |
2,779.00 |
|
1.618 |
2,779.00 |
|
1.000 |
2,779.00 |
|
0.618 |
2,779.00 |
|
HIGH |
2,779.00 |
|
0.618 |
2,779.00 |
|
0.500 |
2,779.00 |
|
0.382 |
2,779.00 |
|
LOW |
2,779.00 |
|
0.618 |
2,779.00 |
|
1.000 |
2,779.00 |
|
1.618 |
2,779.00 |
|
2.618 |
2,779.00 |
|
4.250 |
2,779.00 |
|
|