| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,838.00 |
2,845.00 |
7.00 |
0.2% |
2,757.00 |
| High |
2,840.25 |
2,845.00 |
4.75 |
0.2% |
2,850.50 |
| Low |
2,838.00 |
2,776.00 |
-62.00 |
-2.2% |
2,757.00 |
| Close |
2,840.25 |
2,777.25 |
-63.00 |
-2.2% |
2,840.25 |
| Range |
2.25 |
69.00 |
66.75 |
2,966.7% |
93.50 |
| ATR |
23.01 |
26.30 |
3.28 |
14.3% |
0.00 |
| Volume |
11 |
1 |
-10 |
-90.9% |
88 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,006.50 |
2,960.75 |
2,815.25 |
|
| R3 |
2,937.50 |
2,891.75 |
2,796.25 |
|
| R2 |
2,868.50 |
2,868.50 |
2,790.00 |
|
| R1 |
2,822.75 |
2,822.75 |
2,783.50 |
2,811.00 |
| PP |
2,799.50 |
2,799.50 |
2,799.50 |
2,793.50 |
| S1 |
2,753.75 |
2,753.75 |
2,771.00 |
2,742.00 |
| S2 |
2,730.50 |
2,730.50 |
2,764.50 |
|
| S3 |
2,661.50 |
2,684.75 |
2,758.25 |
|
| S4 |
2,592.50 |
2,615.75 |
2,739.25 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.50 |
3,061.75 |
2,891.75 |
|
| R3 |
3,003.00 |
2,968.25 |
2,866.00 |
|
| R2 |
2,909.50 |
2,909.50 |
2,857.50 |
|
| R1 |
2,874.75 |
2,874.75 |
2,848.75 |
2,892.00 |
| PP |
2,816.00 |
2,816.00 |
2,816.00 |
2,824.50 |
| S1 |
2,781.25 |
2,781.25 |
2,831.75 |
2,798.50 |
| S2 |
2,722.50 |
2,722.50 |
2,823.00 |
|
| S3 |
2,629.00 |
2,687.75 |
2,814.50 |
|
| S4 |
2,535.50 |
2,594.25 |
2,788.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,850.50 |
2,773.25 |
77.25 |
2.8% |
29.75 |
1.1% |
5% |
False |
False |
13 |
| 10 |
2,850.50 |
2,739.00 |
111.50 |
4.0% |
24.50 |
0.9% |
34% |
False |
False |
19 |
| 20 |
2,850.50 |
2,739.00 |
111.50 |
4.0% |
24.25 |
0.9% |
34% |
False |
False |
13 |
| 40 |
2,850.50 |
2,690.50 |
160.00 |
5.8% |
16.25 |
0.6% |
54% |
False |
False |
8 |
| 60 |
2,850.50 |
2,690.50 |
160.00 |
5.8% |
12.75 |
0.5% |
54% |
False |
False |
6 |
| 80 |
2,850.50 |
2,574.25 |
276.25 |
9.9% |
10.00 |
0.4% |
73% |
False |
False |
5 |
| 100 |
2,850.50 |
2,568.50 |
282.00 |
10.2% |
8.00 |
0.3% |
74% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,138.25 |
|
2.618 |
3,025.75 |
|
1.618 |
2,956.75 |
|
1.000 |
2,914.00 |
|
0.618 |
2,887.75 |
|
HIGH |
2,845.00 |
|
0.618 |
2,818.75 |
|
0.500 |
2,810.50 |
|
0.382 |
2,802.25 |
|
LOW |
2,776.00 |
|
0.618 |
2,733.25 |
|
1.000 |
2,707.00 |
|
1.618 |
2,664.25 |
|
2.618 |
2,595.25 |
|
4.250 |
2,482.75 |
|
|