| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,568.77 |
1,562.17 |
-6.60 |
-0.4% |
1,556.89 |
| High |
1,570.57 |
1,573.66 |
3.09 |
0.2% |
1,570.28 |
| Low |
1,558.47 |
1,562.17 |
3.70 |
0.2% |
1,546.22 |
| Close |
1,562.17 |
1,570.25 |
8.08 |
0.5% |
1,569.19 |
| Range |
12.10 |
11.49 |
-0.61 |
-5.0% |
24.06 |
| ATR |
12.64 |
12.55 |
-0.08 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,603.16 |
1,598.20 |
1,576.57 |
|
| R3 |
1,591.67 |
1,586.71 |
1,573.41 |
|
| R2 |
1,580.18 |
1,580.18 |
1,572.36 |
|
| R1 |
1,575.22 |
1,575.22 |
1,571.30 |
1,577.70 |
| PP |
1,568.69 |
1,568.69 |
1,568.69 |
1,569.94 |
| S1 |
1,563.73 |
1,563.73 |
1,569.20 |
1,566.21 |
| S2 |
1,557.20 |
1,557.20 |
1,568.14 |
|
| S3 |
1,545.71 |
1,552.24 |
1,567.09 |
|
| S4 |
1,534.22 |
1,540.75 |
1,563.93 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,634.08 |
1,625.69 |
1,582.42 |
|
| R3 |
1,610.02 |
1,601.63 |
1,575.81 |
|
| R2 |
1,585.96 |
1,585.96 |
1,573.60 |
|
| R1 |
1,577.57 |
1,577.57 |
1,571.40 |
1,581.77 |
| PP |
1,561.90 |
1,561.90 |
1,561.90 |
1,563.99 |
| S1 |
1,553.51 |
1,553.51 |
1,566.98 |
1,557.71 |
| S2 |
1,537.84 |
1,537.84 |
1,564.78 |
|
| S3 |
1,513.78 |
1,529.45 |
1,562.57 |
|
| S4 |
1,489.72 |
1,505.39 |
1,555.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,573.66 |
1,551.69 |
21.97 |
1.4% |
11.44 |
0.7% |
84% |
True |
False |
|
| 10 |
1,573.66 |
1,538.57 |
35.09 |
2.2% |
13.48 |
0.9% |
90% |
True |
False |
|
| 20 |
1,573.66 |
1,528.64 |
45.02 |
2.9% |
11.42 |
0.7% |
92% |
True |
False |
|
| 40 |
1,573.66 |
1,485.01 |
88.65 |
5.6% |
12.77 |
0.8% |
96% |
True |
False |
|
| 60 |
1,573.66 |
1,451.64 |
122.02 |
7.8% |
11.57 |
0.7% |
97% |
True |
False |
|
| 80 |
1,573.66 |
1,398.11 |
175.55 |
11.2% |
12.42 |
0.8% |
98% |
True |
False |
|
| 100 |
1,573.66 |
1,343.35 |
230.31 |
14.7% |
13.23 |
0.8% |
99% |
True |
False |
|
| 120 |
1,573.66 |
1,343.35 |
230.31 |
14.7% |
13.48 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,622.49 |
|
2.618 |
1,603.74 |
|
1.618 |
1,592.25 |
|
1.000 |
1,585.15 |
|
0.618 |
1,580.76 |
|
HIGH |
1,573.66 |
|
0.618 |
1,569.27 |
|
0.500 |
1,567.92 |
|
0.382 |
1,566.56 |
|
LOW |
1,562.17 |
|
0.618 |
1,555.07 |
|
1.000 |
1,550.68 |
|
1.618 |
1,543.58 |
|
2.618 |
1,532.09 |
|
4.250 |
1,513.34 |
|
|