| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,562.17 |
1,570.25 |
8.08 |
0.5% |
1,556.89 |
| High |
1,573.66 |
1,571.47 |
-2.19 |
-0.1% |
1,570.28 |
| Low |
1,562.17 |
1,549.80 |
-12.37 |
-0.8% |
1,546.22 |
| Close |
1,570.25 |
1,553.69 |
-16.56 |
-1.1% |
1,569.19 |
| Range |
11.49 |
21.67 |
10.18 |
88.6% |
24.06 |
| ATR |
12.55 |
13.20 |
0.65 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,623.33 |
1,610.18 |
1,565.61 |
|
| R3 |
1,601.66 |
1,588.51 |
1,559.65 |
|
| R2 |
1,579.99 |
1,579.99 |
1,557.66 |
|
| R1 |
1,566.84 |
1,566.84 |
1,555.68 |
1,562.58 |
| PP |
1,558.32 |
1,558.32 |
1,558.32 |
1,556.19 |
| S1 |
1,545.17 |
1,545.17 |
1,551.70 |
1,540.91 |
| S2 |
1,536.65 |
1,536.65 |
1,549.72 |
|
| S3 |
1,514.98 |
1,523.50 |
1,547.73 |
|
| S4 |
1,493.31 |
1,501.83 |
1,541.77 |
|
|
| 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 |
1,549.80 |
23.86 |
1.5% |
13.33 |
0.9% |
16% |
False |
True |
|
| 10 |
1,573.66 |
1,543.55 |
30.11 |
1.9% |
13.78 |
0.9% |
34% |
False |
False |
|
| 20 |
1,573.66 |
1,538.11 |
35.55 |
2.3% |
11.77 |
0.8% |
44% |
False |
False |
|
| 40 |
1,573.66 |
1,485.01 |
88.65 |
5.7% |
12.94 |
0.8% |
77% |
False |
False |
|
| 60 |
1,573.66 |
1,451.64 |
122.02 |
7.9% |
11.78 |
0.8% |
84% |
False |
False |
|
| 80 |
1,573.66 |
1,398.11 |
175.55 |
11.3% |
12.48 |
0.8% |
89% |
False |
False |
|
| 100 |
1,573.66 |
1,343.35 |
230.31 |
14.8% |
13.29 |
0.9% |
91% |
False |
False |
|
| 120 |
1,573.66 |
1,343.35 |
230.31 |
14.8% |
13.54 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,663.57 |
|
2.618 |
1,628.20 |
|
1.618 |
1,606.53 |
|
1.000 |
1,593.14 |
|
0.618 |
1,584.86 |
|
HIGH |
1,571.47 |
|
0.618 |
1,563.19 |
|
0.500 |
1,560.64 |
|
0.382 |
1,558.08 |
|
LOW |
1,549.80 |
|
0.618 |
1,536.41 |
|
1.000 |
1,528.13 |
|
1.618 |
1,514.74 |
|
2.618 |
1,493.07 |
|
4.250 |
1,457.70 |
|
|