| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1,570.25 |
1,554.19 |
-16.06 |
-1.0% |
1,556.89 |
| High |
1,571.47 |
1,562.60 |
-8.87 |
-0.6% |
1,570.28 |
| Low |
1,549.80 |
1,552.52 |
2.72 |
0.2% |
1,546.22 |
| Close |
1,553.69 |
1,559.98 |
6.29 |
0.4% |
1,569.19 |
| Range |
21.67 |
10.08 |
-11.59 |
-53.5% |
24.06 |
| ATR |
13.20 |
12.98 |
-0.22 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,588.61 |
1,584.37 |
1,565.52 |
|
| R3 |
1,578.53 |
1,574.29 |
1,562.75 |
|
| R2 |
1,568.45 |
1,568.45 |
1,561.83 |
|
| R1 |
1,564.21 |
1,564.21 |
1,560.90 |
1,566.33 |
| PP |
1,558.37 |
1,558.37 |
1,558.37 |
1,559.43 |
| S1 |
1,554.13 |
1,554.13 |
1,559.06 |
1,556.25 |
| S2 |
1,548.29 |
1,548.29 |
1,558.13 |
|
| S3 |
1,538.21 |
1,544.05 |
1,557.21 |
|
| S4 |
1,528.13 |
1,533.97 |
1,554.44 |
|
|
| 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% |
12.91 |
0.8% |
43% |
False |
False |
|
| 10 |
1,573.66 |
1,543.55 |
30.11 |
1.9% |
13.47 |
0.9% |
55% |
False |
False |
|
| 20 |
1,573.66 |
1,538.57 |
35.09 |
2.2% |
11.91 |
0.8% |
61% |
False |
False |
|
| 40 |
1,573.66 |
1,485.01 |
88.65 |
5.7% |
12.71 |
0.8% |
85% |
False |
False |
|
| 60 |
1,573.66 |
1,451.64 |
122.02 |
7.8% |
11.81 |
0.8% |
89% |
False |
False |
|
| 80 |
1,573.66 |
1,398.11 |
175.55 |
11.3% |
12.50 |
0.8% |
92% |
False |
False |
|
| 100 |
1,573.66 |
1,343.35 |
230.31 |
14.8% |
12.99 |
0.8% |
94% |
False |
False |
|
| 120 |
1,573.66 |
1,343.35 |
230.31 |
14.8% |
13.56 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,605.44 |
|
2.618 |
1,588.99 |
|
1.618 |
1,578.91 |
|
1.000 |
1,572.68 |
|
0.618 |
1,568.83 |
|
HIGH |
1,562.60 |
|
0.618 |
1,558.75 |
|
0.500 |
1,557.56 |
|
0.382 |
1,556.37 |
|
LOW |
1,552.52 |
|
0.618 |
1,546.29 |
|
1.000 |
1,542.44 |
|
1.618 |
1,536.21 |
|
2.618 |
1,526.13 |
|
4.250 |
1,509.68 |
|
|