| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,810.04 |
2,771.53 |
-38.51 |
-1.4% |
2,798.13 |
| High |
2,810.24 |
2,803.45 |
-6.79 |
-0.2% |
2,812.29 |
| Low |
2,792.23 |
2,767.48 |
-24.75 |
-0.9% |
2,787.72 |
| Close |
2,799.41 |
2,792.30 |
-7.11 |
-0.3% |
2,799.41 |
| Range |
18.01 |
35.97 |
17.96 |
99.7% |
24.57 |
| ATR |
25.85 |
26.57 |
0.72 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.65 |
2,879.95 |
2,812.08 |
|
| R3 |
2,859.68 |
2,843.98 |
2,802.19 |
|
| R2 |
2,823.71 |
2,823.71 |
2,798.89 |
|
| R1 |
2,808.01 |
2,808.01 |
2,795.60 |
2,815.86 |
| PP |
2,787.74 |
2,787.74 |
2,787.74 |
2,791.67 |
| S1 |
2,772.04 |
2,772.04 |
2,789.00 |
2,779.89 |
| S2 |
2,751.77 |
2,751.77 |
2,785.71 |
|
| S3 |
2,715.80 |
2,736.07 |
2,782.41 |
|
| S4 |
2,679.83 |
2,700.10 |
2,772.52 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.52 |
2,861.03 |
2,812.92 |
|
| R3 |
2,848.95 |
2,836.46 |
2,806.17 |
|
| R2 |
2,824.38 |
2,824.38 |
2,803.91 |
|
| R1 |
2,811.89 |
2,811.89 |
2,801.66 |
2,818.14 |
| PP |
2,799.81 |
2,799.81 |
2,799.81 |
2,802.93 |
| S1 |
2,787.32 |
2,787.32 |
2,797.16 |
2,793.57 |
| S2 |
2,775.24 |
2,775.24 |
2,794.91 |
|
| S3 |
2,750.67 |
2,762.75 |
2,792.65 |
|
| S4 |
2,726.10 |
2,738.18 |
2,785.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,812.29 |
2,767.48 |
44.81 |
1.6% |
21.24 |
0.8% |
55% |
False |
True |
|
| 10 |
2,812.73 |
2,767.48 |
45.25 |
1.6% |
20.82 |
0.7% |
55% |
False |
True |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
27.15 |
1.0% |
83% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
24.88 |
0.9% |
83% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.7% |
24.89 |
0.9% |
90% |
False |
False |
|
| 80 |
2,812.73 |
2,570.66 |
242.07 |
8.7% |
26.29 |
0.9% |
92% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
28.37 |
1.0% |
94% |
False |
False |
|
| 120 |
2,878.38 |
2,494.38 |
384.00 |
13.8% |
28.88 |
1.0% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,956.32 |
|
2.618 |
2,897.62 |
|
1.618 |
2,861.65 |
|
1.000 |
2,839.42 |
|
0.618 |
2,825.68 |
|
HIGH |
2,803.45 |
|
0.618 |
2,789.71 |
|
0.500 |
2,785.47 |
|
0.382 |
2,781.22 |
|
LOW |
2,767.48 |
|
0.618 |
2,745.25 |
|
1.000 |
2,731.51 |
|
1.618 |
2,709.28 |
|
2.618 |
2,673.31 |
|
4.250 |
2,614.61 |
|
|