| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,779.57 |
2,787.27 |
7.70 |
0.3% |
2,771.53 |
| High |
2,787.85 |
2,803.96 |
16.11 |
0.6% |
2,811.48 |
| Low |
2,768.79 |
2,783.69 |
14.90 |
0.5% |
2,763.12 |
| Close |
2,774.85 |
2,800.81 |
25.96 |
0.9% |
2,800.81 |
| Range |
19.06 |
20.27 |
1.21 |
6.3% |
48.36 |
| ATR |
28.23 |
28.29 |
0.06 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.96 |
2,849.16 |
2,811.96 |
|
| R3 |
2,836.69 |
2,828.89 |
2,806.38 |
|
| R2 |
2,816.42 |
2,816.42 |
2,804.53 |
|
| R1 |
2,808.62 |
2,808.62 |
2,802.67 |
2,812.52 |
| PP |
2,796.15 |
2,796.15 |
2,796.15 |
2,798.11 |
| S1 |
2,788.35 |
2,788.35 |
2,798.95 |
2,792.25 |
| S2 |
2,775.88 |
2,775.88 |
2,797.09 |
|
| S3 |
2,755.61 |
2,768.08 |
2,795.24 |
|
| S4 |
2,735.34 |
2,747.81 |
2,789.66 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,936.88 |
2,917.21 |
2,827.41 |
|
| R3 |
2,888.52 |
2,868.85 |
2,814.11 |
|
| R2 |
2,840.16 |
2,840.16 |
2,809.68 |
|
| R1 |
2,820.49 |
2,820.49 |
2,805.24 |
2,830.33 |
| PP |
2,791.80 |
2,791.80 |
2,791.80 |
2,796.72 |
| S1 |
2,772.13 |
2,772.13 |
2,796.38 |
2,781.97 |
| S2 |
2,743.44 |
2,743.44 |
2,791.94 |
|
| S3 |
2,695.08 |
2,723.77 |
2,787.51 |
|
| S4 |
2,646.72 |
2,675.41 |
2,774.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,811.48 |
2,763.12 |
48.36 |
1.7% |
27.29 |
1.0% |
78% |
False |
False |
|
| 10 |
2,812.29 |
2,763.12 |
49.17 |
1.8% |
22.73 |
0.8% |
77% |
False |
False |
|
| 20 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
26.57 |
0.9% |
90% |
False |
False |
|
| 40 |
2,812.73 |
2,689.83 |
122.90 |
4.4% |
25.46 |
0.9% |
90% |
False |
False |
|
| 60 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
25.26 |
0.9% |
94% |
False |
False |
|
| 80 |
2,812.73 |
2,598.57 |
214.16 |
7.6% |
26.34 |
0.9% |
94% |
False |
False |
|
| 100 |
2,812.73 |
2,494.38 |
318.35 |
11.4% |
27.80 |
1.0% |
96% |
False |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.6% |
28.69 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,890.11 |
|
2.618 |
2,857.03 |
|
1.618 |
2,836.76 |
|
1.000 |
2,824.23 |
|
0.618 |
2,816.49 |
|
HIGH |
2,803.96 |
|
0.618 |
2,796.22 |
|
0.500 |
2,793.83 |
|
0.382 |
2,791.43 |
|
LOW |
2,783.69 |
|
0.618 |
2,771.16 |
|
1.000 |
2,763.42 |
|
1.618 |
2,750.89 |
|
2.618 |
2,730.62 |
|
4.250 |
2,697.54 |
|
|