| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,810.75 |
2,803.23 |
-7.52 |
-0.3% |
2,771.53 |
| High |
2,816.55 |
2,807.18 |
-9.37 |
-0.3% |
2,811.48 |
| Low |
2,778.78 |
2,796.39 |
17.61 |
0.6% |
2,763.12 |
| Close |
2,789.45 |
2,806.50 |
17.05 |
0.6% |
2,800.81 |
| Range |
37.77 |
10.79 |
-26.98 |
-71.4% |
48.36 |
| ATR |
28.97 |
28.17 |
-0.80 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,835.73 |
2,831.90 |
2,812.43 |
|
| R3 |
2,824.94 |
2,821.11 |
2,809.47 |
|
| R2 |
2,814.15 |
2,814.15 |
2,808.48 |
|
| R1 |
2,810.32 |
2,810.32 |
2,807.49 |
2,812.24 |
| PP |
2,803.36 |
2,803.36 |
2,803.36 |
2,804.31 |
| S1 |
2,799.53 |
2,799.53 |
2,805.51 |
2,801.45 |
| S2 |
2,792.57 |
2,792.57 |
2,804.52 |
|
| S3 |
2,781.78 |
2,788.74 |
2,803.53 |
|
| S4 |
2,770.99 |
2,777.95 |
2,800.57 |
|
|
| 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 |
2,816.55 |
2,768.79 |
47.76 |
1.7% |
21.03 |
0.7% |
79% |
False |
False |
|
| 10 |
2,816.55 |
2,763.12 |
53.43 |
1.9% |
23.39 |
0.8% |
81% |
False |
False |
|
| 20 |
2,816.55 |
2,710.19 |
106.36 |
3.8% |
24.44 |
0.9% |
91% |
False |
False |
|
| 40 |
2,816.55 |
2,689.83 |
126.72 |
4.5% |
25.78 |
0.9% |
92% |
False |
False |
|
| 60 |
2,816.55 |
2,598.57 |
217.98 |
7.8% |
24.78 |
0.9% |
95% |
False |
False |
|
| 80 |
2,816.55 |
2,598.57 |
217.98 |
7.8% |
26.01 |
0.9% |
95% |
False |
False |
|
| 100 |
2,816.55 |
2,494.38 |
322.17 |
11.5% |
27.59 |
1.0% |
97% |
False |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.5% |
28.53 |
1.0% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,853.04 |
|
2.618 |
2,835.43 |
|
1.618 |
2,824.64 |
|
1.000 |
2,817.97 |
|
0.618 |
2,813.85 |
|
HIGH |
2,807.18 |
|
0.618 |
2,803.06 |
|
0.500 |
2,801.79 |
|
0.382 |
2,800.51 |
|
LOW |
2,796.39 |
|
0.618 |
2,789.72 |
|
1.000 |
2,785.60 |
|
1.618 |
2,778.93 |
|
2.618 |
2,768.14 |
|
4.250 |
2,750.53 |
|
|