| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,803.23 |
2,786.66 |
-16.57 |
-0.6% |
2,771.53 |
| High |
2,807.18 |
2,811.79 |
4.61 |
0.2% |
2,811.48 |
| Low |
2,796.39 |
2,783.86 |
-12.53 |
-0.4% |
2,763.12 |
| Close |
2,806.50 |
2,809.98 |
3.48 |
0.1% |
2,800.81 |
| Range |
10.79 |
27.93 |
17.14 |
158.9% |
48.36 |
| ATR |
28.17 |
28.15 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.67 |
2,875.75 |
2,825.34 |
|
| R3 |
2,857.74 |
2,847.82 |
2,817.66 |
|
| R2 |
2,829.81 |
2,829.81 |
2,815.10 |
|
| R1 |
2,819.89 |
2,819.89 |
2,812.54 |
2,824.85 |
| PP |
2,801.88 |
2,801.88 |
2,801.88 |
2,804.36 |
| S1 |
2,791.96 |
2,791.96 |
2,807.42 |
2,796.92 |
| S2 |
2,773.95 |
2,773.95 |
2,804.86 |
|
| S3 |
2,746.02 |
2,764.03 |
2,802.30 |
|
| S4 |
2,718.09 |
2,736.10 |
2,794.62 |
|
|
| 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% |
23.16 |
0.8% |
86% |
False |
False |
|
| 10 |
2,816.55 |
2,763.12 |
53.43 |
1.9% |
24.19 |
0.9% |
88% |
False |
False |
|
| 20 |
2,816.55 |
2,715.01 |
101.54 |
3.6% |
23.47 |
0.8% |
94% |
False |
False |
|
| 40 |
2,816.55 |
2,689.83 |
126.72 |
4.5% |
25.80 |
0.9% |
95% |
False |
False |
|
| 60 |
2,816.55 |
2,598.57 |
217.98 |
7.8% |
24.80 |
0.9% |
97% |
False |
False |
|
| 80 |
2,816.55 |
2,598.57 |
217.98 |
7.8% |
26.09 |
0.9% |
97% |
False |
False |
|
| 100 |
2,816.55 |
2,494.38 |
322.17 |
11.5% |
27.73 |
1.0% |
98% |
False |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.5% |
28.41 |
1.0% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,930.49 |
|
2.618 |
2,884.91 |
|
1.618 |
2,856.98 |
|
1.000 |
2,839.72 |
|
0.618 |
2,829.05 |
|
HIGH |
2,811.79 |
|
0.618 |
2,801.12 |
|
0.500 |
2,797.83 |
|
0.382 |
2,794.53 |
|
LOW |
2,783.86 |
|
0.618 |
2,766.60 |
|
1.000 |
2,755.93 |
|
1.618 |
2,738.67 |
|
2.618 |
2,710.74 |
|
4.250 |
2,665.16 |
|
|