| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,819.78 |
2,809.00 |
-10.78 |
-0.4% |
2,810.75 |
| High |
2,821.48 |
2,828.64 |
7.16 |
0.3% |
2,820.67 |
| Low |
2,789.76 |
2,808.72 |
18.96 |
0.7% |
2,778.78 |
| Close |
2,797.07 |
2,820.62 |
23.55 |
0.8% |
2,818.69 |
| Range |
31.72 |
19.92 |
-11.80 |
-37.2% |
41.89 |
| ATR |
27.61 |
27.89 |
0.28 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.09 |
2,869.77 |
2,831.58 |
|
| R3 |
2,859.17 |
2,849.85 |
2,826.10 |
|
| R2 |
2,839.25 |
2,839.25 |
2,824.27 |
|
| R1 |
2,829.93 |
2,829.93 |
2,822.45 |
2,834.59 |
| PP |
2,819.33 |
2,819.33 |
2,819.33 |
2,821.66 |
| S1 |
2,810.01 |
2,810.01 |
2,818.79 |
2,814.67 |
| S2 |
2,799.41 |
2,799.41 |
2,816.97 |
|
| S3 |
2,779.49 |
2,790.09 |
2,815.14 |
|
| S4 |
2,759.57 |
2,770.17 |
2,809.66 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,931.72 |
2,917.09 |
2,841.73 |
|
| R3 |
2,889.83 |
2,875.20 |
2,830.21 |
|
| R2 |
2,847.94 |
2,847.94 |
2,826.37 |
|
| R1 |
2,833.31 |
2,833.31 |
2,822.53 |
2,840.63 |
| PP |
2,806.05 |
2,806.05 |
2,806.05 |
2,809.70 |
| S1 |
2,791.42 |
2,791.42 |
2,814.85 |
2,798.74 |
| S2 |
2,764.16 |
2,764.16 |
2,811.01 |
|
| S3 |
2,722.27 |
2,749.53 |
2,807.17 |
|
| S4 |
2,680.38 |
2,707.64 |
2,795.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,828.64 |
2,783.86 |
44.78 |
1.6% |
21.30 |
0.8% |
82% |
True |
False |
|
| 10 |
2,828.64 |
2,763.12 |
65.52 |
2.3% |
24.47 |
0.9% |
88% |
True |
False |
|
| 20 |
2,828.64 |
2,763.12 |
65.52 |
2.3% |
22.65 |
0.8% |
88% |
True |
False |
|
| 40 |
2,828.64 |
2,689.83 |
138.81 |
4.9% |
25.65 |
0.9% |
94% |
True |
False |
|
| 60 |
2,828.64 |
2,689.83 |
138.81 |
4.9% |
23.85 |
0.8% |
94% |
True |
False |
|
| 80 |
2,828.64 |
2,598.57 |
230.07 |
8.2% |
26.12 |
0.9% |
97% |
True |
False |
|
| 100 |
2,828.64 |
2,494.38 |
334.26 |
11.9% |
27.32 |
1.0% |
98% |
True |
False |
|
| 120 |
2,845.97 |
2,494.38 |
351.59 |
12.5% |
28.31 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.30 |
|
2.618 |
2,880.79 |
|
1.618 |
2,860.87 |
|
1.000 |
2,848.56 |
|
0.618 |
2,840.95 |
|
HIGH |
2,828.64 |
|
0.618 |
2,821.03 |
|
0.500 |
2,818.68 |
|
0.382 |
2,816.33 |
|
LOW |
2,808.72 |
|
0.618 |
2,796.41 |
|
1.000 |
2,788.80 |
|
1.618 |
2,776.49 |
|
2.618 |
2,756.57 |
|
4.250 |
2,724.06 |
|
|