| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,854.47 |
2,841.26 |
-13.21 |
-0.5% |
2,772.30 |
| High |
2,857.35 |
2,849.16 |
-8.19 |
-0.3% |
2,863.66 |
| Low |
2,834.46 |
2,796.39 |
-38.07 |
-1.3% |
2,764.34 |
| Close |
2,856.48 |
2,797.47 |
-59.01 |
-2.1% |
2,856.48 |
| Range |
22.89 |
52.77 |
29.88 |
130.5% |
99.32 |
| ATR |
30.00 |
32.15 |
2.15 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,972.65 |
2,937.83 |
2,826.49 |
|
| R3 |
2,919.88 |
2,885.06 |
2,811.98 |
|
| R2 |
2,867.11 |
2,867.11 |
2,807.14 |
|
| R1 |
2,832.29 |
2,832.29 |
2,802.31 |
2,823.32 |
| PP |
2,814.34 |
2,814.34 |
2,814.34 |
2,809.85 |
| S1 |
2,779.52 |
2,779.52 |
2,792.63 |
2,770.55 |
| S2 |
2,761.57 |
2,761.57 |
2,787.80 |
|
| S3 |
2,708.80 |
2,726.75 |
2,782.96 |
|
| S4 |
2,656.03 |
2,673.98 |
2,768.45 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,126.12 |
3,090.62 |
2,911.11 |
|
| R3 |
3,026.80 |
2,991.30 |
2,883.79 |
|
| R2 |
2,927.48 |
2,927.48 |
2,874.69 |
|
| R1 |
2,891.98 |
2,891.98 |
2,865.58 |
2,909.73 |
| PP |
2,828.16 |
2,828.16 |
2,828.16 |
2,837.04 |
| S1 |
2,792.66 |
2,792.66 |
2,847.38 |
2,810.41 |
| S2 |
2,728.84 |
2,728.84 |
2,838.27 |
|
| S3 |
2,629.52 |
2,693.34 |
2,829.17 |
|
| S4 |
2,530.20 |
2,594.02 |
2,801.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,863.66 |
2,780.20 |
83.46 |
3.0% |
35.33 |
1.3% |
21% |
False |
False |
|
| 10 |
2,863.66 |
2,744.26 |
119.40 |
4.3% |
30.79 |
1.1% |
45% |
False |
False |
|
| 20 |
2,863.66 |
2,744.26 |
119.40 |
4.3% |
28.43 |
1.0% |
45% |
False |
False |
|
| 40 |
2,863.66 |
2,689.83 |
173.83 |
6.2% |
27.46 |
1.0% |
62% |
False |
False |
|
| 60 |
2,863.66 |
2,689.83 |
173.83 |
6.2% |
25.74 |
0.9% |
62% |
False |
False |
|
| 80 |
2,863.66 |
2,598.57 |
265.09 |
9.5% |
25.81 |
0.9% |
75% |
False |
False |
|
| 100 |
2,863.66 |
2,562.52 |
301.14 |
10.8% |
26.70 |
1.0% |
78% |
False |
False |
|
| 120 |
2,863.66 |
2,494.38 |
369.28 |
13.2% |
28.43 |
1.0% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.43 |
|
2.618 |
2,987.31 |
|
1.618 |
2,934.54 |
|
1.000 |
2,901.93 |
|
0.618 |
2,881.77 |
|
HIGH |
2,849.16 |
|
0.618 |
2,829.00 |
|
0.500 |
2,822.78 |
|
0.382 |
2,816.55 |
|
LOW |
2,796.39 |
|
0.618 |
2,763.78 |
|
1.000 |
2,743.62 |
|
1.618 |
2,711.01 |
|
2.618 |
2,658.24 |
|
4.250 |
2,572.12 |
|
|