| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4,977.0 |
4,984.0 |
7.0 |
0.1% |
5,139.0 |
| High |
5,000.0 |
5,008.0 |
8.0 |
0.2% |
5,177.0 |
| Low |
4,950.0 |
4,954.0 |
4.0 |
0.1% |
5,040.0 |
| Close |
4,973.0 |
4,970.0 |
-3.0 |
-0.1% |
5,134.0 |
| Range |
50.0 |
54.0 |
4.0 |
8.0% |
137.0 |
| ATR |
55.2 |
55.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
71,273 |
40,130 |
-31,143 |
-43.7% |
52,315 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,139.3 |
5,108.7 |
4,999.7 |
|
| R3 |
5,085.3 |
5,054.7 |
4,984.9 |
|
| R2 |
5,031.3 |
5,031.3 |
4,979.9 |
|
| R1 |
5,000.7 |
5,000.7 |
4,975.0 |
4,989.0 |
| PP |
4,977.3 |
4,977.3 |
4,977.3 |
4,971.5 |
| S1 |
4,946.7 |
4,946.7 |
4,965.1 |
4,935.0 |
| S2 |
4,923.3 |
4,923.3 |
4,960.1 |
|
| S3 |
4,869.3 |
4,892.7 |
4,955.2 |
|
| S4 |
4,815.3 |
4,838.7 |
4,940.3 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,528.0 |
5,468.0 |
5,209.4 |
|
| R3 |
5,391.0 |
5,331.0 |
5,171.7 |
|
| R2 |
5,254.0 |
5,254.0 |
5,159.1 |
|
| R1 |
5,194.0 |
5,194.0 |
5,146.6 |
5,155.5 |
| PP |
5,117.0 |
5,117.0 |
5,117.0 |
5,097.8 |
| S1 |
5,057.0 |
5,057.0 |
5,121.4 |
5,018.5 |
| S2 |
4,980.0 |
4,980.0 |
5,108.9 |
|
| S3 |
4,843.0 |
4,920.0 |
5,096.3 |
|
| S4 |
4,706.0 |
4,783.0 |
5,058.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,139.0 |
4,950.0 |
189.0 |
3.8% |
66.2 |
1.3% |
11% |
False |
False |
68,624 |
| 10 |
5,177.0 |
4,950.0 |
227.0 |
4.6% |
57.6 |
1.2% |
9% |
False |
False |
37,596 |
| 20 |
5,177.0 |
4,950.0 |
227.0 |
4.6% |
45.1 |
0.9% |
9% |
False |
False |
19,021 |
| 40 |
5,177.0 |
4,792.0 |
385.0 |
7.7% |
28.6 |
0.6% |
46% |
False |
False |
9,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,237.5 |
|
2.618 |
5,149.4 |
|
1.618 |
5,095.4 |
|
1.000 |
5,062.0 |
|
0.618 |
5,041.4 |
|
HIGH |
5,008.0 |
|
0.618 |
4,987.4 |
|
0.500 |
4,981.0 |
|
0.382 |
4,974.6 |
|
LOW |
4,954.0 |
|
0.618 |
4,920.6 |
|
1.000 |
4,900.0 |
|
1.618 |
4,866.6 |
|
2.618 |
4,812.6 |
|
4.250 |
4,724.5 |
|
|