| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4,984.0 |
4,946.0 |
-38.0 |
-0.8% |
5,080.0 |
| High |
5,008.0 |
4,994.0 |
-14.0 |
-0.3% |
5,080.0 |
| Low |
4,954.0 |
4,932.0 |
-22.0 |
-0.4% |
4,932.0 |
| Close |
4,970.0 |
4,969.0 |
-1.0 |
0.0% |
4,969.0 |
| Range |
54.0 |
62.0 |
8.0 |
14.8% |
148.0 |
| ATR |
55.1 |
55.6 |
0.5 |
0.9% |
0.0 |
| Volume |
40,130 |
23,145 |
-16,985 |
-42.3% |
346,122 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,151.0 |
5,122.0 |
5,003.1 |
|
| R3 |
5,089.0 |
5,060.0 |
4,986.1 |
|
| R2 |
5,027.0 |
5,027.0 |
4,980.4 |
|
| R1 |
4,998.0 |
4,998.0 |
4,974.7 |
5,012.5 |
| PP |
4,965.0 |
4,965.0 |
4,965.0 |
4,972.3 |
| S1 |
4,936.0 |
4,936.0 |
4,963.3 |
4,950.5 |
| S2 |
4,903.0 |
4,903.0 |
4,957.6 |
|
| S3 |
4,841.0 |
4,874.0 |
4,952.0 |
|
| S4 |
4,779.0 |
4,812.0 |
4,934.9 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,437.7 |
5,351.3 |
5,050.4 |
|
| R3 |
5,289.7 |
5,203.3 |
5,009.7 |
|
| R2 |
5,141.7 |
5,141.7 |
4,996.1 |
|
| R1 |
5,055.3 |
5,055.3 |
4,982.6 |
5,024.5 |
| PP |
4,993.7 |
4,993.7 |
4,993.7 |
4,978.3 |
| S1 |
4,907.3 |
4,907.3 |
4,955.4 |
4,876.5 |
| S2 |
4,845.7 |
4,845.7 |
4,941.9 |
|
| S3 |
4,697.7 |
4,759.3 |
4,928.3 |
|
| S4 |
4,549.7 |
4,611.3 |
4,887.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,080.0 |
4,932.0 |
148.0 |
3.0% |
61.0 |
1.2% |
25% |
False |
True |
69,224 |
| 10 |
5,177.0 |
4,932.0 |
245.0 |
4.9% |
60.9 |
1.2% |
15% |
False |
True |
39,843 |
| 20 |
5,177.0 |
4,932.0 |
245.0 |
4.9% |
46.6 |
0.9% |
15% |
False |
True |
20,174 |
| 40 |
5,177.0 |
4,837.0 |
340.0 |
6.8% |
29.8 |
0.6% |
39% |
False |
False |
10,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,257.5 |
|
2.618 |
5,156.3 |
|
1.618 |
5,094.3 |
|
1.000 |
5,056.0 |
|
0.618 |
5,032.3 |
|
HIGH |
4,994.0 |
|
0.618 |
4,970.3 |
|
0.500 |
4,963.0 |
|
0.382 |
4,955.7 |
|
LOW |
4,932.0 |
|
0.618 |
4,893.7 |
|
1.000 |
4,870.0 |
|
1.618 |
4,831.7 |
|
2.618 |
4,769.7 |
|
4.250 |
4,668.5 |
|
|