| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4,975.0 |
4,970.0 |
-5.0 |
-0.1% |
5,080.0 |
| High |
5,036.0 |
4,974.0 |
-62.0 |
-1.2% |
5,080.0 |
| Low |
4,974.0 |
4,947.0 |
-27.0 |
-0.5% |
4,932.0 |
| Close |
5,004.0 |
4,956.0 |
-48.0 |
-1.0% |
4,969.0 |
| Range |
62.0 |
27.0 |
-35.0 |
-56.5% |
148.0 |
| ATR |
56.4 |
56.5 |
0.0 |
0.1% |
0.0 |
| Volume |
23,979 |
21,721 |
-2,258 |
-9.4% |
346,122 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,040.0 |
5,025.0 |
4,970.9 |
|
| R3 |
5,013.0 |
4,998.0 |
4,963.4 |
|
| R2 |
4,986.0 |
4,986.0 |
4,961.0 |
|
| R1 |
4,971.0 |
4,971.0 |
4,958.5 |
4,965.0 |
| PP |
4,959.0 |
4,959.0 |
4,959.0 |
4,956.0 |
| S1 |
4,944.0 |
4,944.0 |
4,953.5 |
4,938.0 |
| S2 |
4,932.0 |
4,932.0 |
4,951.1 |
|
| S3 |
4,905.0 |
4,917.0 |
4,948.6 |
|
| S4 |
4,878.0 |
4,890.0 |
4,941.2 |
|
|
| 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 |
5,036.0 |
4,932.0 |
104.0 |
2.1% |
51.0 |
1.0% |
23% |
False |
False |
36,049 |
| 10 |
5,143.0 |
4,932.0 |
211.0 |
4.3% |
61.1 |
1.2% |
11% |
False |
False |
43,603 |
| 20 |
5,177.0 |
4,932.0 |
245.0 |
4.9% |
48.0 |
1.0% |
10% |
False |
False |
22,453 |
| 40 |
5,177.0 |
4,842.0 |
335.0 |
6.8% |
31.8 |
0.6% |
34% |
False |
False |
11,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,088.8 |
|
2.618 |
5,044.7 |
|
1.618 |
5,017.7 |
|
1.000 |
5,001.0 |
|
0.618 |
4,990.7 |
|
HIGH |
4,974.0 |
|
0.618 |
4,963.7 |
|
0.500 |
4,960.5 |
|
0.382 |
4,957.3 |
|
LOW |
4,947.0 |
|
0.618 |
4,930.3 |
|
1.000 |
4,920.0 |
|
1.618 |
4,903.3 |
|
2.618 |
4,876.3 |
|
4.250 |
4,832.3 |
|
|