| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,614.0 |
2,625.0 |
11.0 |
0.4% |
2,527.0 |
| High |
2,628.0 |
2,662.0 |
34.0 |
1.3% |
2,662.0 |
| Low |
2,610.0 |
2,625.0 |
15.0 |
0.6% |
2,520.0 |
| Close |
2,617.0 |
2,656.0 |
39.0 |
1.5% |
2,656.0 |
| Range |
18.0 |
37.0 |
19.0 |
105.6% |
142.0 |
| ATR |
39.3 |
39.7 |
0.4 |
1.0% |
0.0 |
| Volume |
4,438 |
5,412 |
974 |
21.9% |
20,203 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.7 |
2,744.3 |
2,676.4 |
|
| R3 |
2,721.7 |
2,707.3 |
2,666.2 |
|
| R2 |
2,684.7 |
2,684.7 |
2,662.8 |
|
| R1 |
2,670.3 |
2,670.3 |
2,659.4 |
2,677.5 |
| PP |
2,647.7 |
2,647.7 |
2,647.7 |
2,651.3 |
| S1 |
2,633.3 |
2,633.3 |
2,652.6 |
2,640.5 |
| S2 |
2,610.7 |
2,610.7 |
2,649.2 |
|
| S3 |
2,573.7 |
2,596.3 |
2,645.8 |
|
| S4 |
2,536.7 |
2,559.3 |
2,635.7 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,038.7 |
2,989.3 |
2,734.1 |
|
| R3 |
2,896.7 |
2,847.3 |
2,695.1 |
|
| R2 |
2,754.7 |
2,754.7 |
2,682.0 |
|
| R1 |
2,705.3 |
2,705.3 |
2,669.0 |
2,730.0 |
| PP |
2,612.7 |
2,612.7 |
2,612.7 |
2,625.0 |
| S1 |
2,563.3 |
2,563.3 |
2,643.0 |
2,588.0 |
| S2 |
2,470.7 |
2,470.7 |
2,630.0 |
|
| S3 |
2,328.7 |
2,421.3 |
2,617.0 |
|
| S4 |
2,186.7 |
2,279.3 |
2,577.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,662.0 |
2,520.0 |
142.0 |
5.3% |
34.2 |
1.3% |
96% |
True |
False |
4,040 |
| 10 |
2,662.0 |
2,488.0 |
174.0 |
6.6% |
41.6 |
1.6% |
97% |
True |
False |
2,130 |
| 20 |
2,662.0 |
2,488.0 |
174.0 |
6.6% |
31.4 |
1.2% |
97% |
True |
False |
1,075 |
| 40 |
2,681.0 |
2,488.0 |
193.0 |
7.3% |
24.0 |
0.9% |
87% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,819.3 |
|
2.618 |
2,758.9 |
|
1.618 |
2,721.9 |
|
1.000 |
2,699.0 |
|
0.618 |
2,684.9 |
|
HIGH |
2,662.0 |
|
0.618 |
2,647.9 |
|
0.500 |
2,643.5 |
|
0.382 |
2,639.1 |
|
LOW |
2,625.0 |
|
0.618 |
2,602.1 |
|
1.000 |
2,588.0 |
|
1.618 |
2,565.1 |
|
2.618 |
2,528.1 |
|
4.250 |
2,467.8 |
|
|