| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,497.50 |
1,499.25 |
1.75 |
0.1% |
1,505.00 |
| High |
1,505.00 |
1,514.75 |
9.75 |
0.6% |
1,511.50 |
| Low |
1,488.25 |
1,496.00 |
7.75 |
0.5% |
1,470.25 |
| Close |
1,504.25 |
1,513.50 |
9.25 |
0.6% |
1,504.25 |
| Range |
16.75 |
18.75 |
2.00 |
11.9% |
41.25 |
| ATR |
13.66 |
14.02 |
0.36 |
2.7% |
0.00 |
| Volume |
94 |
631 |
537 |
571.3% |
1,290 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,564.25 |
1,557.75 |
1,523.75 |
|
| R3 |
1,545.50 |
1,539.00 |
1,518.75 |
|
| R2 |
1,526.75 |
1,526.75 |
1,517.00 |
|
| R1 |
1,520.25 |
1,520.25 |
1,515.25 |
1,523.50 |
| PP |
1,508.00 |
1,508.00 |
1,508.00 |
1,509.75 |
| S1 |
1,501.50 |
1,501.50 |
1,511.75 |
1,504.75 |
| S2 |
1,489.25 |
1,489.25 |
1,510.00 |
|
| S3 |
1,470.50 |
1,482.75 |
1,508.25 |
|
| S4 |
1,451.75 |
1,464.00 |
1,503.25 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,619.00 |
1,603.00 |
1,527.00 |
|
| R3 |
1,577.75 |
1,561.75 |
1,515.50 |
|
| R2 |
1,536.50 |
1,536.50 |
1,511.75 |
|
| R1 |
1,520.50 |
1,520.50 |
1,508.00 |
1,508.00 |
| PP |
1,495.25 |
1,495.25 |
1,495.25 |
1,489.00 |
| S1 |
1,479.25 |
1,479.25 |
1,500.50 |
1,466.50 |
| S2 |
1,454.00 |
1,454.00 |
1,496.75 |
|
| S3 |
1,412.75 |
1,438.00 |
1,493.00 |
|
| S4 |
1,371.50 |
1,396.75 |
1,481.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,514.75 |
1,473.50 |
41.25 |
2.7% |
16.50 |
1.1% |
97% |
True |
False |
340 |
| 10 |
1,517.00 |
1,470.25 |
46.75 |
3.1% |
17.75 |
1.2% |
93% |
False |
False |
275 |
| 20 |
1,517.00 |
1,470.25 |
46.75 |
3.1% |
13.00 |
0.9% |
93% |
False |
False |
177 |
| 40 |
1,517.00 |
1,433.25 |
83.75 |
5.5% |
10.00 |
0.7% |
96% |
False |
False |
193 |
| 60 |
1,517.00 |
1,370.50 |
146.50 |
9.7% |
10.25 |
0.7% |
98% |
False |
False |
144 |
| 80 |
1,517.00 |
1,330.50 |
186.50 |
12.3% |
9.00 |
0.6% |
98% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,594.50 |
|
2.618 |
1,563.75 |
|
1.618 |
1,545.00 |
|
1.000 |
1,533.50 |
|
0.618 |
1,526.25 |
|
HIGH |
1,514.75 |
|
0.618 |
1,507.50 |
|
0.500 |
1,505.50 |
|
0.382 |
1,503.25 |
|
LOW |
1,496.00 |
|
0.618 |
1,484.50 |
|
1.000 |
1,477.25 |
|
1.618 |
1,465.75 |
|
2.618 |
1,447.00 |
|
4.250 |
1,416.25 |
|
|