| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1,514.75 |
1,527.00 |
12.25 |
0.8% |
1,505.00 |
| High |
1,530.50 |
1,532.75 |
2.25 |
0.1% |
1,511.50 |
| Low |
1,513.25 |
1,525.75 |
12.50 |
0.8% |
1,470.25 |
| Close |
1,525.50 |
1,528.00 |
2.50 |
0.2% |
1,504.25 |
| Range |
17.25 |
7.00 |
-10.25 |
-59.4% |
41.25 |
| ATR |
14.25 |
13.75 |
-0.50 |
-3.5% |
0.00 |
| Volume |
626 |
304 |
-322 |
-51.4% |
1,290 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.75 |
1,546.00 |
1,531.75 |
|
| R3 |
1,542.75 |
1,539.00 |
1,530.00 |
|
| R2 |
1,535.75 |
1,535.75 |
1,529.25 |
|
| R1 |
1,532.00 |
1,532.00 |
1,528.75 |
1,534.00 |
| PP |
1,528.75 |
1,528.75 |
1,528.75 |
1,529.75 |
| S1 |
1,525.00 |
1,525.00 |
1,527.25 |
1,527.00 |
| S2 |
1,521.75 |
1,521.75 |
1,526.75 |
|
| S3 |
1,514.75 |
1,518.00 |
1,526.00 |
|
| S4 |
1,507.75 |
1,511.00 |
1,524.25 |
|
|
| 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 |
1,532.75 |
1,488.25 |
44.50 |
2.9% |
14.25 |
0.9% |
89% |
True |
False |
468 |
| 10 |
1,532.75 |
1,470.25 |
62.50 |
4.1% |
16.75 |
1.1% |
92% |
True |
False |
343 |
| 20 |
1,532.75 |
1,470.25 |
62.50 |
4.1% |
13.25 |
0.9% |
92% |
True |
False |
218 |
| 40 |
1,532.75 |
1,433.25 |
99.50 |
6.5% |
10.50 |
0.7% |
95% |
True |
False |
216 |
| 60 |
1,532.75 |
1,370.50 |
162.25 |
10.6% |
10.75 |
0.7% |
97% |
True |
False |
159 |
| 80 |
1,532.75 |
1,330.50 |
202.25 |
13.2% |
9.00 |
0.6% |
98% |
True |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,562.50 |
|
2.618 |
1,551.00 |
|
1.618 |
1,544.00 |
|
1.000 |
1,539.75 |
|
0.618 |
1,537.00 |
|
HIGH |
1,532.75 |
|
0.618 |
1,530.00 |
|
0.500 |
1,529.25 |
|
0.382 |
1,528.50 |
|
LOW |
1,525.75 |
|
0.618 |
1,521.50 |
|
1.000 |
1,518.75 |
|
1.618 |
1,514.50 |
|
2.618 |
1,507.50 |
|
4.250 |
1,496.00 |
|
|