| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.00 |
2,783.00 |
59.00 |
2.2% |
2,735.00 |
| High |
2,748.25 |
2,787.50 |
39.25 |
1.4% |
2,737.00 |
| Low |
2,724.00 |
2,775.00 |
51.00 |
1.9% |
2,690.50 |
| Close |
2,748.25 |
2,787.50 |
39.25 |
1.4% |
2,736.75 |
| Range |
24.25 |
12.50 |
-11.75 |
-48.5% |
46.50 |
| ATR |
19.44 |
20.85 |
1.42 |
7.3% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
9 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.75 |
2,816.75 |
2,794.50 |
|
| R3 |
2,808.25 |
2,804.25 |
2,791.00 |
|
| R2 |
2,795.75 |
2,795.75 |
2,789.75 |
|
| R1 |
2,791.75 |
2,791.75 |
2,788.75 |
2,793.75 |
| PP |
2,783.25 |
2,783.25 |
2,783.25 |
2,784.50 |
| S1 |
2,779.25 |
2,779.25 |
2,786.25 |
2,781.25 |
| S2 |
2,770.75 |
2,770.75 |
2,785.25 |
|
| S3 |
2,758.25 |
2,766.75 |
2,784.00 |
|
| S4 |
2,745.75 |
2,754.25 |
2,780.50 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,861.00 |
2,845.25 |
2,762.25 |
|
| R3 |
2,814.50 |
2,798.75 |
2,749.50 |
|
| R2 |
2,768.00 |
2,768.00 |
2,745.25 |
|
| R1 |
2,752.25 |
2,752.25 |
2,741.00 |
2,760.00 |
| PP |
2,721.50 |
2,721.50 |
2,721.50 |
2,725.25 |
| S1 |
2,705.75 |
2,705.75 |
2,732.50 |
2,713.50 |
| S2 |
2,675.00 |
2,675.00 |
2,728.25 |
|
| S3 |
2,628.50 |
2,659.25 |
2,724.00 |
|
| S4 |
2,582.00 |
2,612.75 |
2,711.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,787.50 |
2,707.00 |
80.50 |
2.9% |
13.75 |
0.5% |
100% |
True |
False |
1 |
| 10 |
2,787.50 |
2,690.50 |
97.00 |
3.5% |
11.50 |
0.4% |
100% |
True |
False |
1 |
| 20 |
2,787.50 |
2,690.50 |
97.00 |
3.5% |
6.75 |
0.2% |
100% |
True |
False |
1 |
| 40 |
2,787.50 |
2,690.50 |
97.00 |
3.5% |
6.00 |
0.2% |
100% |
True |
False |
1 |
| 60 |
2,787.50 |
2,574.25 |
213.25 |
7.7% |
4.75 |
0.2% |
100% |
True |
False |
1 |
| 80 |
2,787.50 |
2,504.50 |
283.00 |
10.2% |
3.50 |
0.1% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.50 |
|
2.618 |
2,820.25 |
|
1.618 |
2,807.75 |
|
1.000 |
2,800.00 |
|
0.618 |
2,795.25 |
|
HIGH |
2,787.50 |
|
0.618 |
2,782.75 |
|
0.500 |
2,781.25 |
|
0.382 |
2,779.75 |
|
LOW |
2,775.00 |
|
0.618 |
2,767.25 |
|
1.000 |
2,762.50 |
|
1.618 |
2,754.75 |
|
2.618 |
2,742.25 |
|
4.250 |
2,722.00 |
|
|