| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,783.00 |
2,778.50 |
-4.50 |
-0.2% |
2,735.00 |
| High |
2,787.50 |
2,778.50 |
-9.00 |
-0.3% |
2,737.00 |
| Low |
2,775.00 |
2,778.50 |
3.50 |
0.1% |
2,690.50 |
| Close |
2,787.50 |
2,778.50 |
-9.00 |
-0.3% |
2,736.75 |
| Range |
12.50 |
0.00 |
-12.50 |
-100.0% |
46.50 |
| ATR |
20.85 |
20.00 |
-0.85 |
-4.1% |
0.00 |
| Volume |
1 |
3 |
2 |
200.0% |
9 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.50 |
2,778.50 |
2,778.50 |
|
| R3 |
2,778.50 |
2,778.50 |
2,778.50 |
|
| R2 |
2,778.50 |
2,778.50 |
2,778.50 |
|
| R1 |
2,778.50 |
2,778.50 |
2,778.50 |
2,778.50 |
| PP |
2,778.50 |
2,778.50 |
2,778.50 |
2,778.50 |
| S1 |
2,778.50 |
2,778.50 |
2,778.50 |
2,778.50 |
| S2 |
2,778.50 |
2,778.50 |
2,778.50 |
|
| S3 |
2,778.50 |
2,778.50 |
2,778.50 |
|
| S4 |
2,778.50 |
2,778.50 |
2,778.50 |
|
|
| 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 |
2,724.00 |
63.50 |
2.3% |
9.50 |
0.3% |
86% |
False |
False |
1 |
| 10 |
2,787.50 |
2,690.50 |
97.00 |
3.5% |
11.50 |
0.4% |
91% |
False |
False |
1 |
| 20 |
2,787.50 |
2,690.50 |
97.00 |
3.5% |
6.25 |
0.2% |
91% |
False |
False |
1 |
| 40 |
2,787.50 |
2,690.50 |
97.00 |
3.5% |
6.00 |
0.2% |
91% |
False |
False |
1 |
| 60 |
2,787.50 |
2,574.25 |
213.25 |
7.7% |
4.75 |
0.2% |
96% |
False |
False |
1 |
| 80 |
2,787.50 |
2,504.50 |
283.00 |
10.2% |
3.50 |
0.1% |
97% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,778.50 |
|
2.618 |
2,778.50 |
|
1.618 |
2,778.50 |
|
1.000 |
2,778.50 |
|
0.618 |
2,778.50 |
|
HIGH |
2,778.50 |
|
0.618 |
2,778.50 |
|
0.500 |
2,778.50 |
|
0.382 |
2,778.50 |
|
LOW |
2,778.50 |
|
0.618 |
2,778.50 |
|
1.000 |
2,778.50 |
|
1.618 |
2,778.50 |
|
2.618 |
2,778.50 |
|
4.250 |
2,778.50 |
|
|