| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,778.50 |
2,785.00 |
6.50 |
0.2% |
2,735.00 |
| High |
2,778.50 |
2,789.50 |
11.00 |
0.4% |
2,737.00 |
| Low |
2,778.50 |
2,785.00 |
6.50 |
0.2% |
2,690.50 |
| Close |
2,778.50 |
2,789.50 |
11.00 |
0.4% |
2,736.75 |
| Range |
0.00 |
4.50 |
4.50 |
|
46.50 |
| ATR |
20.00 |
19.36 |
-0.64 |
-3.2% |
0.00 |
| Volume |
3 |
5 |
2 |
66.7% |
9 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.50 |
2,800.00 |
2,792.00 |
|
| R3 |
2,797.00 |
2,795.50 |
2,790.75 |
|
| R2 |
2,792.50 |
2,792.50 |
2,790.25 |
|
| R1 |
2,791.00 |
2,791.00 |
2,790.00 |
2,791.75 |
| PP |
2,788.00 |
2,788.00 |
2,788.00 |
2,788.50 |
| S1 |
2,786.50 |
2,786.50 |
2,789.00 |
2,787.25 |
| S2 |
2,783.50 |
2,783.50 |
2,788.75 |
|
| S3 |
2,779.00 |
2,782.00 |
2,788.25 |
|
| S4 |
2,774.50 |
2,777.50 |
2,787.00 |
|
|
| 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 |
2,789.50 |
2,724.00 |
65.50 |
2.3% |
8.25 |
0.3% |
100% |
True |
False |
2 |
| 10 |
2,789.50 |
2,690.50 |
99.00 |
3.5% |
11.75 |
0.4% |
100% |
True |
False |
2 |
| 20 |
2,789.50 |
2,690.50 |
99.00 |
3.5% |
6.50 |
0.2% |
100% |
True |
False |
1 |
| 40 |
2,789.50 |
2,690.50 |
99.00 |
3.5% |
6.00 |
0.2% |
100% |
True |
False |
1 |
| 60 |
2,789.50 |
2,574.25 |
215.25 |
7.7% |
4.75 |
0.2% |
100% |
True |
False |
1 |
| 80 |
2,789.50 |
2,504.50 |
285.00 |
10.2% |
3.50 |
0.1% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.50 |
|
2.618 |
2,801.25 |
|
1.618 |
2,796.75 |
|
1.000 |
2,794.00 |
|
0.618 |
2,792.25 |
|
HIGH |
2,789.50 |
|
0.618 |
2,787.75 |
|
0.500 |
2,787.25 |
|
0.382 |
2,786.75 |
|
LOW |
2,785.00 |
|
0.618 |
2,782.25 |
|
1.000 |
2,780.50 |
|
1.618 |
2,777.75 |
|
2.618 |
2,773.25 |
|
4.250 |
2,766.00 |
|
|