| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
2,778.25 |
2,802.50 |
24.25 |
0.9% |
2,753.75 |
| High |
2,790.00 |
2,802.50 |
12.50 |
0.4% |
2,800.00 |
| Low |
2,778.25 |
2,771.25 |
-7.00 |
-0.3% |
2,753.75 |
| Close |
2,787.50 |
2,778.25 |
-9.25 |
-0.3% |
2,787.50 |
| Range |
11.75 |
31.25 |
19.50 |
166.0% |
46.25 |
| ATR |
19.79 |
20.61 |
0.82 |
4.1% |
0.00 |
| Volume |
7 |
8 |
1 |
14.3% |
42 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,877.75 |
2,859.25 |
2,795.50 |
|
| R3 |
2,846.50 |
2,828.00 |
2,786.75 |
|
| R2 |
2,815.25 |
2,815.25 |
2,784.00 |
|
| R1 |
2,796.75 |
2,796.75 |
2,781.00 |
2,790.50 |
| PP |
2,784.00 |
2,784.00 |
2,784.00 |
2,780.75 |
| S1 |
2,765.50 |
2,765.50 |
2,775.50 |
2,759.00 |
| S2 |
2,752.75 |
2,752.75 |
2,772.50 |
|
| S3 |
2,721.50 |
2,734.25 |
2,769.75 |
|
| S4 |
2,690.25 |
2,703.00 |
2,761.00 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.25 |
2,899.50 |
2,813.00 |
|
| R3 |
2,873.00 |
2,853.25 |
2,800.25 |
|
| R2 |
2,826.75 |
2,826.75 |
2,796.00 |
|
| R1 |
2,807.00 |
2,807.00 |
2,791.75 |
2,817.00 |
| PP |
2,780.50 |
2,780.50 |
2,780.50 |
2,785.25 |
| S1 |
2,760.75 |
2,760.75 |
2,783.25 |
2,770.50 |
| S2 |
2,734.25 |
2,734.25 |
2,779.00 |
|
| S3 |
2,688.00 |
2,714.50 |
2,774.75 |
|
| S4 |
2,641.75 |
2,668.25 |
2,762.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,802.50 |
2,761.00 |
41.50 |
1.5% |
23.00 |
0.8% |
42% |
True |
False |
9 |
| 10 |
2,802.50 |
2,753.75 |
48.75 |
1.8% |
19.00 |
0.7% |
50% |
True |
False |
9 |
| 20 |
2,802.50 |
2,695.75 |
106.75 |
3.8% |
14.00 |
0.5% |
77% |
True |
False |
5 |
| 40 |
2,802.50 |
2,690.50 |
112.00 |
4.0% |
10.50 |
0.4% |
78% |
True |
False |
3 |
| 60 |
2,802.50 |
2,574.25 |
228.25 |
8.2% |
7.50 |
0.3% |
89% |
True |
False |
2 |
| 80 |
2,802.50 |
2,574.25 |
228.25 |
8.2% |
6.00 |
0.2% |
89% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.25 |
|
2.618 |
2,884.25 |
|
1.618 |
2,853.00 |
|
1.000 |
2,833.75 |
|
0.618 |
2,821.75 |
|
HIGH |
2,802.50 |
|
0.618 |
2,790.50 |
|
0.500 |
2,787.00 |
|
0.382 |
2,783.25 |
|
LOW |
2,771.25 |
|
0.618 |
2,752.00 |
|
1.000 |
2,740.00 |
|
1.618 |
2,720.75 |
|
2.618 |
2,689.50 |
|
4.250 |
2,638.50 |
|
|