| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,786.50 |
2,805.25 |
18.75 |
0.7% |
2,802.50 |
| High |
2,805.25 |
2,805.25 |
0.00 |
0.0% |
2,805.25 |
| Low |
2,786.50 |
2,782.25 |
-4.25 |
-0.2% |
2,769.75 |
| Close |
2,805.25 |
2,782.25 |
-23.00 |
-0.8% |
2,805.25 |
| Range |
18.75 |
23.00 |
4.25 |
22.7% |
35.50 |
| ATR |
20.97 |
21.11 |
0.15 |
0.7% |
0.00 |
| Volume |
8 |
4 |
-4 |
-50.0% |
40 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.00 |
2,843.50 |
2,795.00 |
|
| R3 |
2,836.00 |
2,820.50 |
2,788.50 |
|
| R2 |
2,813.00 |
2,813.00 |
2,786.50 |
|
| R1 |
2,797.50 |
2,797.50 |
2,784.25 |
2,793.75 |
| PP |
2,790.00 |
2,790.00 |
2,790.00 |
2,788.00 |
| S1 |
2,774.50 |
2,774.50 |
2,780.25 |
2,770.75 |
| S2 |
2,767.00 |
2,767.00 |
2,778.00 |
|
| S3 |
2,744.00 |
2,751.50 |
2,776.00 |
|
| S4 |
2,721.00 |
2,728.50 |
2,769.50 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.00 |
2,888.00 |
2,824.75 |
|
| R3 |
2,864.50 |
2,852.50 |
2,815.00 |
|
| R2 |
2,829.00 |
2,829.00 |
2,811.75 |
|
| R1 |
2,817.00 |
2,817.00 |
2,808.50 |
2,823.00 |
| PP |
2,793.50 |
2,793.50 |
2,793.50 |
2,796.50 |
| S1 |
2,781.50 |
2,781.50 |
2,802.00 |
2,787.50 |
| S2 |
2,758.00 |
2,758.00 |
2,798.75 |
|
| S3 |
2,722.50 |
2,746.00 |
2,795.50 |
|
| S4 |
2,687.00 |
2,710.50 |
2,785.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,805.25 |
2,769.75 |
35.50 |
1.3% |
22.00 |
0.8% |
35% |
True |
False |
8 |
| 10 |
2,805.25 |
2,753.75 |
51.50 |
1.9% |
23.75 |
0.9% |
55% |
True |
False |
8 |
| 20 |
2,805.25 |
2,724.00 |
81.25 |
2.9% |
16.25 |
0.6% |
72% |
True |
False |
7 |
| 40 |
2,805.25 |
2,690.50 |
114.75 |
4.1% |
12.00 |
0.4% |
80% |
True |
False |
4 |
| 60 |
2,805.25 |
2,690.50 |
114.75 |
4.1% |
8.75 |
0.3% |
80% |
True |
False |
3 |
| 80 |
2,805.25 |
2,574.25 |
231.00 |
8.3% |
7.00 |
0.3% |
90% |
True |
False |
2 |
| 100 |
2,805.25 |
2,504.50 |
300.75 |
10.8% |
5.75 |
0.2% |
92% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.00 |
|
2.618 |
2,865.50 |
|
1.618 |
2,842.50 |
|
1.000 |
2,828.25 |
|
0.618 |
2,819.50 |
|
HIGH |
2,805.25 |
|
0.618 |
2,796.50 |
|
0.500 |
2,793.75 |
|
0.382 |
2,791.00 |
|
LOW |
2,782.25 |
|
0.618 |
2,768.00 |
|
1.000 |
2,759.25 |
|
1.618 |
2,745.00 |
|
2.618 |
2,722.00 |
|
4.250 |
2,684.50 |
|
|