| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,805.25 |
2,789.50 |
-15.75 |
-0.6% |
2,802.50 |
| High |
2,805.25 |
2,814.75 |
9.50 |
0.3% |
2,805.25 |
| Low |
2,782.25 |
2,789.50 |
7.25 |
0.3% |
2,769.75 |
| Close |
2,782.25 |
2,806.75 |
24.50 |
0.9% |
2,805.25 |
| Range |
23.00 |
25.25 |
2.25 |
9.8% |
35.50 |
| ATR |
21.11 |
21.93 |
0.81 |
3.9% |
0.00 |
| Volume |
4 |
10 |
6 |
150.0% |
40 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.50 |
2,868.25 |
2,820.75 |
|
| R3 |
2,854.25 |
2,843.00 |
2,813.75 |
|
| R2 |
2,829.00 |
2,829.00 |
2,811.50 |
|
| R1 |
2,817.75 |
2,817.75 |
2,809.00 |
2,823.50 |
| PP |
2,803.75 |
2,803.75 |
2,803.75 |
2,806.50 |
| S1 |
2,792.50 |
2,792.50 |
2,804.50 |
2,798.00 |
| S2 |
2,778.50 |
2,778.50 |
2,802.00 |
|
| S3 |
2,753.25 |
2,767.25 |
2,799.75 |
|
| S4 |
2,728.00 |
2,742.00 |
2,792.75 |
|
|
| 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 |
2,814.75 |
2,769.75 |
45.00 |
1.6% |
21.00 |
0.7% |
82% |
True |
False |
9 |
| 10 |
2,814.75 |
2,761.00 |
53.75 |
1.9% |
22.00 |
0.8% |
85% |
True |
False |
9 |
| 20 |
2,814.75 |
2,753.75 |
61.00 |
2.2% |
16.25 |
0.6% |
87% |
True |
False |
7 |
| 40 |
2,814.75 |
2,690.50 |
124.25 |
4.4% |
12.50 |
0.4% |
94% |
True |
False |
4 |
| 60 |
2,814.75 |
2,690.50 |
124.25 |
4.4% |
9.25 |
0.3% |
94% |
True |
False |
3 |
| 80 |
2,814.75 |
2,574.25 |
240.50 |
8.6% |
7.50 |
0.3% |
97% |
True |
False |
2 |
| 100 |
2,814.75 |
2,504.50 |
310.25 |
11.1% |
6.00 |
0.2% |
97% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.00 |
|
2.618 |
2,880.75 |
|
1.618 |
2,855.50 |
|
1.000 |
2,840.00 |
|
0.618 |
2,830.25 |
|
HIGH |
2,814.75 |
|
0.618 |
2,805.00 |
|
0.500 |
2,802.00 |
|
0.382 |
2,799.25 |
|
LOW |
2,789.50 |
|
0.618 |
2,774.00 |
|
1.000 |
2,764.25 |
|
1.618 |
2,748.75 |
|
2.618 |
2,723.50 |
|
4.250 |
2,682.25 |
|
|