| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
2,779.00 |
2,739.00 |
-40.00 |
-1.4% |
2,805.25 |
| High |
2,779.00 |
2,760.00 |
-19.00 |
-0.7% |
2,814.75 |
| Low |
2,779.00 |
2,739.00 |
-40.00 |
-1.4% |
2,739.00 |
| Close |
2,779.00 |
2,757.00 |
-22.00 |
-0.8% |
2,757.00 |
| Range |
0.00 |
21.00 |
21.00 |
|
75.75 |
| ATR |
21.15 |
22.50 |
1.35 |
6.4% |
0.00 |
| Volume |
31 |
31 |
0 |
0.0% |
106 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,815.00 |
2,807.00 |
2,768.50 |
|
| R3 |
2,794.00 |
2,786.00 |
2,762.75 |
|
| R2 |
2,773.00 |
2,773.00 |
2,760.75 |
|
| R1 |
2,765.00 |
2,765.00 |
2,759.00 |
2,769.00 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,754.00 |
| S1 |
2,744.00 |
2,744.00 |
2,755.00 |
2,748.00 |
| S2 |
2,731.00 |
2,731.00 |
2,753.25 |
|
| S3 |
2,710.00 |
2,723.00 |
2,751.25 |
|
| S4 |
2,689.00 |
2,702.00 |
2,745.50 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.50 |
2,953.00 |
2,798.75 |
|
| R3 |
2,921.75 |
2,877.25 |
2,777.75 |
|
| R2 |
2,846.00 |
2,846.00 |
2,771.00 |
|
| R1 |
2,801.50 |
2,801.50 |
2,764.00 |
2,786.00 |
| PP |
2,770.25 |
2,770.25 |
2,770.25 |
2,762.50 |
| S1 |
2,725.75 |
2,725.75 |
2,750.00 |
2,710.00 |
| S2 |
2,694.50 |
2,694.50 |
2,743.00 |
|
| S3 |
2,618.75 |
2,650.00 |
2,736.25 |
|
| S4 |
2,543.00 |
2,574.25 |
2,715.25 |
|
|
| 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 |
2,739.00 |
75.75 |
2.7% |
20.25 |
0.7% |
24% |
False |
True |
21 |
| 10 |
2,814.75 |
2,739.00 |
75.75 |
2.7% |
20.00 |
0.7% |
24% |
False |
True |
15 |
| 20 |
2,814.75 |
2,739.00 |
75.75 |
2.7% |
18.00 |
0.7% |
24% |
False |
True |
11 |
| 40 |
2,814.75 |
2,690.50 |
124.25 |
4.5% |
12.25 |
0.4% |
54% |
False |
False |
6 |
| 60 |
2,814.75 |
2,690.50 |
124.25 |
4.5% |
10.00 |
0.4% |
54% |
False |
False |
4 |
| 80 |
2,814.75 |
2,574.25 |
240.50 |
8.7% |
8.00 |
0.3% |
76% |
False |
False |
4 |
| 100 |
2,814.75 |
2,504.50 |
310.25 |
11.3% |
6.50 |
0.2% |
81% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,849.25 |
|
2.618 |
2,815.00 |
|
1.618 |
2,794.00 |
|
1.000 |
2,781.00 |
|
0.618 |
2,773.00 |
|
HIGH |
2,760.00 |
|
0.618 |
2,752.00 |
|
0.500 |
2,749.50 |
|
0.382 |
2,747.00 |
|
LOW |
2,739.00 |
|
0.618 |
2,726.00 |
|
1.000 |
2,718.00 |
|
1.618 |
2,705.00 |
|
2.618 |
2,684.00 |
|
4.250 |
2,649.75 |
|
|