| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2014 |
07-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
1,874.18 |
1,878.52 |
4.34 |
0.2% |
1,857.68 |
| High |
1,881.94 |
1,883.53 |
1.59 |
0.1% |
1,883.53 |
| Low |
1,874.18 |
1,870.56 |
-3.62 |
-0.2% |
1,834.44 |
| Close |
1,877.03 |
1,878.04 |
1.01 |
0.1% |
1,878.04 |
| Range |
7.76 |
12.97 |
5.21 |
67.1% |
49.09 |
| ATR |
16.90 |
16.62 |
-0.28 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,916.29 |
1,910.13 |
1,885.17 |
|
| R3 |
1,903.32 |
1,897.16 |
1,881.61 |
|
| R2 |
1,890.35 |
1,890.35 |
1,880.42 |
|
| R1 |
1,884.19 |
1,884.19 |
1,879.23 |
1,880.79 |
| PP |
1,877.38 |
1,877.38 |
1,877.38 |
1,875.67 |
| S1 |
1,871.22 |
1,871.22 |
1,876.85 |
1,867.82 |
| S2 |
1,864.41 |
1,864.41 |
1,875.66 |
|
| S3 |
1,851.44 |
1,858.25 |
1,874.47 |
|
| S4 |
1,838.47 |
1,845.28 |
1,870.91 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,012.61 |
1,994.41 |
1,905.04 |
|
| R3 |
1,963.52 |
1,945.32 |
1,891.54 |
|
| R2 |
1,914.43 |
1,914.43 |
1,887.04 |
|
| R1 |
1,896.23 |
1,896.23 |
1,882.54 |
1,905.33 |
| PP |
1,865.34 |
1,865.34 |
1,865.34 |
1,869.89 |
| S1 |
1,847.14 |
1,847.14 |
1,873.54 |
1,856.24 |
| S2 |
1,816.25 |
1,816.25 |
1,869.04 |
|
| S3 |
1,767.16 |
1,798.05 |
1,864.54 |
|
| S4 |
1,718.07 |
1,748.96 |
1,851.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,883.53 |
1,834.44 |
49.09 |
2.6% |
15.28 |
0.8% |
89% |
True |
False |
|
| 10 |
1,883.53 |
1,834.44 |
49.09 |
2.6% |
15.67 |
0.8% |
89% |
True |
False |
|
| 20 |
1,883.53 |
1,776.01 |
107.52 |
5.7% |
15.74 |
0.8% |
95% |
True |
False |
|
| 40 |
1,883.53 |
1,737.92 |
145.61 |
7.8% |
17.34 |
0.9% |
96% |
True |
False |
|
| 60 |
1,883.53 |
1,737.92 |
145.61 |
7.8% |
15.49 |
0.8% |
96% |
True |
False |
|
| 80 |
1,883.53 |
1,737.92 |
145.61 |
7.8% |
14.49 |
0.8% |
96% |
True |
False |
|
| 100 |
1,883.53 |
1,692.13 |
191.40 |
10.2% |
14.31 |
0.8% |
97% |
True |
False |
|
| 120 |
1,883.53 |
1,646.47 |
237.06 |
12.6% |
14.47 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,938.65 |
|
2.618 |
1,917.49 |
|
1.618 |
1,904.52 |
|
1.000 |
1,896.50 |
|
0.618 |
1,891.55 |
|
HIGH |
1,883.53 |
|
0.618 |
1,878.58 |
|
0.500 |
1,877.05 |
|
0.382 |
1,875.51 |
|
LOW |
1,870.56 |
|
0.618 |
1,862.54 |
|
1.000 |
1,857.59 |
|
1.618 |
1,849.57 |
|
2.618 |
1,836.60 |
|
4.250 |
1,815.44 |
|
|