| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,558.59 |
3,587.58 |
28.99 |
0.8% |
3,524.23 |
| High |
3,582.84 |
3,628.59 |
45.75 |
1.3% |
3,563.14 |
| Low |
3,557.78 |
3,585.08 |
27.30 |
0.8% |
3,418.88 |
| Close |
3,582.11 |
3,621.72 |
39.61 |
1.1% |
3,561.91 |
| Range |
25.06 |
43.51 |
18.45 |
73.6% |
144.26 |
| ATR |
45.54 |
45.60 |
0.07 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,742.33 |
3,725.53 |
3,645.65 |
|
| R3 |
3,698.82 |
3,682.02 |
3,633.69 |
|
| R2 |
3,655.31 |
3,655.31 |
3,629.70 |
|
| R1 |
3,638.51 |
3,638.51 |
3,625.71 |
3,646.91 |
| PP |
3,611.80 |
3,611.80 |
3,611.80 |
3,616.00 |
| S1 |
3,595.00 |
3,595.00 |
3,617.73 |
3,603.40 |
| S2 |
3,568.29 |
3,568.29 |
3,613.74 |
|
| S3 |
3,524.78 |
3,551.49 |
3,609.75 |
|
| S4 |
3,481.27 |
3,507.98 |
3,597.79 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,947.42 |
3,898.93 |
3,641.25 |
|
| R3 |
3,803.16 |
3,754.67 |
3,601.58 |
|
| R2 |
3,658.90 |
3,658.90 |
3,588.36 |
|
| R1 |
3,610.41 |
3,610.41 |
3,575.13 |
3,634.66 |
| PP |
3,514.64 |
3,514.64 |
3,514.64 |
3,526.77 |
| S1 |
3,466.15 |
3,466.15 |
3,548.69 |
3,490.40 |
| S2 |
3,370.38 |
3,370.38 |
3,535.46 |
|
| S3 |
3,226.12 |
3,321.89 |
3,522.24 |
|
| S4 |
3,081.86 |
3,177.63 |
3,482.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,628.59 |
3,418.88 |
209.71 |
5.8% |
42.09 |
1.2% |
97% |
True |
False |
|
| 10 |
3,628.59 |
3,418.88 |
209.71 |
5.8% |
46.83 |
1.3% |
97% |
True |
False |
|
| 20 |
3,634.65 |
3,418.88 |
215.77 |
6.0% |
40.88 |
1.1% |
94% |
False |
False |
|
| 40 |
3,634.65 |
3,418.88 |
215.77 |
6.0% |
35.19 |
1.0% |
94% |
False |
False |
|
| 60 |
3,634.65 |
3,359.31 |
275.34 |
7.6% |
32.00 |
0.9% |
95% |
False |
False |
|
| 80 |
3,634.65 |
3,264.23 |
370.42 |
10.2% |
32.03 |
0.9% |
97% |
False |
False |
|
| 100 |
3,634.65 |
3,117.69 |
516.96 |
14.3% |
32.36 |
0.9% |
97% |
False |
False |
|
| 120 |
3,634.65 |
3,053.26 |
581.39 |
16.1% |
31.90 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,813.51 |
|
2.618 |
3,742.50 |
|
1.618 |
3,698.99 |
|
1.000 |
3,672.10 |
|
0.618 |
3,655.48 |
|
HIGH |
3,628.59 |
|
0.618 |
3,611.97 |
|
0.500 |
3,606.84 |
|
0.382 |
3,601.70 |
|
LOW |
3,585.08 |
|
0.618 |
3,558.19 |
|
1.000 |
3,541.57 |
|
1.618 |
3,514.68 |
|
2.618 |
3,471.17 |
|
4.250 |
3,400.16 |
|
|