| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,668.72 |
3,654.85 |
-13.87 |
-0.4% |
3,558.59 |
| High |
3,679.69 |
3,676.89 |
-2.80 |
-0.1% |
3,671.04 |
| Low |
3,646.13 |
3,640.63 |
-5.50 |
-0.2% |
3,557.78 |
| Close |
3,652.84 |
3,671.93 |
19.09 |
0.5% |
3,663.88 |
| Range |
33.56 |
36.26 |
2.70 |
8.0% |
113.26 |
| ATR |
41.62 |
41.24 |
-0.38 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.93 |
3,758.19 |
3,691.87 |
|
| R3 |
3,735.67 |
3,721.93 |
3,681.90 |
|
| R2 |
3,699.41 |
3,699.41 |
3,678.58 |
|
| R1 |
3,685.67 |
3,685.67 |
3,675.25 |
3,692.54 |
| PP |
3,663.15 |
3,663.15 |
3,663.15 |
3,666.59 |
| S1 |
3,649.41 |
3,649.41 |
3,668.61 |
3,656.28 |
| S2 |
3,626.89 |
3,626.89 |
3,665.28 |
|
| S3 |
3,590.63 |
3,613.15 |
3,661.96 |
|
| S4 |
3,554.37 |
3,576.89 |
3,651.99 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,970.68 |
3,930.54 |
3,726.17 |
|
| R3 |
3,857.42 |
3,817.28 |
3,695.03 |
|
| R2 |
3,744.16 |
3,744.16 |
3,684.64 |
|
| R1 |
3,704.02 |
3,704.02 |
3,674.26 |
3,724.09 |
| PP |
3,630.90 |
3,630.90 |
3,630.90 |
3,640.94 |
| S1 |
3,590.76 |
3,590.76 |
3,653.50 |
3,610.83 |
| S2 |
3,517.64 |
3,517.64 |
3,643.12 |
|
| S3 |
3,404.38 |
3,477.50 |
3,632.73 |
|
| S4 |
3,291.12 |
3,364.24 |
3,601.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,685.18 |
3,600.86 |
84.32 |
2.3% |
36.46 |
1.0% |
84% |
False |
False |
|
| 10 |
3,685.18 |
3,465.42 |
219.76 |
6.0% |
36.02 |
1.0% |
94% |
False |
False |
|
| 20 |
3,685.18 |
3,418.88 |
266.30 |
7.3% |
42.23 |
1.2% |
95% |
False |
False |
|
| 40 |
3,685.18 |
3,418.88 |
266.30 |
7.3% |
34.74 |
0.9% |
95% |
False |
False |
|
| 60 |
3,685.18 |
3,406.40 |
278.78 |
7.6% |
32.35 |
0.9% |
95% |
False |
False |
|
| 80 |
3,685.18 |
3,318.39 |
366.79 |
10.0% |
32.30 |
0.9% |
96% |
False |
False |
|
| 100 |
3,685.18 |
3,117.69 |
567.49 |
15.5% |
32.90 |
0.9% |
98% |
False |
False |
|
| 120 |
3,685.18 |
3,063.07 |
622.11 |
16.9% |
32.12 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,831.00 |
|
2.618 |
3,771.82 |
|
1.618 |
3,735.56 |
|
1.000 |
3,713.15 |
|
0.618 |
3,699.30 |
|
HIGH |
3,676.89 |
|
0.618 |
3,663.04 |
|
0.500 |
3,658.76 |
|
0.382 |
3,654.48 |
|
LOW |
3,640.63 |
|
0.618 |
3,618.22 |
|
1.000 |
3,604.37 |
|
1.618 |
3,581.96 |
|
2.618 |
3,545.70 |
|
4.250 |
3,486.53 |
|
|