| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,654.85 |
3,683.42 |
28.57 |
0.8% |
3,668.99 |
| High |
3,676.89 |
3,687.16 |
10.27 |
0.3% |
3,687.16 |
| Low |
3,640.63 |
3,661.46 |
20.83 |
0.6% |
3,640.63 |
| Close |
3,671.93 |
3,662.60 |
-9.33 |
-0.3% |
3,662.60 |
| Range |
36.26 |
25.70 |
-10.56 |
-29.1% |
46.53 |
| ATR |
41.24 |
40.13 |
-1.11 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,747.51 |
3,730.75 |
3,676.74 |
|
| R3 |
3,721.81 |
3,705.05 |
3,669.67 |
|
| R2 |
3,696.11 |
3,696.11 |
3,667.31 |
|
| R1 |
3,679.35 |
3,679.35 |
3,664.96 |
3,674.88 |
| PP |
3,670.41 |
3,670.41 |
3,670.41 |
3,668.17 |
| S1 |
3,653.65 |
3,653.65 |
3,660.24 |
3,649.18 |
| S2 |
3,644.71 |
3,644.71 |
3,657.89 |
|
| S3 |
3,619.01 |
3,627.95 |
3,655.53 |
|
| S4 |
3,593.31 |
3,602.25 |
3,648.47 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,803.05 |
3,779.36 |
3,688.19 |
|
| R3 |
3,756.52 |
3,732.83 |
3,675.40 |
|
| R2 |
3,709.99 |
3,709.99 |
3,671.13 |
|
| R1 |
3,686.30 |
3,686.30 |
3,666.87 |
3,674.88 |
| PP |
3,663.46 |
3,663.46 |
3,663.46 |
3,657.76 |
| S1 |
3,639.77 |
3,639.77 |
3,658.33 |
3,628.35 |
| S2 |
3,616.93 |
3,616.93 |
3,654.07 |
|
| S3 |
3,570.40 |
3,593.24 |
3,649.80 |
|
| S4 |
3,523.87 |
3,546.71 |
3,637.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,687.16 |
3,640.63 |
46.53 |
1.3% |
29.86 |
0.8% |
47% |
True |
False |
|
| 10 |
3,687.16 |
3,508.83 |
178.33 |
4.9% |
34.88 |
1.0% |
86% |
True |
False |
|
| 20 |
3,687.16 |
3,418.88 |
268.28 |
7.3% |
42.27 |
1.2% |
91% |
True |
False |
|
| 40 |
3,687.16 |
3,418.88 |
268.28 |
7.3% |
34.93 |
1.0% |
91% |
True |
False |
|
| 60 |
3,687.16 |
3,418.88 |
268.28 |
7.3% |
32.52 |
0.9% |
91% |
True |
False |
|
| 80 |
3,687.16 |
3,318.39 |
368.77 |
10.1% |
32.23 |
0.9% |
93% |
True |
False |
|
| 100 |
3,687.16 |
3,117.69 |
569.47 |
15.5% |
32.91 |
0.9% |
96% |
True |
False |
|
| 120 |
3,687.16 |
3,063.07 |
624.09 |
17.0% |
31.98 |
0.9% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,796.39 |
|
2.618 |
3,754.44 |
|
1.618 |
3,728.74 |
|
1.000 |
3,712.86 |
|
0.618 |
3,703.04 |
|
HIGH |
3,687.16 |
|
0.618 |
3,677.34 |
|
0.500 |
3,674.31 |
|
0.382 |
3,671.28 |
|
LOW |
3,661.46 |
|
0.618 |
3,645.58 |
|
1.000 |
3,635.76 |
|
1.618 |
3,619.88 |
|
2.618 |
3,594.18 |
|
4.250 |
3,552.24 |
|
|