| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2014 |
25-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,670.07 |
3,689.68 |
19.61 |
0.5% |
3,668.99 |
| High |
3,701.27 |
3,697.60 |
-3.67 |
-0.1% |
3,687.16 |
| Low |
3,668.34 |
3,669.53 |
1.19 |
0.0% |
3,640.63 |
| Close |
3,685.81 |
3,679.14 |
-6.67 |
-0.2% |
3,662.60 |
| Range |
32.93 |
28.07 |
-4.86 |
-14.8% |
46.53 |
| ATR |
40.03 |
39.17 |
-0.85 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,766.30 |
3,750.79 |
3,694.58 |
|
| R3 |
3,738.23 |
3,722.72 |
3,686.86 |
|
| R2 |
3,710.16 |
3,710.16 |
3,684.29 |
|
| R1 |
3,694.65 |
3,694.65 |
3,681.71 |
3,688.37 |
| PP |
3,682.09 |
3,682.09 |
3,682.09 |
3,678.95 |
| S1 |
3,666.58 |
3,666.58 |
3,676.57 |
3,660.30 |
| S2 |
3,654.02 |
3,654.02 |
3,673.99 |
|
| S3 |
3,625.95 |
3,638.51 |
3,671.42 |
|
| S4 |
3,597.88 |
3,610.44 |
3,663.70 |
|
|
| 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 |
3,701.27 |
3,640.63 |
60.64 |
1.6% |
31.30 |
0.9% |
64% |
False |
False |
|
| 10 |
3,701.27 |
3,585.08 |
116.19 |
3.2% |
33.04 |
0.9% |
81% |
False |
False |
|
| 20 |
3,701.27 |
3,418.88 |
282.39 |
7.7% |
39.06 |
1.1% |
92% |
False |
False |
|
| 40 |
3,701.27 |
3,418.88 |
282.39 |
7.7% |
35.84 |
1.0% |
92% |
False |
False |
|
| 60 |
3,701.27 |
3,418.88 |
282.39 |
7.7% |
32.70 |
0.9% |
92% |
False |
False |
|
| 80 |
3,701.27 |
3,318.39 |
382.88 |
10.4% |
32.45 |
0.9% |
94% |
False |
False |
|
| 100 |
3,701.27 |
3,117.69 |
583.58 |
15.9% |
32.76 |
0.9% |
96% |
False |
False |
|
| 120 |
3,701.27 |
3,092.96 |
608.31 |
16.5% |
31.92 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,816.90 |
|
2.618 |
3,771.09 |
|
1.618 |
3,743.02 |
|
1.000 |
3,725.67 |
|
0.618 |
3,714.95 |
|
HIGH |
3,697.60 |
|
0.618 |
3,686.88 |
|
0.500 |
3,683.57 |
|
0.382 |
3,680.25 |
|
LOW |
3,669.53 |
|
0.618 |
3,652.18 |
|
1.000 |
3,641.46 |
|
1.618 |
3,624.11 |
|
2.618 |
3,596.04 |
|
4.250 |
3,550.23 |
|
|