| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2014 |
26-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,689.68 |
3,691.84 |
2.16 |
0.1% |
3,668.99 |
| High |
3,697.60 |
3,702.09 |
4.49 |
0.1% |
3,687.16 |
| Low |
3,669.53 |
3,663.75 |
-5.78 |
-0.2% |
3,640.63 |
| Close |
3,679.14 |
3,676.60 |
-2.54 |
-0.1% |
3,662.60 |
| Range |
28.07 |
38.34 |
10.27 |
36.6% |
46.53 |
| ATR |
39.17 |
39.11 |
-0.06 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,795.83 |
3,774.56 |
3,697.69 |
|
| R3 |
3,757.49 |
3,736.22 |
3,687.14 |
|
| R2 |
3,719.15 |
3,719.15 |
3,683.63 |
|
| R1 |
3,697.88 |
3,697.88 |
3,680.11 |
3,689.35 |
| PP |
3,680.81 |
3,680.81 |
3,680.81 |
3,676.55 |
| S1 |
3,659.54 |
3,659.54 |
3,673.09 |
3,651.01 |
| S2 |
3,642.47 |
3,642.47 |
3,669.57 |
|
| S3 |
3,604.13 |
3,621.20 |
3,666.06 |
|
| S4 |
3,565.79 |
3,582.86 |
3,655.51 |
|
|
| 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 |
3,702.09 |
3,640.63 |
61.46 |
1.7% |
32.26 |
0.9% |
59% |
True |
False |
|
| 10 |
3,702.09 |
3,600.86 |
101.23 |
2.8% |
32.52 |
0.9% |
75% |
True |
False |
|
| 20 |
3,702.09 |
3,418.88 |
283.21 |
7.7% |
39.68 |
1.1% |
91% |
True |
False |
|
| 40 |
3,702.09 |
3,418.88 |
283.21 |
7.7% |
36.30 |
1.0% |
91% |
True |
False |
|
| 60 |
3,702.09 |
3,418.88 |
283.21 |
7.7% |
33.01 |
0.9% |
91% |
True |
False |
|
| 80 |
3,702.09 |
3,318.39 |
383.70 |
10.4% |
32.48 |
0.9% |
93% |
True |
False |
|
| 100 |
3,702.09 |
3,117.69 |
584.40 |
15.9% |
32.86 |
0.9% |
96% |
True |
False |
|
| 120 |
3,702.09 |
3,098.02 |
604.07 |
16.4% |
31.94 |
0.9% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,865.04 |
|
2.618 |
3,802.46 |
|
1.618 |
3,764.12 |
|
1.000 |
3,740.43 |
|
0.618 |
3,725.78 |
|
HIGH |
3,702.09 |
|
0.618 |
3,687.44 |
|
0.500 |
3,682.92 |
|
0.382 |
3,678.40 |
|
LOW |
3,663.75 |
|
0.618 |
3,640.06 |
|
1.000 |
3,625.41 |
|
1.618 |
3,601.72 |
|
2.618 |
3,563.38 |
|
4.250 |
3,500.81 |
|
|