| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2014 |
27-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,691.84 |
3,678.31 |
-13.53 |
-0.4% |
3,668.99 |
| High |
3,702.09 |
3,704.65 |
2.56 |
0.1% |
3,687.16 |
| Low |
3,663.75 |
3,672.64 |
8.89 |
0.2% |
3,640.63 |
| Close |
3,676.60 |
3,699.80 |
23.20 |
0.6% |
3,662.60 |
| Range |
38.34 |
32.01 |
-6.33 |
-16.5% |
46.53 |
| ATR |
39.11 |
38.61 |
-0.51 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,788.39 |
3,776.11 |
3,717.41 |
|
| R3 |
3,756.38 |
3,744.10 |
3,708.60 |
|
| R2 |
3,724.37 |
3,724.37 |
3,705.67 |
|
| R1 |
3,712.09 |
3,712.09 |
3,702.73 |
3,718.23 |
| PP |
3,692.36 |
3,692.36 |
3,692.36 |
3,695.44 |
| S1 |
3,680.08 |
3,680.08 |
3,696.87 |
3,686.22 |
| S2 |
3,660.35 |
3,660.35 |
3,693.93 |
|
| S3 |
3,628.34 |
3,648.07 |
3,691.00 |
|
| S4 |
3,596.33 |
3,616.06 |
3,682.19 |
|
|
| 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 |
3,704.65 |
3,661.46 |
43.19 |
1.2% |
31.41 |
0.8% |
89% |
True |
False |
|
| 10 |
3,704.65 |
3,600.86 |
103.79 |
2.8% |
33.94 |
0.9% |
95% |
True |
False |
|
| 20 |
3,704.65 |
3,418.88 |
285.77 |
7.7% |
39.32 |
1.1% |
98% |
True |
False |
|
| 40 |
3,704.65 |
3,418.88 |
285.77 |
7.7% |
36.73 |
1.0% |
98% |
True |
False |
|
| 60 |
3,704.65 |
3,418.88 |
285.77 |
7.7% |
33.30 |
0.9% |
98% |
True |
False |
|
| 80 |
3,704.65 |
3,318.39 |
386.26 |
10.4% |
32.47 |
0.9% |
99% |
True |
False |
|
| 100 |
3,704.65 |
3,117.69 |
586.96 |
15.9% |
32.61 |
0.9% |
99% |
True |
False |
|
| 120 |
3,704.65 |
3,098.02 |
606.63 |
16.4% |
32.10 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,840.69 |
|
2.618 |
3,788.45 |
|
1.618 |
3,756.44 |
|
1.000 |
3,736.66 |
|
0.618 |
3,724.43 |
|
HIGH |
3,704.65 |
|
0.618 |
3,692.42 |
|
0.500 |
3,688.65 |
|
0.382 |
3,684.87 |
|
LOW |
3,672.64 |
|
0.618 |
3,652.86 |
|
1.000 |
3,640.63 |
|
1.618 |
3,620.85 |
|
2.618 |
3,588.84 |
|
4.250 |
3,536.60 |
|
|