| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,678.31 |
3,703.48 |
25.17 |
0.7% |
3,670.07 |
| High |
3,704.65 |
3,722.38 |
17.73 |
0.5% |
3,722.38 |
| Low |
3,672.64 |
3,664.83 |
-7.81 |
-0.2% |
3,663.75 |
| Close |
3,699.80 |
3,696.10 |
-3.70 |
-0.1% |
3,696.10 |
| Range |
32.01 |
57.55 |
25.54 |
79.8% |
58.63 |
| ATR |
38.61 |
39.96 |
1.35 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,867.09 |
3,839.14 |
3,727.75 |
|
| R3 |
3,809.54 |
3,781.59 |
3,711.93 |
|
| R2 |
3,751.99 |
3,751.99 |
3,706.65 |
|
| R1 |
3,724.04 |
3,724.04 |
3,701.38 |
3,709.24 |
| PP |
3,694.44 |
3,694.44 |
3,694.44 |
3,687.04 |
| S1 |
3,666.49 |
3,666.49 |
3,690.82 |
3,651.69 |
| S2 |
3,636.89 |
3,636.89 |
3,685.55 |
|
| S3 |
3,579.34 |
3,608.94 |
3,680.27 |
|
| S4 |
3,521.79 |
3,551.39 |
3,664.45 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,869.97 |
3,841.66 |
3,728.35 |
|
| R3 |
3,811.34 |
3,783.03 |
3,712.22 |
|
| R2 |
3,752.71 |
3,752.71 |
3,706.85 |
|
| R1 |
3,724.40 |
3,724.40 |
3,701.47 |
3,738.56 |
| PP |
3,694.08 |
3,694.08 |
3,694.08 |
3,701.15 |
| S1 |
3,665.77 |
3,665.77 |
3,690.73 |
3,679.93 |
| S2 |
3,635.45 |
3,635.45 |
3,685.35 |
|
| S3 |
3,576.82 |
3,607.14 |
3,679.98 |
|
| S4 |
3,518.19 |
3,548.51 |
3,663.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,722.38 |
3,663.75 |
58.63 |
1.6% |
37.78 |
1.0% |
55% |
True |
False |
|
| 10 |
3,722.38 |
3,640.63 |
81.75 |
2.2% |
33.82 |
0.9% |
68% |
True |
False |
|
| 20 |
3,722.38 |
3,418.88 |
303.50 |
8.2% |
40.38 |
1.1% |
91% |
True |
False |
|
| 40 |
3,722.38 |
3,418.88 |
303.50 |
8.2% |
37.75 |
1.0% |
91% |
True |
False |
|
| 60 |
3,722.38 |
3,418.88 |
303.50 |
8.2% |
33.85 |
0.9% |
91% |
True |
False |
|
| 80 |
3,722.38 |
3,318.39 |
403.99 |
10.9% |
32.81 |
0.9% |
93% |
True |
False |
|
| 100 |
3,722.38 |
3,117.69 |
604.69 |
16.4% |
32.84 |
0.9% |
96% |
True |
False |
|
| 120 |
3,722.38 |
3,117.69 |
604.69 |
16.4% |
32.16 |
0.9% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,966.97 |
|
2.618 |
3,873.05 |
|
1.618 |
3,815.50 |
|
1.000 |
3,779.93 |
|
0.618 |
3,757.95 |
|
HIGH |
3,722.38 |
|
0.618 |
3,700.40 |
|
0.500 |
3,693.61 |
|
0.382 |
3,686.81 |
|
LOW |
3,664.83 |
|
0.618 |
3,629.26 |
|
1.000 |
3,607.28 |
|
1.618 |
3,571.71 |
|
2.618 |
3,514.16 |
|
4.250 |
3,420.24 |
|
|