| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2014 |
04-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,657.32 |
3,710.19 |
52.87 |
1.4% |
3,670.07 |
| High |
3,678.38 |
3,723.00 |
44.62 |
1.2% |
3,722.38 |
| Low |
3,637.66 |
3,707.61 |
69.95 |
1.9% |
3,663.75 |
| Close |
3,668.37 |
3,719.93 |
51.56 |
1.4% |
3,696.10 |
| Range |
40.72 |
15.39 |
-25.33 |
-62.2% |
58.63 |
| ATR |
41.28 |
42.23 |
0.95 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,763.02 |
3,756.86 |
3,728.39 |
|
| R3 |
3,747.63 |
3,741.47 |
3,724.16 |
|
| R2 |
3,732.24 |
3,732.24 |
3,722.75 |
|
| R1 |
3,726.08 |
3,726.08 |
3,721.34 |
3,729.16 |
| PP |
3,716.85 |
3,716.85 |
3,716.85 |
3,718.39 |
| S1 |
3,710.69 |
3,710.69 |
3,718.52 |
3,713.77 |
| S2 |
3,701.46 |
3,701.46 |
3,717.11 |
|
| S3 |
3,686.07 |
3,695.30 |
3,715.70 |
|
| S4 |
3,670.68 |
3,679.91 |
3,711.47 |
|
|
| 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 |
3,723.00 |
3,637.66 |
85.34 |
2.3% |
36.80 |
1.0% |
96% |
True |
False |
|
| 10 |
3,723.00 |
3,637.66 |
85.34 |
2.3% |
34.05 |
0.9% |
96% |
True |
False |
|
| 20 |
3,723.00 |
3,418.88 |
304.12 |
8.2% |
35.64 |
1.0% |
99% |
True |
False |
|
| 40 |
3,723.00 |
3,418.88 |
304.12 |
8.2% |
37.82 |
1.0% |
99% |
True |
False |
|
| 60 |
3,723.00 |
3,418.88 |
304.12 |
8.2% |
33.76 |
0.9% |
99% |
True |
False |
|
| 80 |
3,723.00 |
3,318.39 |
404.61 |
10.9% |
32.89 |
0.9% |
99% |
True |
False |
|
| 100 |
3,723.00 |
3,117.69 |
605.31 |
16.3% |
32.48 |
0.9% |
99% |
True |
False |
|
| 120 |
3,723.00 |
3,117.69 |
605.31 |
16.3% |
32.25 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,788.41 |
|
2.618 |
3,763.29 |
|
1.618 |
3,747.90 |
|
1.000 |
3,738.39 |
|
0.618 |
3,732.51 |
|
HIGH |
3,723.00 |
|
0.618 |
3,717.12 |
|
0.500 |
3,715.31 |
|
0.382 |
3,713.49 |
|
LOW |
3,707.61 |
|
0.618 |
3,698.10 |
|
1.000 |
3,692.22 |
|
1.618 |
3,682.71 |
|
2.618 |
3,667.32 |
|
4.250 |
3,642.20 |
|
|