| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,710.19 |
3,721.53 |
11.34 |
0.3% |
3,670.07 |
| High |
3,723.00 |
3,732.98 |
9.98 |
0.3% |
3,722.38 |
| Low |
3,707.61 |
3,715.38 |
7.77 |
0.2% |
3,663.75 |
| Close |
3,719.93 |
3,727.19 |
7.26 |
0.2% |
3,696.10 |
| Range |
15.39 |
17.60 |
2.21 |
14.4% |
58.63 |
| ATR |
42.23 |
40.47 |
-1.76 |
-4.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,777.98 |
3,770.19 |
3,736.87 |
|
| R3 |
3,760.38 |
3,752.59 |
3,732.03 |
|
| R2 |
3,742.78 |
3,742.78 |
3,730.42 |
|
| R1 |
3,734.99 |
3,734.99 |
3,728.80 |
3,738.89 |
| PP |
3,725.18 |
3,725.18 |
3,725.18 |
3,727.13 |
| S1 |
3,717.39 |
3,717.39 |
3,725.58 |
3,721.29 |
| S2 |
3,707.58 |
3,707.58 |
3,723.96 |
|
| S3 |
3,689.98 |
3,699.79 |
3,722.35 |
|
| S4 |
3,672.38 |
3,682.19 |
3,717.51 |
|
|
| 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 |
3,732.98 |
3,637.66 |
95.32 |
2.6% |
32.65 |
0.9% |
94% |
True |
False |
|
| 10 |
3,732.98 |
3,637.66 |
95.32 |
2.6% |
32.46 |
0.9% |
94% |
True |
False |
|
| 20 |
3,732.98 |
3,418.88 |
314.10 |
8.4% |
34.95 |
0.9% |
98% |
True |
False |
|
| 40 |
3,732.98 |
3,418.88 |
314.10 |
8.4% |
37.51 |
1.0% |
98% |
True |
False |
|
| 60 |
3,732.98 |
3,418.88 |
314.10 |
8.4% |
33.72 |
0.9% |
98% |
True |
False |
|
| 80 |
3,732.98 |
3,318.39 |
414.59 |
11.1% |
32.77 |
0.9% |
99% |
True |
False |
|
| 100 |
3,732.98 |
3,178.67 |
554.31 |
14.9% |
32.22 |
0.9% |
99% |
True |
False |
|
| 120 |
3,732.98 |
3,117.69 |
615.29 |
16.5% |
32.22 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,807.78 |
|
2.618 |
3,779.06 |
|
1.618 |
3,761.46 |
|
1.000 |
3,750.58 |
|
0.618 |
3,743.86 |
|
HIGH |
3,732.98 |
|
0.618 |
3,726.26 |
|
0.500 |
3,724.18 |
|
0.382 |
3,722.10 |
|
LOW |
3,715.38 |
|
0.618 |
3,704.50 |
|
1.000 |
3,697.78 |
|
1.618 |
3,686.90 |
|
2.618 |
3,669.30 |
|
4.250 |
3,640.58 |
|
|