| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,702.14 |
3,715.89 |
13.75 |
0.4% |
3,657.32 |
| High |
3,709.78 |
3,725.71 |
15.93 |
0.4% |
3,738.32 |
| Low |
3,683.97 |
3,681.37 |
-2.60 |
-0.1% |
3,637.66 |
| Close |
3,706.34 |
3,691.50 |
-14.84 |
-0.4% |
3,703.40 |
| Range |
25.81 |
44.34 |
18.53 |
71.8% |
100.66 |
| ATR |
39.37 |
39.73 |
0.35 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,832.55 |
3,806.36 |
3,715.89 |
|
| R3 |
3,788.21 |
3,762.02 |
3,703.69 |
|
| R2 |
3,743.87 |
3,743.87 |
3,699.63 |
|
| R1 |
3,717.68 |
3,717.68 |
3,695.56 |
3,708.61 |
| PP |
3,699.53 |
3,699.53 |
3,699.53 |
3,694.99 |
| S1 |
3,673.34 |
3,673.34 |
3,687.44 |
3,664.27 |
| S2 |
3,655.19 |
3,655.19 |
3,683.37 |
|
| S3 |
3,610.85 |
3,629.00 |
3,679.31 |
|
| S4 |
3,566.51 |
3,584.66 |
3,667.11 |
|
|
| Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,995.11 |
3,949.91 |
3,758.76 |
|
| R3 |
3,894.45 |
3,849.25 |
3,731.08 |
|
| R2 |
3,793.79 |
3,793.79 |
3,721.85 |
|
| R1 |
3,748.59 |
3,748.59 |
3,712.63 |
3,771.19 |
| PP |
3,693.13 |
3,693.13 |
3,693.13 |
3,704.43 |
| S1 |
3,647.93 |
3,647.93 |
3,694.17 |
3,670.53 |
| S2 |
3,592.47 |
3,592.47 |
3,684.95 |
|
| S3 |
3,491.81 |
3,547.27 |
3,675.72 |
|
| S4 |
3,391.15 |
3,446.61 |
3,648.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,738.32 |
3,681.37 |
56.95 |
1.5% |
33.42 |
0.9% |
18% |
False |
True |
|
| 10 |
3,738.32 |
3,637.66 |
100.66 |
2.7% |
35.11 |
1.0% |
53% |
False |
False |
|
| 20 |
3,738.32 |
3,585.08 |
153.24 |
4.2% |
34.07 |
0.9% |
69% |
False |
False |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
38.21 |
1.0% |
85% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
34.44 |
0.9% |
85% |
False |
False |
|
| 80 |
3,738.32 |
3,346.41 |
391.91 |
10.6% |
32.72 |
0.9% |
88% |
False |
False |
|
| 100 |
3,738.32 |
3,258.80 |
479.52 |
13.0% |
32.25 |
0.9% |
90% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
16.8% |
32.66 |
0.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,914.16 |
|
2.618 |
3,841.79 |
|
1.618 |
3,797.45 |
|
1.000 |
3,770.05 |
|
0.618 |
3,753.11 |
|
HIGH |
3,725.71 |
|
0.618 |
3,708.77 |
|
0.500 |
3,703.54 |
|
0.382 |
3,698.31 |
|
LOW |
3,681.37 |
|
0.618 |
3,653.97 |
|
1.000 |
3,637.03 |
|
1.618 |
3,609.63 |
|
2.618 |
3,565.29 |
|
4.250 |
3,492.93 |
|
|