| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,715.89 |
3,678.36 |
-37.53 |
-1.0% |
3,657.32 |
| High |
3,725.71 |
3,707.19 |
-18.52 |
-0.5% |
3,738.32 |
| Low |
3,681.37 |
3,662.15 |
-19.22 |
-0.5% |
3,637.66 |
| Close |
3,691.50 |
3,707.06 |
15.56 |
0.4% |
3,703.40 |
| Range |
44.34 |
45.04 |
0.70 |
1.6% |
100.66 |
| ATR |
39.73 |
40.11 |
0.38 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.25 |
3,812.20 |
3,731.83 |
|
| R3 |
3,782.21 |
3,767.16 |
3,719.45 |
|
| R2 |
3,737.17 |
3,737.17 |
3,715.32 |
|
| R1 |
3,722.12 |
3,722.12 |
3,711.19 |
3,729.65 |
| PP |
3,692.13 |
3,692.13 |
3,692.13 |
3,695.90 |
| S1 |
3,677.08 |
3,677.08 |
3,702.93 |
3,684.61 |
| S2 |
3,647.09 |
3,647.09 |
3,698.80 |
|
| S3 |
3,602.05 |
3,632.04 |
3,694.67 |
|
| S4 |
3,557.01 |
3,587.00 |
3,682.29 |
|
|
| 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 |
3,662.15 |
76.17 |
2.1% |
38.90 |
1.0% |
59% |
False |
True |
|
| 10 |
3,738.32 |
3,637.66 |
100.66 |
2.7% |
35.78 |
1.0% |
69% |
False |
False |
|
| 20 |
3,738.32 |
3,600.86 |
137.46 |
3.7% |
34.15 |
0.9% |
77% |
False |
False |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.6% |
37.51 |
1.0% |
90% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.6% |
34.84 |
0.9% |
90% |
False |
False |
|
| 80 |
3,738.32 |
3,359.31 |
379.01 |
10.2% |
32.54 |
0.9% |
92% |
False |
False |
|
| 100 |
3,738.32 |
3,264.23 |
474.09 |
12.8% |
32.46 |
0.9% |
93% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
16.7% |
32.66 |
0.9% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,898.61 |
|
2.618 |
3,825.10 |
|
1.618 |
3,780.06 |
|
1.000 |
3,752.23 |
|
0.618 |
3,735.02 |
|
HIGH |
3,707.19 |
|
0.618 |
3,689.98 |
|
0.500 |
3,684.67 |
|
0.382 |
3,679.36 |
|
LOW |
3,662.15 |
|
0.618 |
3,634.32 |
|
1.000 |
3,617.11 |
|
1.618 |
3,589.28 |
|
2.618 |
3,544.24 |
|
4.250 |
3,470.73 |
|
|