| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,719.36 |
3,643.21 |
-76.15 |
-2.0% |
3,702.14 |
| High |
3,720.61 |
3,656.94 |
-63.67 |
-1.7% |
3,725.71 |
| Low |
3,636.79 |
3,626.86 |
-9.93 |
-0.3% |
3,626.86 |
| Close |
3,651.49 |
3,627.87 |
-23.62 |
-0.6% |
3,627.87 |
| Range |
83.82 |
30.08 |
-53.74 |
-64.1% |
98.85 |
| ATR |
43.23 |
42.29 |
-0.94 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,727.46 |
3,707.75 |
3,644.41 |
|
| R3 |
3,697.38 |
3,677.67 |
3,636.14 |
|
| R2 |
3,667.30 |
3,667.30 |
3,633.38 |
|
| R1 |
3,647.59 |
3,647.59 |
3,630.63 |
3,642.41 |
| PP |
3,637.22 |
3,637.22 |
3,637.22 |
3,634.63 |
| S1 |
3,617.51 |
3,617.51 |
3,625.11 |
3,612.33 |
| S2 |
3,607.14 |
3,607.14 |
3,622.36 |
|
| S3 |
3,577.06 |
3,587.43 |
3,619.60 |
|
| S4 |
3,546.98 |
3,557.35 |
3,611.33 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,956.70 |
3,891.13 |
3,682.24 |
|
| R3 |
3,857.85 |
3,792.28 |
3,655.05 |
|
| R2 |
3,759.00 |
3,759.00 |
3,645.99 |
|
| R1 |
3,693.43 |
3,693.43 |
3,636.93 |
3,676.79 |
| PP |
3,660.15 |
3,660.15 |
3,660.15 |
3,651.83 |
| S1 |
3,594.58 |
3,594.58 |
3,618.81 |
3,577.94 |
| S2 |
3,561.30 |
3,561.30 |
3,609.75 |
|
| S3 |
3,462.45 |
3,495.73 |
3,600.69 |
|
| S4 |
3,363.60 |
3,396.88 |
3,573.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,725.71 |
3,626.86 |
98.85 |
2.7% |
45.82 |
1.3% |
1% |
False |
True |
|
| 10 |
3,738.32 |
3,626.86 |
111.46 |
3.1% |
38.21 |
1.1% |
1% |
False |
True |
|
| 20 |
3,738.32 |
3,626.86 |
111.46 |
3.1% |
36.02 |
1.0% |
1% |
False |
True |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
38.38 |
1.1% |
65% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
35.87 |
1.0% |
65% |
False |
False |
|
| 80 |
3,738.32 |
3,359.31 |
379.01 |
10.4% |
33.44 |
0.9% |
71% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.6% |
32.88 |
0.9% |
74% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
17.1% |
33.30 |
0.9% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,784.78 |
|
2.618 |
3,735.69 |
|
1.618 |
3,705.61 |
|
1.000 |
3,687.02 |
|
0.618 |
3,675.53 |
|
HIGH |
3,656.94 |
|
0.618 |
3,645.45 |
|
0.500 |
3,641.90 |
|
0.382 |
3,638.35 |
|
LOW |
3,626.86 |
|
0.618 |
3,608.27 |
|
1.000 |
3,596.78 |
|
1.618 |
3,578.19 |
|
2.618 |
3,548.11 |
|
4.250 |
3,499.02 |
|
|