| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2014 |
19-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,667.40 |
3,705.51 |
38.11 |
1.0% |
3,702.14 |
| High |
3,708.26 |
3,709.01 |
0.75 |
0.0% |
3,725.71 |
| Low |
3,664.79 |
3,661.37 |
-3.42 |
-0.1% |
3,626.86 |
| Close |
3,706.62 |
3,682.73 |
-23.89 |
-0.6% |
3,627.87 |
| Range |
43.47 |
47.64 |
4.17 |
9.6% |
98.85 |
| ATR |
43.08 |
43.40 |
0.33 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,827.29 |
3,802.65 |
3,708.93 |
|
| R3 |
3,779.65 |
3,755.01 |
3,695.83 |
|
| R2 |
3,732.01 |
3,732.01 |
3,691.46 |
|
| R1 |
3,707.37 |
3,707.37 |
3,687.10 |
3,695.87 |
| PP |
3,684.37 |
3,684.37 |
3,684.37 |
3,678.62 |
| S1 |
3,659.73 |
3,659.73 |
3,678.36 |
3,648.23 |
| S2 |
3,636.73 |
3,636.73 |
3,674.00 |
|
| S3 |
3,589.09 |
3,612.09 |
3,669.63 |
|
| S4 |
3,541.45 |
3,564.45 |
3,656.53 |
|
|
| 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 |
3,720.61 |
3,626.86 |
93.75 |
2.5% |
46.44 |
1.3% |
60% |
False |
False |
|
| 10 |
3,738.32 |
3,626.86 |
111.46 |
3.0% |
42.67 |
1.2% |
50% |
False |
False |
|
| 20 |
3,738.32 |
3,626.86 |
111.46 |
3.0% |
37.56 |
1.0% |
50% |
False |
False |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
39.47 |
1.1% |
83% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
35.72 |
1.0% |
83% |
False |
False |
|
| 80 |
3,738.32 |
3,380.65 |
357.67 |
9.7% |
33.51 |
0.9% |
84% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.4% |
33.22 |
0.9% |
87% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
16.9% |
33.54 |
0.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.48 |
|
2.618 |
3,833.73 |
|
1.618 |
3,786.09 |
|
1.000 |
3,756.65 |
|
0.618 |
3,738.45 |
|
HIGH |
3,709.01 |
|
0.618 |
3,690.81 |
|
0.500 |
3,685.19 |
|
0.382 |
3,679.57 |
|
LOW |
3,661.37 |
|
0.618 |
3,631.93 |
|
1.000 |
3,613.73 |
|
1.618 |
3,584.29 |
|
2.618 |
3,536.65 |
|
4.250 |
3,458.90 |
|
|