| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,711.47 |
3,665.38 |
-46.09 |
-1.2% |
3,653.19 |
| High |
3,717.36 |
3,665.58 |
-51.78 |
-1.4% |
3,717.36 |
| Low |
3,643.35 |
3,585.15 |
-58.20 |
-1.6% |
3,643.35 |
| Close |
3,653.07 |
3,617.39 |
-35.68 |
-1.0% |
3,653.07 |
| Range |
74.01 |
80.43 |
6.42 |
8.7% |
74.01 |
| ATR |
45.33 |
47.84 |
2.51 |
5.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,864.00 |
3,821.12 |
3,661.63 |
|
| R3 |
3,783.57 |
3,740.69 |
3,639.51 |
|
| R2 |
3,703.14 |
3,703.14 |
3,632.14 |
|
| R1 |
3,660.26 |
3,660.26 |
3,624.76 |
3,641.49 |
| PP |
3,622.71 |
3,622.71 |
3,622.71 |
3,613.32 |
| S1 |
3,579.83 |
3,579.83 |
3,610.02 |
3,561.06 |
| S2 |
3,542.28 |
3,542.28 |
3,602.64 |
|
| S3 |
3,461.85 |
3,499.40 |
3,595.27 |
|
| S4 |
3,381.42 |
3,418.97 |
3,573.15 |
|
|
| Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,893.29 |
3,847.19 |
3,693.78 |
|
| R3 |
3,819.28 |
3,773.18 |
3,673.42 |
|
| R2 |
3,745.27 |
3,745.27 |
3,666.64 |
|
| R1 |
3,699.17 |
3,699.17 |
3,659.85 |
3,685.22 |
| PP |
3,671.26 |
3,671.26 |
3,671.26 |
3,664.28 |
| S1 |
3,625.16 |
3,625.16 |
3,646.29 |
3,611.21 |
| S2 |
3,597.25 |
3,597.25 |
3,639.50 |
|
| S3 |
3,523.24 |
3,551.15 |
3,632.72 |
|
| S4 |
3,449.23 |
3,477.14 |
3,612.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,717.36 |
3,585.15 |
132.21 |
3.7% |
57.01 |
1.6% |
24% |
False |
True |
|
| 10 |
3,725.71 |
3,585.15 |
140.56 |
3.9% |
51.55 |
1.4% |
23% |
False |
True |
|
| 20 |
3,738.32 |
3,585.15 |
153.17 |
4.2% |
42.52 |
1.2% |
21% |
False |
True |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
41.73 |
1.2% |
62% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
37.84 |
1.0% |
62% |
False |
False |
|
| 80 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
35.22 |
1.0% |
62% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.6% |
34.41 |
1.0% |
71% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
17.2% |
34.43 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,007.41 |
|
2.618 |
3,876.15 |
|
1.618 |
3,795.72 |
|
1.000 |
3,746.01 |
|
0.618 |
3,715.29 |
|
HIGH |
3,665.58 |
|
0.618 |
3,634.86 |
|
0.500 |
3,625.37 |
|
0.382 |
3,615.87 |
|
LOW |
3,585.15 |
|
0.618 |
3,535.44 |
|
1.000 |
3,504.72 |
|
1.618 |
3,455.01 |
|
2.618 |
3,374.58 |
|
4.250 |
3,243.32 |
|
|