| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2014 |
25-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,665.38 |
3,640.26 |
-25.12 |
-0.7% |
3,653.19 |
| High |
3,665.58 |
3,659.59 |
-5.99 |
-0.2% |
3,717.36 |
| Low |
3,585.15 |
3,600.65 |
15.50 |
0.4% |
3,643.35 |
| Close |
3,617.39 |
3,629.73 |
12.34 |
0.3% |
3,653.07 |
| Range |
80.43 |
58.94 |
-21.49 |
-26.7% |
74.01 |
| ATR |
47.84 |
48.63 |
0.79 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,806.81 |
3,777.21 |
3,662.15 |
|
| R3 |
3,747.87 |
3,718.27 |
3,645.94 |
|
| R2 |
3,688.93 |
3,688.93 |
3,640.54 |
|
| R1 |
3,659.33 |
3,659.33 |
3,635.13 |
3,644.66 |
| PP |
3,629.99 |
3,629.99 |
3,629.99 |
3,622.66 |
| S1 |
3,600.39 |
3,600.39 |
3,624.33 |
3,585.72 |
| S2 |
3,571.05 |
3,571.05 |
3,618.92 |
|
| S3 |
3,512.11 |
3,541.45 |
3,613.52 |
|
| S4 |
3,453.17 |
3,482.51 |
3,597.31 |
|
|
| 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 |
3.6% |
60.10 |
1.7% |
34% |
False |
False |
|
| 10 |
3,720.61 |
3,585.15 |
135.46 |
3.7% |
53.01 |
1.5% |
33% |
False |
False |
|
| 20 |
3,738.32 |
3,585.15 |
153.17 |
4.2% |
44.06 |
1.2% |
29% |
False |
False |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
41.56 |
1.1% |
66% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
38.58 |
1.1% |
66% |
False |
False |
|
| 80 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
35.54 |
1.0% |
66% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.6% |
34.77 |
1.0% |
74% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
17.1% |
34.64 |
1.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,910.09 |
|
2.618 |
3,813.89 |
|
1.618 |
3,754.95 |
|
1.000 |
3,718.53 |
|
0.618 |
3,696.01 |
|
HIGH |
3,659.59 |
|
0.618 |
3,637.07 |
|
0.500 |
3,630.12 |
|
0.382 |
3,623.17 |
|
LOW |
3,600.65 |
|
0.618 |
3,564.23 |
|
1.000 |
3,541.71 |
|
1.618 |
3,505.29 |
|
2.618 |
3,446.35 |
|
4.250 |
3,350.16 |
|
|