| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,640.26 |
3,645.73 |
5.47 |
0.2% |
3,653.19 |
| High |
3,659.59 |
3,654.69 |
-4.90 |
-0.1% |
3,717.36 |
| Low |
3,600.65 |
3,582.84 |
-17.81 |
-0.5% |
3,643.35 |
| Close |
3,629.73 |
3,582.89 |
-46.84 |
-1.3% |
3,653.07 |
| Range |
58.94 |
71.85 |
12.91 |
21.9% |
74.01 |
| ATR |
48.63 |
50.29 |
1.66 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,822.36 |
3,774.47 |
3,622.41 |
|
| R3 |
3,750.51 |
3,702.62 |
3,602.65 |
|
| R2 |
3,678.66 |
3,678.66 |
3,596.06 |
|
| R1 |
3,630.77 |
3,630.77 |
3,589.48 |
3,618.79 |
| PP |
3,606.81 |
3,606.81 |
3,606.81 |
3,600.82 |
| S1 |
3,558.92 |
3,558.92 |
3,576.30 |
3,546.94 |
| S2 |
3,534.96 |
3,534.96 |
3,569.72 |
|
| S3 |
3,463.11 |
3,487.07 |
3,563.13 |
|
| S4 |
3,391.26 |
3,415.22 |
3,543.37 |
|
|
| 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 |
3,582.84 |
134.52 |
3.8% |
64.94 |
1.8% |
0% |
False |
True |
|
| 10 |
3,720.61 |
3,582.84 |
137.77 |
3.8% |
55.69 |
1.6% |
0% |
False |
True |
|
| 20 |
3,738.32 |
3,582.84 |
155.48 |
4.3% |
45.73 |
1.3% |
0% |
False |
True |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.9% |
42.71 |
1.2% |
51% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.9% |
39.44 |
1.1% |
51% |
False |
False |
|
| 80 |
3,738.32 |
3,418.88 |
319.44 |
8.9% |
36.19 |
1.0% |
51% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.7% |
35.13 |
1.0% |
63% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
17.3% |
35.01 |
1.0% |
75% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,960.05 |
|
2.618 |
3,842.79 |
|
1.618 |
3,770.94 |
|
1.000 |
3,726.54 |
|
0.618 |
3,699.09 |
|
HIGH |
3,654.69 |
|
0.618 |
3,627.24 |
|
0.500 |
3,618.77 |
|
0.382 |
3,610.29 |
|
LOW |
3,582.84 |
|
0.618 |
3,538.44 |
|
1.000 |
3,510.99 |
|
1.618 |
3,466.59 |
|
2.618 |
3,394.74 |
|
4.250 |
3,277.48 |
|
|