| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,645.73 |
3,578.53 |
-67.20 |
-1.8% |
3,653.19 |
| High |
3,654.69 |
3,594.08 |
-60.61 |
-1.7% |
3,717.36 |
| Low |
3,582.84 |
3,543.07 |
-39.77 |
-1.1% |
3,643.35 |
| Close |
3,582.89 |
3,563.13 |
-19.76 |
-0.6% |
3,653.07 |
| Range |
71.85 |
51.01 |
-20.84 |
-29.0% |
74.01 |
| ATR |
50.29 |
50.34 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,719.79 |
3,692.47 |
3,591.19 |
|
| R3 |
3,668.78 |
3,641.46 |
3,577.16 |
|
| R2 |
3,617.77 |
3,617.77 |
3,572.48 |
|
| R1 |
3,590.45 |
3,590.45 |
3,567.81 |
3,578.61 |
| PP |
3,566.76 |
3,566.76 |
3,566.76 |
3,560.84 |
| S1 |
3,539.44 |
3,539.44 |
3,558.45 |
3,527.60 |
| S2 |
3,515.75 |
3,515.75 |
3,553.78 |
|
| S3 |
3,464.74 |
3,488.43 |
3,549.10 |
|
| S4 |
3,413.73 |
3,437.42 |
3,535.07 |
|
|
| 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 |
3,543.07 |
174.29 |
4.9% |
67.25 |
1.9% |
12% |
False |
True |
|
| 10 |
3,717.36 |
3,543.07 |
174.29 |
4.9% |
52.41 |
1.5% |
12% |
False |
True |
|
| 20 |
3,738.32 |
3,543.07 |
195.25 |
5.5% |
46.68 |
1.3% |
10% |
False |
True |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
9.0% |
43.00 |
1.2% |
45% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
9.0% |
40.05 |
1.1% |
45% |
False |
False |
|
| 80 |
3,738.32 |
3,418.88 |
319.44 |
9.0% |
36.65 |
1.0% |
45% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.8% |
35.31 |
1.0% |
58% |
False |
False |
|
| 120 |
3,738.32 |
3,117.69 |
620.63 |
17.4% |
34.95 |
1.0% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,810.87 |
|
2.618 |
3,727.62 |
|
1.618 |
3,676.61 |
|
1.000 |
3,645.09 |
|
0.618 |
3,625.60 |
|
HIGH |
3,594.08 |
|
0.618 |
3,574.59 |
|
0.500 |
3,568.58 |
|
0.382 |
3,562.56 |
|
LOW |
3,543.07 |
|
0.618 |
3,511.55 |
|
1.000 |
3,492.06 |
|
1.618 |
3,460.54 |
|
2.618 |
3,409.53 |
|
4.250 |
3,326.28 |
|
|