| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2014 |
02-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,615.91 |
3,670.33 |
54.42 |
1.5% |
3,665.38 |
| High |
3,659.16 |
3,676.36 |
17.20 |
0.5% |
3,665.58 |
| Low |
3,614.16 |
3,649.79 |
35.63 |
1.0% |
3,543.07 |
| Close |
3,658.40 |
3,665.99 |
7.59 |
0.2% |
3,571.48 |
| Range |
45.00 |
26.57 |
-18.43 |
-41.0% |
122.51 |
| ATR |
50.94 |
49.20 |
-1.74 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,743.76 |
3,731.44 |
3,680.60 |
|
| R3 |
3,717.19 |
3,704.87 |
3,673.30 |
|
| R2 |
3,690.62 |
3,690.62 |
3,670.86 |
|
| R1 |
3,678.30 |
3,678.30 |
3,668.43 |
3,671.18 |
| PP |
3,664.05 |
3,664.05 |
3,664.05 |
3,660.48 |
| S1 |
3,651.73 |
3,651.73 |
3,663.55 |
3,644.61 |
| S2 |
3,637.48 |
3,637.48 |
3,661.12 |
|
| S3 |
3,610.91 |
3,625.16 |
3,658.68 |
|
| S4 |
3,584.34 |
3,598.59 |
3,651.38 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,960.91 |
3,888.70 |
3,638.86 |
|
| R3 |
3,838.40 |
3,766.19 |
3,605.17 |
|
| R2 |
3,715.89 |
3,715.89 |
3,593.94 |
|
| R1 |
3,643.68 |
3,643.68 |
3,582.71 |
3,618.53 |
| PP |
3,593.38 |
3,593.38 |
3,593.38 |
3,580.80 |
| S1 |
3,521.17 |
3,521.17 |
3,560.25 |
3,496.02 |
| S2 |
3,470.87 |
3,470.87 |
3,549.02 |
|
| S3 |
3,348.36 |
3,398.66 |
3,537.79 |
|
| S4 |
3,225.85 |
3,276.15 |
3,504.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,676.36 |
3,543.07 |
133.29 |
3.6% |
39.16 |
1.1% |
92% |
True |
False |
|
| 10 |
3,717.36 |
3,543.07 |
174.29 |
4.8% |
52.05 |
1.4% |
71% |
False |
False |
|
| 20 |
3,738.32 |
3,543.07 |
195.25 |
5.3% |
47.36 |
1.3% |
63% |
False |
False |
|
| 40 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
41.15 |
1.1% |
77% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
40.79 |
1.1% |
77% |
False |
False |
|
| 80 |
3,738.32 |
3,418.88 |
319.44 |
8.7% |
37.13 |
1.0% |
77% |
False |
False |
|
| 100 |
3,738.32 |
3,318.39 |
419.93 |
11.5% |
35.69 |
1.0% |
83% |
False |
False |
|
| 120 |
3,738.32 |
3,178.67 |
559.65 |
15.3% |
34.74 |
0.9% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,789.28 |
|
2.618 |
3,745.92 |
|
1.618 |
3,719.35 |
|
1.000 |
3,702.93 |
|
0.618 |
3,692.78 |
|
HIGH |
3,676.36 |
|
0.618 |
3,666.21 |
|
0.500 |
3,663.08 |
|
0.382 |
3,659.94 |
|
LOW |
3,649.79 |
|
0.618 |
3,633.37 |
|
1.000 |
3,623.22 |
|
1.618 |
3,606.80 |
|
2.618 |
3,580.23 |
|
4.250 |
3,536.87 |
|
|