| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,670.33 |
3,670.43 |
0.10 |
0.0% |
3,665.38 |
| High |
3,676.36 |
3,675.70 |
-0.66 |
0.0% |
3,665.58 |
| Low |
3,649.79 |
3,617.41 |
-32.38 |
-0.9% |
3,543.07 |
| Close |
3,665.99 |
3,637.58 |
-28.41 |
-0.8% |
3,571.48 |
| Range |
26.57 |
58.29 |
31.72 |
119.4% |
122.51 |
| ATR |
49.20 |
49.85 |
0.65 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,818.43 |
3,786.30 |
3,669.64 |
|
| R3 |
3,760.14 |
3,728.01 |
3,653.61 |
|
| R2 |
3,701.85 |
3,701.85 |
3,648.27 |
|
| R1 |
3,669.72 |
3,669.72 |
3,642.92 |
3,656.64 |
| PP |
3,643.56 |
3,643.56 |
3,643.56 |
3,637.03 |
| S1 |
3,611.43 |
3,611.43 |
3,632.24 |
3,598.35 |
| S2 |
3,585.27 |
3,585.27 |
3,626.89 |
|
| S3 |
3,526.98 |
3,553.14 |
3,621.55 |
|
| S4 |
3,468.69 |
3,494.85 |
3,605.52 |
|
|
| 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 |
3,560.58 |
115.78 |
3.2% |
40.62 |
1.1% |
67% |
False |
False |
|
| 10 |
3,717.36 |
3,543.07 |
174.29 |
4.8% |
53.93 |
1.5% |
54% |
False |
False |
|
| 20 |
3,737.36 |
3,543.07 |
194.29 |
5.3% |
48.83 |
1.3% |
49% |
False |
False |
|
| 40 |
3,738.32 |
3,465.42 |
272.90 |
7.5% |
41.35 |
1.1% |
63% |
False |
False |
|
| 60 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
41.30 |
1.1% |
68% |
False |
False |
|
| 80 |
3,738.32 |
3,418.88 |
319.44 |
8.8% |
37.54 |
1.0% |
68% |
False |
False |
|
| 100 |
3,738.32 |
3,324.70 |
413.62 |
11.4% |
35.56 |
1.0% |
76% |
False |
False |
|
| 120 |
3,738.32 |
3,201.93 |
536.39 |
14.7% |
34.91 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,923.43 |
|
2.618 |
3,828.30 |
|
1.618 |
3,770.01 |
|
1.000 |
3,733.99 |
|
0.618 |
3,711.72 |
|
HIGH |
3,675.70 |
|
0.618 |
3,653.43 |
|
0.500 |
3,646.56 |
|
0.382 |
3,639.68 |
|
LOW |
3,617.41 |
|
0.618 |
3,581.39 |
|
1.000 |
3,559.12 |
|
1.618 |
3,523.10 |
|
2.618 |
3,464.81 |
|
4.250 |
3,369.68 |
|
|