| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,572.25 |
3,604.00 |
31.75 |
0.9% |
3,519.75 |
| High |
3,616.25 |
3,622.00 |
5.75 |
0.2% |
3,555.00 |
| Low |
3,572.25 |
3,603.25 |
31.00 |
0.9% |
3,408.00 |
| Close |
3,605.00 |
3,616.75 |
11.75 |
0.3% |
3,550.00 |
| Range |
44.00 |
18.75 |
-25.25 |
-57.4% |
147.00 |
| ATR |
46.29 |
44.32 |
-1.97 |
-4.2% |
0.00 |
| Volume |
200 |
562 |
362 |
181.0% |
3,657 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,670.25 |
3,662.25 |
3,627.00 |
|
| R3 |
3,651.50 |
3,643.50 |
3,622.00 |
|
| R2 |
3,632.75 |
3,632.75 |
3,620.25 |
|
| R1 |
3,624.75 |
3,624.75 |
3,618.50 |
3,628.75 |
| PP |
3,614.00 |
3,614.00 |
3,614.00 |
3,616.00 |
| S1 |
3,606.00 |
3,606.00 |
3,615.00 |
3,610.00 |
| S2 |
3,595.25 |
3,595.25 |
3,613.25 |
|
| S3 |
3,576.50 |
3,587.25 |
3,611.50 |
|
| S4 |
3,557.75 |
3,568.50 |
3,606.50 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,945.25 |
3,894.75 |
3,630.75 |
|
| R3 |
3,798.25 |
3,747.75 |
3,590.50 |
|
| R2 |
3,651.25 |
3,651.25 |
3,577.00 |
|
| R1 |
3,600.75 |
3,600.75 |
3,563.50 |
3,626.00 |
| PP |
3,504.25 |
3,504.25 |
3,504.25 |
3,517.00 |
| S1 |
3,453.75 |
3,453.75 |
3,536.50 |
3,479.00 |
| S2 |
3,357.25 |
3,357.25 |
3,523.00 |
|
| S3 |
3,210.25 |
3,306.75 |
3,509.50 |
|
| S4 |
3,063.25 |
3,159.75 |
3,469.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,622.00 |
3,447.25 |
174.75 |
4.8% |
43.00 |
1.2% |
97% |
True |
False |
462 |
| 10 |
3,622.00 |
3,408.00 |
214.00 |
5.9% |
51.50 |
1.4% |
98% |
True |
False |
640 |
| 20 |
3,622.00 |
3,408.00 |
214.00 |
5.9% |
45.00 |
1.2% |
98% |
True |
False |
382 |
| 40 |
3,622.00 |
3,408.00 |
214.00 |
5.9% |
35.25 |
1.0% |
98% |
True |
False |
198 |
| 60 |
3,622.00 |
3,354.00 |
268.00 |
7.4% |
25.00 |
0.7% |
98% |
True |
False |
133 |
| 80 |
3,622.00 |
3,307.00 |
315.00 |
8.7% |
19.50 |
0.5% |
98% |
True |
False |
100 |
| 100 |
3,622.00 |
3,119.75 |
502.25 |
13.9% |
16.00 |
0.4% |
99% |
True |
False |
80 |
| 120 |
3,622.00 |
3,040.00 |
582.00 |
16.1% |
13.25 |
0.4% |
99% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,701.75 |
|
2.618 |
3,671.00 |
|
1.618 |
3,652.25 |
|
1.000 |
3,640.75 |
|
0.618 |
3,633.50 |
|
HIGH |
3,622.00 |
|
0.618 |
3,614.75 |
|
0.500 |
3,612.50 |
|
0.382 |
3,610.50 |
|
LOW |
3,603.25 |
|
0.618 |
3,591.75 |
|
1.000 |
3,584.50 |
|
1.618 |
3,573.00 |
|
2.618 |
3,554.25 |
|
4.250 |
3,523.50 |
|
|