| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,572.00 |
3,554.00 |
-18.00 |
-0.5% |
3,630.00 |
| High |
3,572.00 |
3,588.00 |
16.00 |
0.4% |
3,643.50 |
| Low |
3,541.00 |
3,546.00 |
5.00 |
0.1% |
3,541.00 |
| Close |
3,547.25 |
3,555.75 |
8.50 |
0.2% |
3,555.75 |
| Range |
31.00 |
42.00 |
11.00 |
35.5% |
102.50 |
| ATR |
41.56 |
41.59 |
0.03 |
0.1% |
0.00 |
| Volume |
49 |
33 |
-16 |
-32.7% |
280 |
|
| Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,689.25 |
3,664.50 |
3,578.75 |
|
| R3 |
3,647.25 |
3,622.50 |
3,567.25 |
|
| R2 |
3,605.25 |
3,605.25 |
3,563.50 |
|
| R1 |
3,580.50 |
3,580.50 |
3,559.50 |
3,593.00 |
| PP |
3,563.25 |
3,563.25 |
3,563.25 |
3,569.50 |
| S1 |
3,538.50 |
3,538.50 |
3,552.00 |
3,551.00 |
| S2 |
3,521.25 |
3,521.25 |
3,548.00 |
|
| S3 |
3,479.25 |
3,496.50 |
3,544.25 |
|
| S4 |
3,437.25 |
3,454.50 |
3,532.75 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,887.50 |
3,824.25 |
3,612.00 |
|
| R3 |
3,785.00 |
3,721.75 |
3,584.00 |
|
| R2 |
3,682.50 |
3,682.50 |
3,574.50 |
|
| R1 |
3,619.25 |
3,619.25 |
3,565.25 |
3,599.50 |
| PP |
3,580.00 |
3,580.00 |
3,580.00 |
3,570.25 |
| S1 |
3,516.75 |
3,516.75 |
3,546.25 |
3,497.00 |
| S2 |
3,477.50 |
3,477.50 |
3,537.00 |
|
| S3 |
3,375.00 |
3,414.25 |
3,527.50 |
|
| S4 |
3,272.50 |
3,311.75 |
3,499.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,643.50 |
3,541.00 |
102.50 |
2.9% |
56.25 |
1.6% |
14% |
False |
False |
56 |
| 10 |
3,701.00 |
3,541.00 |
160.00 |
4.5% |
51.50 |
1.5% |
9% |
False |
False |
39 |
| 20 |
3,722.75 |
3,541.00 |
181.75 |
5.1% |
40.25 |
1.1% |
8% |
False |
False |
22 |
| 40 |
3,722.75 |
3,416.25 |
306.50 |
8.6% |
26.00 |
0.7% |
46% |
False |
False |
14 |
| 60 |
3,722.75 |
3,416.25 |
306.50 |
8.6% |
18.75 |
0.5% |
46% |
False |
False |
11 |
| 80 |
3,722.75 |
3,416.25 |
306.50 |
8.6% |
15.50 |
0.4% |
46% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,766.50 |
|
2.618 |
3,698.00 |
|
1.618 |
3,656.00 |
|
1.000 |
3,630.00 |
|
0.618 |
3,614.00 |
|
HIGH |
3,588.00 |
|
0.618 |
3,572.00 |
|
0.500 |
3,567.00 |
|
0.382 |
3,562.00 |
|
LOW |
3,546.00 |
|
0.618 |
3,520.00 |
|
1.000 |
3,504.00 |
|
1.618 |
3,478.00 |
|
2.618 |
3,436.00 |
|
4.250 |
3,367.50 |
|
|