| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,554.00 |
3,595.00 |
41.00 |
1.2% |
3,630.00 |
| High |
3,588.00 |
3,595.00 |
7.00 |
0.2% |
3,643.50 |
| Low |
3,546.00 |
3,578.75 |
32.75 |
0.9% |
3,541.00 |
| Close |
3,555.75 |
3,578.75 |
23.00 |
0.6% |
3,555.75 |
| Range |
42.00 |
16.25 |
-25.75 |
-61.3% |
102.50 |
| ATR |
41.59 |
41.42 |
-0.17 |
-0.4% |
0.00 |
| Volume |
33 |
134 |
101 |
306.1% |
280 |
|
| Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,633.00 |
3,622.00 |
3,587.75 |
|
| R3 |
3,616.75 |
3,605.75 |
3,583.25 |
|
| R2 |
3,600.50 |
3,600.50 |
3,581.75 |
|
| R1 |
3,589.50 |
3,589.50 |
3,580.25 |
3,587.00 |
| PP |
3,584.25 |
3,584.25 |
3,584.25 |
3,582.75 |
| S1 |
3,573.25 |
3,573.25 |
3,577.25 |
3,570.50 |
| S2 |
3,568.00 |
3,568.00 |
3,575.75 |
|
| S3 |
3,551.75 |
3,557.00 |
3,574.25 |
|
| S4 |
3,535.50 |
3,540.75 |
3,569.75 |
|
|
| 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% |
45.75 |
1.3% |
37% |
False |
False |
67 |
| 10 |
3,701.00 |
3,541.00 |
160.00 |
4.5% |
48.50 |
1.4% |
24% |
False |
False |
47 |
| 20 |
3,722.75 |
3,541.00 |
181.75 |
5.1% |
40.50 |
1.1% |
21% |
False |
False |
29 |
| 40 |
3,722.75 |
3,416.25 |
306.50 |
8.6% |
25.75 |
0.7% |
53% |
False |
False |
17 |
| 60 |
3,722.75 |
3,416.25 |
306.50 |
8.6% |
19.00 |
0.5% |
53% |
False |
False |
13 |
| 80 |
3,722.75 |
3,416.25 |
306.50 |
8.6% |
15.75 |
0.4% |
53% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,664.00 |
|
2.618 |
3,637.50 |
|
1.618 |
3,621.25 |
|
1.000 |
3,611.25 |
|
0.618 |
3,605.00 |
|
HIGH |
3,595.00 |
|
0.618 |
3,588.75 |
|
0.500 |
3,587.00 |
|
0.382 |
3,585.00 |
|
LOW |
3,578.75 |
|
0.618 |
3,568.75 |
|
1.000 |
3,562.50 |
|
1.618 |
3,552.50 |
|
2.618 |
3,536.25 |
|
4.250 |
3,509.75 |
|
|