| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2014 |
01-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,595.00 |
3,575.00 |
-20.00 |
-0.6% |
3,630.00 |
| High |
3,595.00 |
3,642.75 |
47.75 |
1.3% |
3,643.50 |
| Low |
3,578.75 |
3,575.00 |
-3.75 |
-0.1% |
3,541.00 |
| Close |
3,578.75 |
3,642.75 |
64.00 |
1.8% |
3,555.75 |
| Range |
16.25 |
67.75 |
51.50 |
316.9% |
102.50 |
| ATR |
41.42 |
43.30 |
1.88 |
4.5% |
0.00 |
| Volume |
134 |
3 |
-131 |
-97.8% |
280 |
|
| Daily Pivots for day following 01-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,823.50 |
3,800.75 |
3,680.00 |
|
| R3 |
3,755.75 |
3,733.00 |
3,661.50 |
|
| R2 |
3,688.00 |
3,688.00 |
3,655.25 |
|
| R1 |
3,665.25 |
3,665.25 |
3,649.00 |
3,676.50 |
| PP |
3,620.25 |
3,620.25 |
3,620.25 |
3,625.75 |
| S1 |
3,597.50 |
3,597.50 |
3,636.50 |
3,609.00 |
| S2 |
3,552.50 |
3,552.50 |
3,630.25 |
|
| S3 |
3,484.75 |
3,529.75 |
3,624.00 |
|
| S4 |
3,417.00 |
3,462.00 |
3,605.50 |
|
|
| 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 |
3,642.75 |
3,541.00 |
101.75 |
2.8% |
47.00 |
1.3% |
100% |
True |
False |
53 |
| 10 |
3,701.00 |
3,541.00 |
160.00 |
4.4% |
50.50 |
1.4% |
64% |
False |
False |
46 |
| 20 |
3,722.75 |
3,541.00 |
181.75 |
5.0% |
43.25 |
1.2% |
56% |
False |
False |
29 |
| 40 |
3,722.75 |
3,422.50 |
300.25 |
8.2% |
27.50 |
0.8% |
73% |
False |
False |
17 |
| 60 |
3,722.75 |
3,416.25 |
306.50 |
8.4% |
19.75 |
0.5% |
74% |
False |
False |
13 |
| 80 |
3,722.75 |
3,416.25 |
306.50 |
8.4% |
16.50 |
0.5% |
74% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,930.75 |
|
2.618 |
3,820.00 |
|
1.618 |
3,752.25 |
|
1.000 |
3,710.50 |
|
0.618 |
3,684.50 |
|
HIGH |
3,642.75 |
|
0.618 |
3,616.75 |
|
0.500 |
3,609.00 |
|
0.382 |
3,601.00 |
|
LOW |
3,575.00 |
|
0.618 |
3,533.25 |
|
1.000 |
3,507.25 |
|
1.618 |
3,465.50 |
|
2.618 |
3,397.75 |
|
4.250 |
3,287.00 |
|
|