| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
3,646.25 |
3,661.50 |
15.25 |
0.4% |
3,630.00 |
| High |
3,660.00 |
3,661.50 |
1.50 |
0.0% |
3,643.50 |
| Low |
3,636.75 |
3,605.00 |
-31.75 |
-0.9% |
3,541.00 |
| Close |
3,650.75 |
3,624.25 |
-26.50 |
-0.7% |
3,555.75 |
| Range |
23.25 |
56.50 |
33.25 |
143.0% |
102.50 |
| ATR |
41.87 |
42.92 |
1.04 |
2.5% |
0.00 |
| Volume |
123 |
15 |
-108 |
-87.8% |
280 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,799.75 |
3,768.50 |
3,655.25 |
|
| R3 |
3,743.25 |
3,712.00 |
3,639.75 |
|
| R2 |
3,686.75 |
3,686.75 |
3,634.50 |
|
| R1 |
3,655.50 |
3,655.50 |
3,629.50 |
3,643.00 |
| PP |
3,630.25 |
3,630.25 |
3,630.25 |
3,624.00 |
| S1 |
3,599.00 |
3,599.00 |
3,619.00 |
3,586.50 |
| S2 |
3,573.75 |
3,573.75 |
3,614.00 |
|
| S3 |
3,517.25 |
3,542.50 |
3,608.75 |
|
| S4 |
3,460.75 |
3,486.00 |
3,593.25 |
|
|
| 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 |
3,661.50 |
3,546.00 |
115.50 |
3.2% |
41.25 |
1.1% |
68% |
True |
False |
61 |
| 10 |
3,701.00 |
3,541.00 |
160.00 |
4.4% |
51.50 |
1.4% |
52% |
False |
False |
56 |
| 20 |
3,722.75 |
3,541.00 |
181.75 |
5.0% |
45.50 |
1.3% |
46% |
False |
False |
35 |
| 40 |
3,722.75 |
3,473.25 |
249.50 |
6.9% |
28.75 |
0.8% |
61% |
False |
False |
20 |
| 60 |
3,722.75 |
3,416.25 |
306.50 |
8.5% |
21.00 |
0.6% |
68% |
False |
False |
15 |
| 80 |
3,722.75 |
3,416.25 |
306.50 |
8.5% |
17.50 |
0.5% |
68% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,901.50 |
|
2.618 |
3,809.50 |
|
1.618 |
3,753.00 |
|
1.000 |
3,718.00 |
|
0.618 |
3,696.50 |
|
HIGH |
3,661.50 |
|
0.618 |
3,640.00 |
|
0.500 |
3,633.25 |
|
0.382 |
3,626.50 |
|
LOW |
3,605.00 |
|
0.618 |
3,570.00 |
|
1.000 |
3,548.50 |
|
1.618 |
3,513.50 |
|
2.618 |
3,457.00 |
|
4.250 |
3,365.00 |
|
|