Day Change Summary |
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Previous |
Current |
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31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,576.24 |
3,575.60 |
-0.64 |
0.0% |
3,563.19 |
High |
3,592.00 |
3,577.03 |
-14.97 |
-0.4% |
3,591.31 |
Low |
3,575.25 |
3,553.65 |
-21.60 |
-0.6% |
3,552.29 |
Close |
3,592.00 |
3,563.57 |
-28.43 |
-0.8% |
3,574.02 |
Range |
16.75 |
23.38 |
6.63 |
39.6% |
39.02 |
ATR |
28.75 |
29.44 |
0.69 |
2.4% |
0.00 |
Volume |
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Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,634.89 |
3,622.61 |
3,576.43 |
|
R3 |
3,611.51 |
3,599.23 |
3,570.00 |
|
R2 |
3,588.13 |
3,588.13 |
3,567.86 |
|
R1 |
3,575.85 |
3,575.85 |
3,565.71 |
3,570.30 |
PP |
3,564.75 |
3,564.75 |
3,564.75 |
3,561.98 |
S1 |
3,552.47 |
3,552.47 |
3,561.43 |
3,546.92 |
S2 |
3,541.37 |
3,541.37 |
3,559.28 |
|
S3 |
3,517.99 |
3,529.09 |
3,557.14 |
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S4 |
3,494.61 |
3,505.71 |
3,550.71 |
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Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,689.60 |
3,670.83 |
3,595.48 |
|
R3 |
3,650.58 |
3,631.81 |
3,584.75 |
|
R2 |
3,611.56 |
3,611.56 |
3,581.17 |
|
R1 |
3,592.79 |
3,592.79 |
3,577.60 |
3,602.18 |
PP |
3,572.54 |
3,572.54 |
3,572.54 |
3,577.23 |
S1 |
3,553.77 |
3,553.77 |
3,570.44 |
3,563.16 |
S2 |
3,533.52 |
3,533.52 |
3,566.87 |
|
S3 |
3,494.50 |
3,514.75 |
3,563.29 |
|
S4 |
3,455.48 |
3,475.73 |
3,552.56 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,592.00 |
3,553.65 |
38.35 |
1.1% |
17.97 |
0.5% |
26% |
False |
True |
|
10 |
3,592.00 |
3,424.11 |
167.89 |
4.7% |
26.20 |
0.7% |
83% |
False |
False |
|
20 |
3,592.00 |
3,424.11 |
167.89 |
4.7% |
26.15 |
0.7% |
83% |
False |
False |
|
40 |
3,592.00 |
3,318.39 |
273.61 |
7.7% |
28.06 |
0.8% |
90% |
False |
False |
|
60 |
3,592.00 |
3,117.69 |
474.31 |
13.3% |
29.51 |
0.8% |
94% |
False |
False |
|
80 |
3,592.00 |
3,117.69 |
474.31 |
13.3% |
29.30 |
0.8% |
94% |
False |
False |
|
100 |
3,592.00 |
3,053.26 |
538.74 |
15.1% |
29.42 |
0.8% |
95% |
False |
False |
|
120 |
3,592.00 |
3,029.07 |
562.93 |
15.8% |
28.16 |
0.8% |
95% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
3,676.40 |
2.618 |
3,638.24 |
1.618 |
3,614.86 |
1.000 |
3,600.41 |
0.618 |
3,591.48 |
HIGH |
3,577.03 |
0.618 |
3,568.10 |
0.500 |
3,565.34 |
0.382 |
3,562.58 |
LOW |
3,553.65 |
0.618 |
3,539.20 |
1.000 |
3,530.27 |
1.618 |
3,515.82 |
2.618 |
3,492.44 |
4.250 |
3,454.29 |
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