Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
3,564.94 |
3,539.01 |
-25.93 |
-0.7% |
3,570.86 |
High |
3,567.51 |
3,542.52 |
-24.99 |
-0.7% |
3,592.00 |
Low |
3,537.61 |
3,512.45 |
-25.16 |
-0.7% |
3,537.61 |
Close |
3,538.73 |
3,526.96 |
-11.77 |
-0.3% |
3,538.73 |
Range |
29.90 |
30.07 |
0.17 |
0.6% |
54.39 |
ATR |
29.47 |
29.51 |
0.04 |
0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.52 |
3,602.31 |
3,543.50 |
|
R3 |
3,587.45 |
3,572.24 |
3,535.23 |
|
R2 |
3,557.38 |
3,557.38 |
3,532.47 |
|
R1 |
3,542.17 |
3,542.17 |
3,529.72 |
3,534.74 |
PP |
3,527.31 |
3,527.31 |
3,527.31 |
3,523.60 |
S1 |
3,512.10 |
3,512.10 |
3,524.20 |
3,504.67 |
S2 |
3,497.24 |
3,497.24 |
3,521.45 |
|
S3 |
3,467.17 |
3,482.03 |
3,518.69 |
|
S4 |
3,437.10 |
3,451.96 |
3,510.42 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,719.28 |
3,683.40 |
3,568.64 |
|
R3 |
3,664.89 |
3,629.01 |
3,553.69 |
|
R2 |
3,610.50 |
3,610.50 |
3,548.70 |
|
R1 |
3,574.62 |
3,574.62 |
3,543.72 |
3,565.37 |
PP |
3,556.11 |
3,556.11 |
3,556.11 |
3,551.49 |
S1 |
3,520.23 |
3,520.23 |
3,533.74 |
3,510.98 |
S2 |
3,501.72 |
3,501.72 |
3,528.76 |
|
S3 |
3,447.33 |
3,465.84 |
3,523.77 |
|
S4 |
3,392.94 |
3,411.45 |
3,508.82 |
|
|
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 |
3,512.45 |
79.55 |
2.3% |
22.99 |
0.7% |
18% |
False |
True |
|
10 |
3,592.00 |
3,502.29 |
89.71 |
2.5% |
21.64 |
0.6% |
27% |
False |
False |
|
20 |
3,592.00 |
3,424.11 |
167.89 |
4.8% |
26.14 |
0.7% |
61% |
False |
False |
|
40 |
3,592.00 |
3,318.39 |
273.61 |
7.8% |
28.03 |
0.8% |
76% |
False |
False |
|
60 |
3,592.00 |
3,178.67 |
413.33 |
11.7% |
28.69 |
0.8% |
84% |
False |
False |
|
80 |
3,592.00 |
3,117.69 |
474.31 |
13.4% |
29.58 |
0.8% |
86% |
False |
False |
|
100 |
3,592.00 |
3,053.26 |
538.74 |
15.3% |
29.34 |
0.8% |
88% |
False |
False |
|
120 |
3,592.00 |
3,029.07 |
562.93 |
16.0% |
28.41 |
0.8% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,670.32 |
2.618 |
3,621.24 |
1.618 |
3,591.17 |
1.000 |
3,572.59 |
0.618 |
3,561.10 |
HIGH |
3,542.52 |
0.618 |
3,531.03 |
0.500 |
3,527.49 |
0.382 |
3,523.94 |
LOW |
3,512.45 |
0.618 |
3,493.87 |
1.000 |
3,482.38 |
1.618 |
3,463.80 |
2.618 |
3,433.73 |
4.250 |
3,384.65 |
|
|