Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
4,634.16 |
4,485.06 |
-149.10 |
-3.2% |
4,610.41 |
High |
4,642.55 |
4,497.86 |
-144.69 |
-3.1% |
4,702.74 |
Low |
4,592.88 |
4,439.13 |
-153.75 |
-3.3% |
4,580.13 |
Close |
4,593.27 |
4,497.86 |
-95.41 |
-2.1% |
4,593.27 |
Range |
49.67 |
58.73 |
9.06 |
18.2% |
122.61 |
ATR |
60.21 |
66.92 |
6.71 |
11.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.47 |
4,634.90 |
4,530.16 |
|
R3 |
4,595.74 |
4,576.17 |
4,514.01 |
|
R2 |
4,537.01 |
4,537.01 |
4,508.63 |
|
R1 |
4,517.44 |
4,517.44 |
4,503.24 |
4,527.23 |
PP |
4,478.28 |
4,478.28 |
4,478.28 |
4,483.18 |
S1 |
4,458.71 |
4,458.71 |
4,492.48 |
4,468.50 |
S2 |
4,419.55 |
4,419.55 |
4,487.09 |
|
S3 |
4,360.82 |
4,399.98 |
4,481.71 |
|
S4 |
4,302.09 |
4,341.25 |
4,465.56 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,993.21 |
4,915.85 |
4,660.71 |
|
R3 |
4,870.60 |
4,793.24 |
4,626.99 |
|
R2 |
4,747.99 |
4,747.99 |
4,615.75 |
|
R1 |
4,670.63 |
4,670.63 |
4,604.51 |
4,648.01 |
PP |
4,625.38 |
4,625.38 |
4,625.38 |
4,614.07 |
S1 |
4,548.02 |
4,548.02 |
4,582.03 |
4,525.40 |
S2 |
4,502.77 |
4,502.77 |
4,570.79 |
|
S3 |
4,380.16 |
4,425.41 |
4,559.55 |
|
S4 |
4,257.55 |
4,302.80 |
4,525.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,702.74 |
4,439.13 |
263.61 |
5.9% |
49.06 |
1.1% |
22% |
False |
True |
|
10 |
4,702.74 |
4,439.13 |
263.61 |
5.9% |
43.75 |
1.0% |
22% |
False |
True |
|
20 |
4,722.39 |
4,439.13 |
283.26 |
6.3% |
59.86 |
1.3% |
21% |
False |
True |
|
40 |
4,739.75 |
4,439.13 |
300.62 |
6.7% |
55.65 |
1.2% |
20% |
False |
True |
|
60 |
4,739.75 |
4,275.59 |
464.16 |
10.3% |
52.35 |
1.2% |
48% |
False |
False |
|
80 |
4,739.75 |
4,053.12 |
686.63 |
15.3% |
57.18 |
1.3% |
65% |
False |
False |
|
100 |
4,739.75 |
3,787.23 |
952.52 |
21.2% |
66.46 |
1.5% |
75% |
False |
False |
|
120 |
4,739.75 |
3,787.23 |
952.52 |
21.2% |
63.37 |
1.4% |
75% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,747.46 |
2.618 |
4,651.62 |
1.618 |
4,592.89 |
1.000 |
4,556.59 |
0.618 |
4,534.16 |
HIGH |
4,497.86 |
0.618 |
4,475.43 |
0.500 |
4,468.50 |
0.382 |
4,461.56 |
LOW |
4,439.13 |
0.618 |
4,402.83 |
1.000 |
4,380.40 |
1.618 |
4,344.10 |
2.618 |
4,285.37 |
4.250 |
4,189.53 |
|
|