| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,935.0 |
2,875.0 |
-60.0 |
-2.0% |
2,946.0 |
| High |
2,949.0 |
2,908.0 |
-41.0 |
-1.4% |
3,011.0 |
| Low |
2,868.0 |
2,873.0 |
5.0 |
0.2% |
2,895.0 |
| Close |
2,896.0 |
2,897.0 |
1.0 |
0.0% |
2,950.0 |
| Range |
81.0 |
35.0 |
-46.0 |
-56.8% |
116.0 |
| ATR |
48.2 |
47.2 |
-0.9 |
-2.0% |
0.0 |
| Volume |
274 |
280 |
6 |
2.2% |
20,374 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,997.7 |
2,982.3 |
2,916.3 |
|
| R3 |
2,962.7 |
2,947.3 |
2,906.6 |
|
| R2 |
2,927.7 |
2,927.7 |
2,903.4 |
|
| R1 |
2,912.3 |
2,912.3 |
2,900.2 |
2,920.0 |
| PP |
2,892.7 |
2,892.7 |
2,892.7 |
2,896.5 |
| S1 |
2,877.3 |
2,877.3 |
2,893.8 |
2,885.0 |
| S2 |
2,857.7 |
2,857.7 |
2,890.6 |
|
| S3 |
2,822.7 |
2,842.3 |
2,887.4 |
|
| S4 |
2,787.7 |
2,807.3 |
2,877.8 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,241.0 |
3,013.8 |
|
| R3 |
3,184.0 |
3,125.0 |
2,981.9 |
|
| R2 |
3,068.0 |
3,068.0 |
2,971.3 |
|
| R1 |
3,009.0 |
3,009.0 |
2,960.6 |
3,038.5 |
| PP |
2,952.0 |
2,952.0 |
2,952.0 |
2,966.8 |
| S1 |
2,893.0 |
2,893.0 |
2,939.4 |
2,922.5 |
| S2 |
2,836.0 |
2,836.0 |
2,928.7 |
|
| S3 |
2,720.0 |
2,777.0 |
2,918.1 |
|
| S4 |
2,604.0 |
2,661.0 |
2,886.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,011.0 |
2,868.0 |
143.0 |
4.9% |
67.4 |
2.3% |
20% |
False |
False |
3,309 |
| 10 |
3,095.0 |
2,868.0 |
227.0 |
7.8% |
59.5 |
2.1% |
13% |
False |
False |
2,652 |
| 20 |
3,108.0 |
2,868.0 |
240.0 |
8.3% |
45.6 |
1.6% |
12% |
False |
False |
1,551 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
9.0% |
38.3 |
1.3% |
19% |
False |
False |
954 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
9.0% |
28.7 |
1.0% |
19% |
False |
False |
882 |
| 80 |
3,108.0 |
2,819.0 |
289.0 |
10.0% |
24.8 |
0.9% |
27% |
False |
False |
663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,056.8 |
|
2.618 |
2,999.6 |
|
1.618 |
2,964.6 |
|
1.000 |
2,943.0 |
|
0.618 |
2,929.6 |
|
HIGH |
2,908.0 |
|
0.618 |
2,894.6 |
|
0.500 |
2,890.5 |
|
0.382 |
2,886.4 |
|
LOW |
2,873.0 |
|
0.618 |
2,851.4 |
|
1.000 |
2,838.0 |
|
1.618 |
2,816.4 |
|
2.618 |
2,781.4 |
|
4.250 |
2,724.3 |
|
|