| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,875.0 |
2,887.0 |
12.0 |
0.4% |
2,946.0 |
| High |
2,908.0 |
2,909.0 |
1.0 |
0.0% |
3,011.0 |
| Low |
2,873.0 |
2,880.0 |
7.0 |
0.2% |
2,895.0 |
| Close |
2,897.0 |
2,897.0 |
0.0 |
0.0% |
2,950.0 |
| Range |
35.0 |
29.0 |
-6.0 |
-17.1% |
116.0 |
| ATR |
47.2 |
45.9 |
-1.3 |
-2.8% |
0.0 |
| Volume |
280 |
194 |
-86 |
-30.7% |
20,374 |
|
| Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.3 |
2,968.7 |
2,913.0 |
|
| R3 |
2,953.3 |
2,939.7 |
2,905.0 |
|
| R2 |
2,924.3 |
2,924.3 |
2,902.3 |
|
| R1 |
2,910.7 |
2,910.7 |
2,899.7 |
2,917.5 |
| PP |
2,895.3 |
2,895.3 |
2,895.3 |
2,898.8 |
| S1 |
2,881.7 |
2,881.7 |
2,894.3 |
2,888.5 |
| S2 |
2,866.3 |
2,866.3 |
2,891.7 |
|
| S3 |
2,837.3 |
2,852.7 |
2,889.0 |
|
| S4 |
2,808.3 |
2,823.7 |
2,881.1 |
|
|
| 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 |
2,977.0 |
2,868.0 |
109.0 |
3.8% |
52.6 |
1.8% |
27% |
False |
False |
3,267 |
| 10 |
3,090.0 |
2,868.0 |
222.0 |
7.7% |
59.9 |
2.1% |
13% |
False |
False |
2,166 |
| 20 |
3,108.0 |
2,868.0 |
240.0 |
8.3% |
46.2 |
1.6% |
12% |
False |
False |
1,538 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
9.0% |
38.2 |
1.3% |
19% |
False |
False |
959 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
9.0% |
29.1 |
1.0% |
19% |
False |
False |
885 |
| 80 |
3,108.0 |
2,845.0 |
263.0 |
9.1% |
24.9 |
0.9% |
20% |
False |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.3 |
|
2.618 |
2,984.9 |
|
1.618 |
2,955.9 |
|
1.000 |
2,938.0 |
|
0.618 |
2,926.9 |
|
HIGH |
2,909.0 |
|
0.618 |
2,897.9 |
|
0.500 |
2,894.5 |
|
0.382 |
2,891.1 |
|
LOW |
2,880.0 |
|
0.618 |
2,862.1 |
|
1.000 |
2,851.0 |
|
1.618 |
2,833.1 |
|
2.618 |
2,804.1 |
|
4.250 |
2,756.8 |
|
|