| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,504.00 |
3,460.00 |
-44.00 |
-1.3% |
3,467.50 |
| High |
3,504.00 |
3,460.00 |
-44.00 |
-1.3% |
3,491.50 |
| Low |
3,503.75 |
3,458.75 |
-45.00 |
-1.3% |
3,463.50 |
| Close |
3,503.75 |
3,458.75 |
-45.00 |
-1.3% |
3,491.50 |
| Range |
0.25 |
1.25 |
1.00 |
400.0% |
28.00 |
| ATR |
15.19 |
17.32 |
2.13 |
14.0% |
0.00 |
| Volume |
1 |
1 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,463.00 |
3,462.00 |
3,459.50 |
|
| R3 |
3,461.75 |
3,460.75 |
3,459.00 |
|
| R2 |
3,460.50 |
3,460.50 |
3,459.00 |
|
| R1 |
3,459.50 |
3,459.50 |
3,458.75 |
3,459.50 |
| PP |
3,459.25 |
3,459.25 |
3,459.25 |
3,459.00 |
| S1 |
3,458.25 |
3,458.25 |
3,458.75 |
3,458.00 |
| S2 |
3,458.00 |
3,458.00 |
3,458.50 |
|
| S3 |
3,456.75 |
3,457.00 |
3,458.50 |
|
| S4 |
3,455.50 |
3,455.75 |
3,458.00 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,566.25 |
3,556.75 |
3,507.00 |
|
| R3 |
3,538.25 |
3,528.75 |
3,499.25 |
|
| R2 |
3,510.25 |
3,510.25 |
3,496.75 |
|
| R1 |
3,500.75 |
3,500.75 |
3,494.00 |
3,505.50 |
| PP |
3,482.25 |
3,482.25 |
3,482.25 |
3,484.50 |
| S1 |
3,472.75 |
3,472.75 |
3,489.00 |
3,477.50 |
| S2 |
3,454.25 |
3,454.25 |
3,486.25 |
|
| S3 |
3,426.25 |
3,444.75 |
3,483.75 |
|
| S4 |
3,398.25 |
3,416.75 |
3,476.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,507.00 |
3,458.75 |
48.25 |
1.4% |
1.50 |
0.0% |
0% |
False |
True |
2 |
| 10 |
3,507.00 |
3,455.25 |
51.75 |
1.5% |
1.75 |
0.1% |
7% |
False |
False |
2 |
| 20 |
3,507.00 |
3,354.00 |
153.00 |
4.4% |
4.25 |
0.1% |
68% |
False |
False |
3 |
| 40 |
3,507.00 |
3,251.25 |
255.75 |
7.4% |
2.75 |
0.1% |
81% |
False |
False |
2 |
| 60 |
3,507.00 |
3,119.75 |
387.25 |
11.2% |
2.50 |
0.1% |
88% |
False |
False |
1 |
| 80 |
3,507.00 |
3,040.00 |
467.00 |
13.5% |
2.00 |
0.1% |
90% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,465.25 |
|
2.618 |
3,463.25 |
|
1.618 |
3,462.00 |
|
1.000 |
3,461.25 |
|
0.618 |
3,460.75 |
|
HIGH |
3,460.00 |
|
0.618 |
3,459.50 |
|
0.500 |
3,459.50 |
|
0.382 |
3,459.25 |
|
LOW |
3,458.75 |
|
0.618 |
3,458.00 |
|
1.000 |
3,457.50 |
|
1.618 |
3,456.75 |
|
2.618 |
3,455.50 |
|
4.250 |
3,453.50 |
|
|