| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,456.75 |
3,461.00 |
4.25 |
0.1% |
3,507.00 |
| High |
3,460.00 |
3,461.00 |
1.00 |
0.0% |
3,507.00 |
| Low |
3,447.75 |
3,444.00 |
-3.75 |
-0.1% |
3,444.00 |
| Close |
3,447.75 |
3,445.75 |
-2.00 |
-0.1% |
3,445.75 |
| Range |
12.25 |
17.00 |
4.75 |
38.8% |
63.00 |
| ATR |
16.96 |
16.96 |
0.00 |
0.0% |
0.00 |
| Volume |
1 |
2 |
1 |
100.0% |
11 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,501.25 |
3,490.50 |
3,455.00 |
|
| R3 |
3,484.25 |
3,473.50 |
3,450.50 |
|
| R2 |
3,467.25 |
3,467.25 |
3,448.75 |
|
| R1 |
3,456.50 |
3,456.50 |
3,447.25 |
3,453.50 |
| PP |
3,450.25 |
3,450.25 |
3,450.25 |
3,448.75 |
| S1 |
3,439.50 |
3,439.50 |
3,444.25 |
3,436.50 |
| S2 |
3,433.25 |
3,433.25 |
3,442.75 |
|
| S3 |
3,416.25 |
3,422.50 |
3,441.00 |
|
| S4 |
3,399.25 |
3,405.50 |
3,436.50 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,654.50 |
3,613.25 |
3,480.50 |
|
| R3 |
3,591.50 |
3,550.25 |
3,463.00 |
|
| R2 |
3,528.50 |
3,528.50 |
3,457.25 |
|
| R1 |
3,487.25 |
3,487.25 |
3,451.50 |
3,476.50 |
| PP |
3,465.50 |
3,465.50 |
3,465.50 |
3,460.25 |
| S1 |
3,424.25 |
3,424.25 |
3,440.00 |
3,413.50 |
| S2 |
3,402.50 |
3,402.50 |
3,434.25 |
|
| S3 |
3,339.50 |
3,361.25 |
3,428.50 |
|
| S4 |
3,276.50 |
3,298.25 |
3,411.00 |
|
|
| 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 |
3,444.00 |
63.00 |
1.8% |
6.25 |
0.2% |
3% |
False |
True |
2 |
| 10 |
3,507.00 |
3,444.00 |
63.00 |
1.8% |
4.00 |
0.1% |
3% |
False |
True |
2 |
| 20 |
3,507.00 |
3,354.00 |
153.00 |
4.4% |
4.50 |
0.1% |
60% |
False |
False |
2 |
| 40 |
3,507.00 |
3,307.00 |
200.00 |
5.8% |
3.50 |
0.1% |
69% |
False |
False |
2 |
| 60 |
3,507.00 |
3,119.75 |
387.25 |
11.2% |
3.00 |
0.1% |
84% |
False |
False |
1 |
| 80 |
3,507.00 |
3,040.00 |
467.00 |
13.6% |
2.50 |
0.1% |
87% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,533.25 |
|
2.618 |
3,505.50 |
|
1.618 |
3,488.50 |
|
1.000 |
3,478.00 |
|
0.618 |
3,471.50 |
|
HIGH |
3,461.00 |
|
0.618 |
3,454.50 |
|
0.500 |
3,452.50 |
|
0.382 |
3,450.50 |
|
LOW |
3,444.00 |
|
0.618 |
3,433.50 |
|
1.000 |
3,427.00 |
|
1.618 |
3,416.50 |
|
2.618 |
3,399.50 |
|
4.250 |
3,371.75 |
|
|