| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,440.00 |
3,491.50 |
51.50 |
1.5% |
3,507.00 |
| High |
3,501.00 |
3,491.50 |
-9.50 |
-0.3% |
3,507.00 |
| Low |
3,430.00 |
3,484.50 |
54.50 |
1.6% |
3,444.00 |
| Close |
3,501.00 |
3,485.25 |
-15.75 |
-0.4% |
3,445.75 |
| Range |
71.00 |
7.00 |
-64.00 |
-90.1% |
63.00 |
| ATR |
20.51 |
20.22 |
-0.29 |
-1.4% |
0.00 |
| Volume |
6 |
6 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.00 |
3,503.75 |
3,489.00 |
|
| R3 |
3,501.00 |
3,496.75 |
3,487.25 |
|
| R2 |
3,494.00 |
3,494.00 |
3,486.50 |
|
| R1 |
3,489.75 |
3,489.75 |
3,486.00 |
3,488.50 |
| PP |
3,487.00 |
3,487.00 |
3,487.00 |
3,486.50 |
| S1 |
3,482.75 |
3,482.75 |
3,484.50 |
3,481.50 |
| S2 |
3,480.00 |
3,480.00 |
3,484.00 |
|
| S3 |
3,473.00 |
3,475.75 |
3,483.25 |
|
| S4 |
3,466.00 |
3,468.75 |
3,481.50 |
|
|
| 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 |
3,501.00 |
3,430.00 |
71.00 |
2.0% |
21.50 |
0.6% |
78% |
False |
False |
5 |
| 10 |
3,507.00 |
3,430.00 |
77.00 |
2.2% |
12.75 |
0.4% |
72% |
False |
False |
4 |
| 20 |
3,507.00 |
3,387.75 |
119.25 |
3.4% |
8.00 |
0.2% |
82% |
False |
False |
3 |
| 40 |
3,507.00 |
3,307.00 |
200.00 |
5.7% |
5.75 |
0.2% |
89% |
False |
False |
2 |
| 60 |
3,507.00 |
3,119.75 |
387.25 |
11.1% |
4.50 |
0.1% |
94% |
False |
False |
2 |
| 80 |
3,507.00 |
3,048.75 |
458.25 |
13.1% |
3.50 |
0.1% |
95% |
False |
False |
2 |
| 100 |
3,507.00 |
3,040.00 |
467.00 |
13.4% |
2.75 |
0.1% |
95% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,521.25 |
|
2.618 |
3,509.75 |
|
1.618 |
3,502.75 |
|
1.000 |
3,498.50 |
|
0.618 |
3,495.75 |
|
HIGH |
3,491.50 |
|
0.618 |
3,488.75 |
|
0.500 |
3,488.00 |
|
0.382 |
3,487.25 |
|
LOW |
3,484.50 |
|
0.618 |
3,480.25 |
|
1.000 |
3,477.50 |
|
1.618 |
3,473.25 |
|
2.618 |
3,466.25 |
|
4.250 |
3,454.75 |
|
|