| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,545.00 |
3,558.00 |
13.00 |
0.4% |
3,453.75 |
| High |
3,558.00 |
3,563.00 |
5.00 |
0.1% |
3,535.00 |
| Low |
3,545.00 |
3,558.00 |
13.00 |
0.4% |
3,430.00 |
| Close |
3,558.00 |
3,563.00 |
5.00 |
0.1% |
3,525.50 |
| Range |
13.00 |
5.00 |
-8.00 |
-61.5% |
105.00 |
| ATR |
23.06 |
21.77 |
-1.29 |
-5.6% |
0.00 |
| Volume |
8 |
6 |
-2 |
-25.0% |
31 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,576.25 |
3,574.75 |
3,565.75 |
|
| R3 |
3,571.25 |
3,569.75 |
3,564.50 |
|
| R2 |
3,566.25 |
3,566.25 |
3,564.00 |
|
| R1 |
3,564.75 |
3,564.75 |
3,563.50 |
3,565.50 |
| PP |
3,561.25 |
3,561.25 |
3,561.25 |
3,561.75 |
| S1 |
3,559.75 |
3,559.75 |
3,562.50 |
3,560.50 |
| S2 |
3,556.25 |
3,556.25 |
3,562.00 |
|
| S3 |
3,551.25 |
3,554.75 |
3,561.50 |
|
| S4 |
3,546.25 |
3,549.75 |
3,560.25 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,811.75 |
3,773.75 |
3,583.25 |
|
| R3 |
3,706.75 |
3,668.75 |
3,554.50 |
|
| R2 |
3,601.75 |
3,601.75 |
3,544.75 |
|
| R1 |
3,563.75 |
3,563.75 |
3,535.00 |
3,582.75 |
| PP |
3,496.75 |
3,496.75 |
3,496.75 |
3,506.50 |
| S1 |
3,458.75 |
3,458.75 |
3,516.00 |
3,477.75 |
| S2 |
3,391.75 |
3,391.75 |
3,506.25 |
|
| S3 |
3,286.75 |
3,353.75 |
3,496.50 |
|
| S4 |
3,181.75 |
3,248.75 |
3,467.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,563.00 |
3,430.00 |
133.00 |
3.7% |
28.25 |
0.8% |
100% |
True |
False |
6 |
| 10 |
3,563.00 |
3,430.00 |
133.00 |
3.7% |
18.50 |
0.5% |
100% |
True |
False |
4 |
| 20 |
3,563.00 |
3,413.00 |
150.00 |
4.2% |
11.25 |
0.3% |
100% |
True |
False |
3 |
| 40 |
3,563.00 |
3,307.00 |
256.00 |
7.2% |
6.75 |
0.2% |
100% |
True |
False |
2 |
| 60 |
3,563.00 |
3,119.75 |
443.25 |
12.4% |
5.75 |
0.2% |
100% |
True |
False |
2 |
| 80 |
3,563.00 |
3,067.00 |
496.00 |
13.9% |
4.25 |
0.1% |
100% |
True |
False |
2 |
| 100 |
3,563.00 |
3,040.00 |
523.00 |
14.7% |
3.50 |
0.1% |
100% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,584.25 |
|
2.618 |
3,576.00 |
|
1.618 |
3,571.00 |
|
1.000 |
3,568.00 |
|
0.618 |
3,566.00 |
|
HIGH |
3,563.00 |
|
0.618 |
3,561.00 |
|
0.500 |
3,560.50 |
|
0.382 |
3,560.00 |
|
LOW |
3,558.00 |
|
0.618 |
3,555.00 |
|
1.000 |
3,553.00 |
|
1.618 |
3,550.00 |
|
2.618 |
3,545.00 |
|
4.250 |
3,536.75 |
|
|