| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,566.75 |
3,561.50 |
-5.25 |
-0.1% |
3,545.00 |
| High |
3,575.00 |
3,563.25 |
-11.75 |
-0.3% |
3,575.00 |
| Low |
3,566.75 |
3,560.50 |
-6.25 |
-0.2% |
3,545.00 |
| Close |
3,575.00 |
3,563.25 |
-11.75 |
-0.3% |
3,563.25 |
| Range |
8.25 |
2.75 |
-5.50 |
-66.7% |
30.00 |
| ATR |
21.07 |
20.60 |
-0.47 |
-2.2% |
0.00 |
| Volume |
1 |
6 |
5 |
500.0% |
21 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,570.50 |
3,569.75 |
3,564.75 |
|
| R3 |
3,567.75 |
3,567.00 |
3,564.00 |
|
| R2 |
3,565.00 |
3,565.00 |
3,563.75 |
|
| R1 |
3,564.25 |
3,564.25 |
3,563.50 |
3,564.50 |
| PP |
3,562.25 |
3,562.25 |
3,562.25 |
3,562.50 |
| S1 |
3,561.50 |
3,561.50 |
3,563.00 |
3,562.00 |
| S2 |
3,559.50 |
3,559.50 |
3,562.75 |
|
| S3 |
3,556.75 |
3,558.75 |
3,562.50 |
|
| S4 |
3,554.00 |
3,556.00 |
3,561.75 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,651.00 |
3,637.25 |
3,579.75 |
|
| R3 |
3,621.00 |
3,607.25 |
3,571.50 |
|
| R2 |
3,591.00 |
3,591.00 |
3,568.75 |
|
| R1 |
3,577.25 |
3,577.25 |
3,566.00 |
3,584.00 |
| PP |
3,561.00 |
3,561.00 |
3,561.00 |
3,564.50 |
| S1 |
3,547.25 |
3,547.25 |
3,560.50 |
3,554.00 |
| S2 |
3,531.00 |
3,531.00 |
3,557.75 |
|
| S3 |
3,501.00 |
3,517.25 |
3,555.00 |
|
| S4 |
3,471.00 |
3,487.25 |
3,546.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,575.00 |
3,489.25 |
85.75 |
2.4% |
15.00 |
0.4% |
86% |
False |
False |
5 |
| 10 |
3,575.00 |
3,430.00 |
145.00 |
4.1% |
18.25 |
0.5% |
92% |
False |
False |
5 |
| 20 |
3,575.00 |
3,430.00 |
145.00 |
4.1% |
10.50 |
0.3% |
92% |
False |
False |
3 |
| 40 |
3,575.00 |
3,307.00 |
268.00 |
7.5% |
7.00 |
0.2% |
96% |
False |
False |
3 |
| 60 |
3,575.00 |
3,119.75 |
455.25 |
12.8% |
5.75 |
0.2% |
97% |
False |
False |
2 |
| 80 |
3,575.00 |
3,108.25 |
466.75 |
13.1% |
4.25 |
0.1% |
97% |
False |
False |
2 |
| 100 |
3,575.00 |
3,040.00 |
535.00 |
15.0% |
3.50 |
0.1% |
98% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,575.00 |
|
2.618 |
3,570.50 |
|
1.618 |
3,567.75 |
|
1.000 |
3,566.00 |
|
0.618 |
3,565.00 |
|
HIGH |
3,563.25 |
|
0.618 |
3,562.25 |
|
0.500 |
3,562.00 |
|
0.382 |
3,561.50 |
|
LOW |
3,560.50 |
|
0.618 |
3,558.75 |
|
1.000 |
3,557.75 |
|
1.618 |
3,556.00 |
|
2.618 |
3,553.25 |
|
4.250 |
3,548.75 |
|
|