| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,580.00 |
3,570.00 |
-10.00 |
-0.3% |
3,545.00 |
| High |
3,580.00 |
3,570.00 |
-10.00 |
-0.3% |
3,575.00 |
| Low |
3,570.00 |
3,550.00 |
-20.00 |
-0.6% |
3,545.00 |
| Close |
3,577.00 |
3,552.25 |
-24.75 |
-0.7% |
3,563.25 |
| Range |
10.00 |
20.00 |
10.00 |
100.0% |
30.00 |
| ATR |
19.58 |
20.11 |
0.53 |
2.7% |
0.00 |
| Volume |
15 |
3 |
-12 |
-80.0% |
21 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,617.50 |
3,604.75 |
3,563.25 |
|
| R3 |
3,597.50 |
3,584.75 |
3,557.75 |
|
| R2 |
3,577.50 |
3,577.50 |
3,556.00 |
|
| R1 |
3,564.75 |
3,564.75 |
3,554.00 |
3,561.00 |
| PP |
3,557.50 |
3,557.50 |
3,557.50 |
3,555.50 |
| S1 |
3,544.75 |
3,544.75 |
3,550.50 |
3,541.00 |
| S2 |
3,537.50 |
3,537.50 |
3,548.50 |
|
| S3 |
3,517.50 |
3,524.75 |
3,546.75 |
|
| S4 |
3,497.50 |
3,504.75 |
3,541.25 |
|
|
| 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 |
3,580.00 |
3,550.00 |
30.00 |
0.8% |
8.25 |
0.2% |
8% |
False |
True |
8 |
| 10 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
18.25 |
0.5% |
82% |
False |
False |
7 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
11.50 |
0.3% |
82% |
False |
False |
5 |
| 40 |
3,580.00 |
3,307.00 |
273.00 |
7.7% |
7.75 |
0.2% |
90% |
False |
False |
3 |
| 60 |
3,580.00 |
3,119.75 |
460.25 |
13.0% |
6.25 |
0.2% |
94% |
False |
False |
2 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
13.0% |
4.75 |
0.1% |
94% |
False |
False |
2 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.2% |
4.00 |
0.1% |
95% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,655.00 |
|
2.618 |
3,622.25 |
|
1.618 |
3,602.25 |
|
1.000 |
3,590.00 |
|
0.618 |
3,582.25 |
|
HIGH |
3,570.00 |
|
0.618 |
3,562.25 |
|
0.500 |
3,560.00 |
|
0.382 |
3,557.75 |
|
LOW |
3,550.00 |
|
0.618 |
3,537.75 |
|
1.000 |
3,530.00 |
|
1.618 |
3,517.75 |
|
2.618 |
3,497.75 |
|
4.250 |
3,465.00 |
|
|