| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,570.00 |
3,540.00 |
-30.00 |
-0.8% |
3,558.75 |
| High |
3,570.00 |
3,556.50 |
-13.50 |
-0.4% |
3,580.00 |
| Low |
3,550.00 |
3,520.25 |
-29.75 |
-0.8% |
3,520.25 |
| Close |
3,552.25 |
3,524.50 |
-27.75 |
-0.8% |
3,524.50 |
| Range |
20.00 |
36.25 |
16.25 |
81.3% |
59.75 |
| ATR |
20.11 |
21.26 |
1.15 |
5.7% |
0.00 |
| Volume |
3 |
3 |
0 |
0.0% |
36 |
|
| Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,642.50 |
3,619.75 |
3,544.50 |
|
| R3 |
3,606.25 |
3,583.50 |
3,534.50 |
|
| R2 |
3,570.00 |
3,570.00 |
3,531.25 |
|
| R1 |
3,547.25 |
3,547.25 |
3,527.75 |
3,540.50 |
| PP |
3,533.75 |
3,533.75 |
3,533.75 |
3,530.50 |
| S1 |
3,511.00 |
3,511.00 |
3,521.25 |
3,504.25 |
| S2 |
3,497.50 |
3,497.50 |
3,517.75 |
|
| S3 |
3,461.25 |
3,474.75 |
3,514.50 |
|
| S4 |
3,425.00 |
3,438.50 |
3,504.50 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,720.75 |
3,682.50 |
3,557.25 |
|
| R3 |
3,661.00 |
3,622.75 |
3,541.00 |
|
| R2 |
3,601.25 |
3,601.25 |
3,535.50 |
|
| R1 |
3,563.00 |
3,563.00 |
3,530.00 |
3,552.25 |
| PP |
3,541.50 |
3,541.50 |
3,541.50 |
3,536.25 |
| S1 |
3,503.25 |
3,503.25 |
3,519.00 |
3,492.50 |
| S2 |
3,481.75 |
3,481.75 |
3,513.50 |
|
| S3 |
3,422.00 |
3,443.50 |
3,508.00 |
|
| S4 |
3,362.25 |
3,383.75 |
3,491.75 |
|
|
| 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 |
3,520.25 |
59.75 |
1.7% |
13.75 |
0.4% |
7% |
False |
True |
8 |
| 10 |
3,580.00 |
3,484.50 |
95.50 |
2.7% |
14.75 |
0.4% |
42% |
False |
False |
6 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.3% |
13.50 |
0.4% |
63% |
False |
False |
5 |
| 40 |
3,580.00 |
3,307.00 |
273.00 |
7.7% |
8.50 |
0.2% |
80% |
False |
False |
3 |
| 60 |
3,580.00 |
3,119.75 |
460.25 |
13.1% |
6.75 |
0.2% |
88% |
False |
False |
2 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
13.1% |
5.25 |
0.1% |
88% |
False |
False |
2 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.3% |
4.25 |
0.1% |
90% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,710.50 |
|
2.618 |
3,651.50 |
|
1.618 |
3,615.25 |
|
1.000 |
3,592.75 |
|
0.618 |
3,579.00 |
|
HIGH |
3,556.50 |
|
0.618 |
3,542.75 |
|
0.500 |
3,538.50 |
|
0.382 |
3,534.00 |
|
LOW |
3,520.25 |
|
0.618 |
3,497.75 |
|
1.000 |
3,484.00 |
|
1.618 |
3,461.50 |
|
2.618 |
3,425.25 |
|
4.250 |
3,366.25 |
|
|