| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,524.00 |
3,527.25 |
3.25 |
0.1% |
3,558.75 |
| High |
3,528.00 |
3,545.75 |
17.75 |
0.5% |
3,580.00 |
| Low |
3,500.00 |
3,527.25 |
27.25 |
0.8% |
3,520.25 |
| Close |
3,511.00 |
3,541.50 |
30.50 |
0.9% |
3,524.50 |
| Range |
28.00 |
18.50 |
-9.50 |
-33.9% |
59.75 |
| ATR |
21.74 |
22.67 |
0.93 |
4.3% |
0.00 |
| Volume |
9 |
15 |
6 |
66.7% |
36 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,593.75 |
3,586.00 |
3,551.75 |
|
| R3 |
3,575.25 |
3,567.50 |
3,546.50 |
|
| R2 |
3,556.75 |
3,556.75 |
3,545.00 |
|
| R1 |
3,549.00 |
3,549.00 |
3,543.25 |
3,553.00 |
| PP |
3,538.25 |
3,538.25 |
3,538.25 |
3,540.00 |
| S1 |
3,530.50 |
3,530.50 |
3,539.75 |
3,534.50 |
| S2 |
3,519.75 |
3,519.75 |
3,538.00 |
|
| S3 |
3,501.25 |
3,512.00 |
3,536.50 |
|
| S4 |
3,482.75 |
3,493.50 |
3,531.25 |
|
|
| 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 |
3,500.00 |
80.00 |
2.3% |
22.50 |
0.6% |
52% |
False |
False |
9 |
| 10 |
3,580.00 |
3,500.00 |
80.00 |
2.3% |
14.25 |
0.4% |
52% |
False |
False |
8 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
15.50 |
0.4% |
74% |
False |
False |
6 |
| 40 |
3,580.00 |
3,341.75 |
238.25 |
6.7% |
9.75 |
0.3% |
84% |
False |
False |
4 |
| 60 |
3,580.00 |
3,212.50 |
367.50 |
10.4% |
7.50 |
0.2% |
90% |
False |
False |
3 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
13.0% |
5.75 |
0.2% |
92% |
False |
False |
2 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.2% |
4.75 |
0.1% |
93% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,624.50 |
|
2.618 |
3,594.25 |
|
1.618 |
3,575.75 |
|
1.000 |
3,564.25 |
|
0.618 |
3,557.25 |
|
HIGH |
3,545.75 |
|
0.618 |
3,538.75 |
|
0.500 |
3,536.50 |
|
0.382 |
3,534.25 |
|
LOW |
3,527.25 |
|
0.618 |
3,515.75 |
|
1.000 |
3,508.75 |
|
1.618 |
3,497.25 |
|
2.618 |
3,478.75 |
|
4.250 |
3,448.50 |
|
|