| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,527.25 |
3,545.75 |
18.50 |
0.5% |
3,558.75 |
| High |
3,545.75 |
3,560.75 |
15.00 |
0.4% |
3,580.00 |
| Low |
3,527.25 |
3,539.75 |
12.50 |
0.4% |
3,520.25 |
| Close |
3,541.50 |
3,557.25 |
15.75 |
0.4% |
3,524.50 |
| Range |
18.50 |
21.00 |
2.50 |
13.5% |
59.75 |
| ATR |
22.67 |
22.55 |
-0.12 |
-0.5% |
0.00 |
| Volume |
15 |
36 |
21 |
140.0% |
36 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,615.50 |
3,607.50 |
3,568.75 |
|
| R3 |
3,594.50 |
3,586.50 |
3,563.00 |
|
| R2 |
3,573.50 |
3,573.50 |
3,561.00 |
|
| R1 |
3,565.50 |
3,565.50 |
3,559.25 |
3,569.50 |
| PP |
3,552.50 |
3,552.50 |
3,552.50 |
3,554.50 |
| S1 |
3,544.50 |
3,544.50 |
3,555.25 |
3,548.50 |
| S2 |
3,531.50 |
3,531.50 |
3,553.50 |
|
| S3 |
3,510.50 |
3,523.50 |
3,551.50 |
|
| S4 |
3,489.50 |
3,502.50 |
3,545.75 |
|
|
| 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 |
3,570.00 |
3,500.00 |
70.00 |
2.0% |
24.75 |
0.7% |
82% |
False |
False |
13 |
| 10 |
3,580.00 |
3,500.00 |
80.00 |
2.2% |
15.00 |
0.4% |
72% |
False |
False |
10 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
16.50 |
0.5% |
85% |
False |
False |
7 |
| 40 |
3,580.00 |
3,341.75 |
238.25 |
6.7% |
10.25 |
0.3% |
90% |
False |
False |
5 |
| 60 |
3,580.00 |
3,214.00 |
366.00 |
10.3% |
8.00 |
0.2% |
94% |
False |
False |
3 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
12.9% |
6.00 |
0.2% |
95% |
False |
False |
3 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.2% |
5.00 |
0.1% |
96% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,650.00 |
|
2.618 |
3,615.75 |
|
1.618 |
3,594.75 |
|
1.000 |
3,581.75 |
|
0.618 |
3,573.75 |
|
HIGH |
3,560.75 |
|
0.618 |
3,552.75 |
|
0.500 |
3,550.25 |
|
0.382 |
3,547.75 |
|
LOW |
3,539.75 |
|
0.618 |
3,526.75 |
|
1.000 |
3,518.75 |
|
1.618 |
3,505.75 |
|
2.618 |
3,484.75 |
|
4.250 |
3,450.50 |
|
|