| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,545.75 |
3,562.50 |
16.75 |
0.5% |
3,558.75 |
| High |
3,560.75 |
3,565.50 |
4.75 |
0.1% |
3,580.00 |
| Low |
3,539.75 |
3,531.25 |
-8.50 |
-0.2% |
3,520.25 |
| Close |
3,557.25 |
3,540.50 |
-16.75 |
-0.5% |
3,524.50 |
| Range |
21.00 |
34.25 |
13.25 |
63.1% |
59.75 |
| ATR |
22.55 |
23.39 |
0.84 |
3.7% |
0.00 |
| Volume |
36 |
46 |
10 |
27.8% |
36 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,648.50 |
3,628.75 |
3,559.25 |
|
| R3 |
3,614.25 |
3,594.50 |
3,550.00 |
|
| R2 |
3,580.00 |
3,580.00 |
3,546.75 |
|
| R1 |
3,560.25 |
3,560.25 |
3,543.75 |
3,553.00 |
| PP |
3,545.75 |
3,545.75 |
3,545.75 |
3,542.00 |
| S1 |
3,526.00 |
3,526.00 |
3,537.25 |
3,518.75 |
| S2 |
3,511.50 |
3,511.50 |
3,534.25 |
|
| S3 |
3,477.25 |
3,491.75 |
3,531.00 |
|
| S4 |
3,443.00 |
3,457.50 |
3,521.75 |
|
|
| 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 |
3,565.50 |
3,500.00 |
65.50 |
1.9% |
27.50 |
0.8% |
62% |
True |
False |
21 |
| 10 |
3,580.00 |
3,500.00 |
80.00 |
2.3% |
18.00 |
0.5% |
51% |
False |
False |
14 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
18.25 |
0.5% |
74% |
False |
False |
9 |
| 40 |
3,580.00 |
3,352.00 |
228.00 |
6.4% |
11.25 |
0.3% |
83% |
False |
False |
6 |
| 60 |
3,580.00 |
3,227.75 |
352.25 |
9.9% |
8.00 |
0.2% |
89% |
False |
False |
4 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
13.0% |
6.50 |
0.2% |
91% |
False |
False |
3 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.3% |
5.25 |
0.1% |
93% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,711.00 |
|
2.618 |
3,655.25 |
|
1.618 |
3,621.00 |
|
1.000 |
3,599.75 |
|
0.618 |
3,586.75 |
|
HIGH |
3,565.50 |
|
0.618 |
3,552.50 |
|
0.500 |
3,548.50 |
|
0.382 |
3,544.25 |
|
LOW |
3,531.25 |
|
0.618 |
3,510.00 |
|
1.000 |
3,497.00 |
|
1.618 |
3,475.75 |
|
2.618 |
3,441.50 |
|
4.250 |
3,385.75 |
|
|