| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,562.50 |
3,530.00 |
-32.50 |
-0.9% |
3,524.00 |
| High |
3,565.50 |
3,554.25 |
-11.25 |
-0.3% |
3,565.50 |
| Low |
3,531.25 |
3,523.25 |
-8.00 |
-0.2% |
3,500.00 |
| Close |
3,540.50 |
3,554.25 |
13.75 |
0.4% |
3,554.25 |
| Range |
34.25 |
31.00 |
-3.25 |
-9.5% |
65.50 |
| ATR |
23.39 |
23.93 |
0.54 |
2.3% |
0.00 |
| Volume |
46 |
46 |
0 |
0.0% |
152 |
|
| Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,637.00 |
3,626.50 |
3,571.25 |
|
| R3 |
3,606.00 |
3,595.50 |
3,562.75 |
|
| R2 |
3,575.00 |
3,575.00 |
3,560.00 |
|
| R1 |
3,564.50 |
3,564.50 |
3,557.00 |
3,569.75 |
| PP |
3,544.00 |
3,544.00 |
3,544.00 |
3,546.50 |
| S1 |
3,533.50 |
3,533.50 |
3,551.50 |
3,538.75 |
| S2 |
3,513.00 |
3,513.00 |
3,548.50 |
|
| S3 |
3,482.00 |
3,502.50 |
3,545.75 |
|
| S4 |
3,451.00 |
3,471.50 |
3,537.25 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,736.50 |
3,710.75 |
3,590.25 |
|
| R3 |
3,671.00 |
3,645.25 |
3,572.25 |
|
| R2 |
3,605.50 |
3,605.50 |
3,566.25 |
|
| R1 |
3,579.75 |
3,579.75 |
3,560.25 |
3,592.50 |
| PP |
3,540.00 |
3,540.00 |
3,540.00 |
3,546.25 |
| S1 |
3,514.25 |
3,514.25 |
3,548.25 |
3,527.00 |
| S2 |
3,474.50 |
3,474.50 |
3,542.25 |
|
| S3 |
3,409.00 |
3,448.75 |
3,536.25 |
|
| S4 |
3,343.50 |
3,383.25 |
3,518.25 |
|
|
| 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 |
1.8% |
26.50 |
0.7% |
83% |
False |
False |
30 |
| 10 |
3,580.00 |
3,500.00 |
80.00 |
2.3% |
20.25 |
0.6% |
68% |
False |
False |
19 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
19.75 |
0.6% |
83% |
False |
False |
12 |
| 40 |
3,580.00 |
3,354.00 |
226.00 |
6.4% |
12.00 |
0.3% |
89% |
False |
False |
7 |
| 60 |
3,580.00 |
3,251.25 |
328.75 |
9.2% |
8.50 |
0.2% |
92% |
False |
False |
5 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
12.9% |
6.75 |
0.2% |
94% |
False |
False |
4 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.2% |
5.50 |
0.2% |
95% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,686.00 |
|
2.618 |
3,635.50 |
|
1.618 |
3,604.50 |
|
1.000 |
3,585.25 |
|
0.618 |
3,573.50 |
|
HIGH |
3,554.25 |
|
0.618 |
3,542.50 |
|
0.500 |
3,538.75 |
|
0.382 |
3,535.00 |
|
LOW |
3,523.25 |
|
0.618 |
3,504.00 |
|
1.000 |
3,492.25 |
|
1.618 |
3,473.00 |
|
2.618 |
3,442.00 |
|
4.250 |
3,391.50 |
|
|