| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,530.00 |
3,552.00 |
22.00 |
0.6% |
3,524.00 |
| High |
3,554.25 |
3,557.75 |
3.50 |
0.1% |
3,565.50 |
| Low |
3,523.25 |
3,481.00 |
-42.25 |
-1.2% |
3,500.00 |
| Close |
3,554.25 |
3,502.25 |
-52.00 |
-1.5% |
3,554.25 |
| Range |
31.00 |
76.75 |
45.75 |
147.6% |
65.50 |
| ATR |
23.93 |
27.71 |
3.77 |
15.8% |
0.00 |
| Volume |
46 |
26 |
-20 |
-43.5% |
152 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.00 |
3,699.75 |
3,544.50 |
|
| R3 |
3,667.25 |
3,623.00 |
3,523.25 |
|
| R2 |
3,590.50 |
3,590.50 |
3,516.25 |
|
| R1 |
3,546.25 |
3,546.25 |
3,509.25 |
3,530.00 |
| PP |
3,513.75 |
3,513.75 |
3,513.75 |
3,505.50 |
| S1 |
3,469.50 |
3,469.50 |
3,495.25 |
3,453.25 |
| S2 |
3,437.00 |
3,437.00 |
3,488.25 |
|
| S3 |
3,360.25 |
3,392.75 |
3,481.25 |
|
| S4 |
3,283.50 |
3,316.00 |
3,460.00 |
|
|
| 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 |
3,481.00 |
84.50 |
2.4% |
36.25 |
1.0% |
25% |
False |
True |
33 |
| 10 |
3,580.00 |
3,481.00 |
99.00 |
2.8% |
27.50 |
0.8% |
21% |
False |
True |
21 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.3% |
23.00 |
0.7% |
48% |
False |
False |
13 |
| 40 |
3,580.00 |
3,354.00 |
226.00 |
6.5% |
13.25 |
0.4% |
66% |
False |
False |
8 |
| 60 |
3,580.00 |
3,287.75 |
292.25 |
8.3% |
9.75 |
0.3% |
73% |
False |
False |
5 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
13.1% |
7.75 |
0.2% |
83% |
False |
False |
4 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.4% |
6.25 |
0.2% |
86% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,884.00 |
|
2.618 |
3,758.75 |
|
1.618 |
3,682.00 |
|
1.000 |
3,634.50 |
|
0.618 |
3,605.25 |
|
HIGH |
3,557.75 |
|
0.618 |
3,528.50 |
|
0.500 |
3,519.50 |
|
0.382 |
3,510.25 |
|
LOW |
3,481.00 |
|
0.618 |
3,433.50 |
|
1.000 |
3,404.25 |
|
1.618 |
3,356.75 |
|
2.618 |
3,280.00 |
|
4.250 |
3,154.75 |
|
|