| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,552.00 |
3,499.00 |
-53.00 |
-1.5% |
3,524.00 |
| High |
3,557.75 |
3,568.00 |
10.25 |
0.3% |
3,565.50 |
| Low |
3,481.00 |
3,499.00 |
18.00 |
0.5% |
3,500.00 |
| Close |
3,502.25 |
3,566.75 |
64.50 |
1.8% |
3,554.25 |
| Range |
76.75 |
69.00 |
-7.75 |
-10.1% |
65.50 |
| ATR |
27.71 |
30.66 |
2.95 |
10.6% |
0.00 |
| Volume |
26 |
14 |
-12 |
-46.2% |
152 |
|
| Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,751.50 |
3,728.25 |
3,604.75 |
|
| R3 |
3,682.50 |
3,659.25 |
3,585.75 |
|
| R2 |
3,613.50 |
3,613.50 |
3,579.50 |
|
| R1 |
3,590.25 |
3,590.25 |
3,573.00 |
3,602.00 |
| PP |
3,544.50 |
3,544.50 |
3,544.50 |
3,550.50 |
| S1 |
3,521.25 |
3,521.25 |
3,560.50 |
3,533.00 |
| S2 |
3,475.50 |
3,475.50 |
3,554.00 |
|
| S3 |
3,406.50 |
3,452.25 |
3,547.75 |
|
| S4 |
3,337.50 |
3,383.25 |
3,528.75 |
|
|
| 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 |
3,568.00 |
3,481.00 |
87.00 |
2.4% |
46.50 |
1.3% |
99% |
True |
False |
33 |
| 10 |
3,580.00 |
3,481.00 |
99.00 |
2.8% |
34.50 |
1.0% |
87% |
False |
False |
21 |
| 20 |
3,580.00 |
3,430.00 |
150.00 |
4.2% |
25.50 |
0.7% |
91% |
False |
False |
14 |
| 40 |
3,580.00 |
3,354.00 |
226.00 |
6.3% |
15.00 |
0.4% |
94% |
False |
False |
8 |
| 60 |
3,580.00 |
3,307.00 |
273.00 |
7.7% |
11.00 |
0.3% |
95% |
False |
False |
6 |
| 80 |
3,580.00 |
3,119.75 |
460.25 |
12.9% |
8.75 |
0.2% |
97% |
False |
False |
4 |
| 100 |
3,580.00 |
3,040.00 |
540.00 |
15.1% |
7.00 |
0.2% |
98% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,861.25 |
|
2.618 |
3,748.75 |
|
1.618 |
3,679.75 |
|
1.000 |
3,637.00 |
|
0.618 |
3,610.75 |
|
HIGH |
3,568.00 |
|
0.618 |
3,541.75 |
|
0.500 |
3,533.50 |
|
0.382 |
3,525.25 |
|
LOW |
3,499.00 |
|
0.618 |
3,456.25 |
|
1.000 |
3,430.00 |
|
1.618 |
3,387.25 |
|
2.618 |
3,318.25 |
|
4.250 |
3,205.75 |
|
|