| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2014 |
16-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,574.50 |
3,593.00 |
18.50 |
0.5% |
3,524.00 |
| High |
3,601.25 |
3,596.25 |
-5.00 |
-0.1% |
3,565.50 |
| Low |
3,574.50 |
3,588.50 |
14.00 |
0.4% |
3,500.00 |
| Close |
3,591.25 |
3,588.50 |
-2.75 |
-0.1% |
3,554.25 |
| Range |
26.75 |
7.75 |
-19.00 |
-71.0% |
65.50 |
| ATR |
30.93 |
29.27 |
-1.66 |
-5.4% |
0.00 |
| Volume |
19 |
275 |
256 |
1,347.4% |
152 |
|
| Daily Pivots for day following 16-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,614.25 |
3,609.25 |
3,592.75 |
|
| R3 |
3,606.50 |
3,601.50 |
3,590.75 |
|
| R2 |
3,598.75 |
3,598.75 |
3,590.00 |
|
| R1 |
3,593.75 |
3,593.75 |
3,589.25 |
3,592.50 |
| PP |
3,591.00 |
3,591.00 |
3,591.00 |
3,590.50 |
| S1 |
3,586.00 |
3,586.00 |
3,587.75 |
3,584.50 |
| S2 |
3,583.25 |
3,583.25 |
3,587.00 |
|
| S3 |
3,575.50 |
3,578.25 |
3,586.25 |
|
| S4 |
3,567.75 |
3,570.50 |
3,584.25 |
|
|
| 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 |
3,601.25 |
3,481.00 |
120.25 |
3.4% |
42.25 |
1.2% |
89% |
False |
False |
76 |
| 10 |
3,601.25 |
3,481.00 |
120.25 |
3.4% |
35.00 |
1.0% |
89% |
False |
False |
48 |
| 20 |
3,601.25 |
3,430.00 |
171.25 |
4.8% |
26.50 |
0.7% |
93% |
False |
False |
27 |
| 40 |
3,601.25 |
3,354.00 |
247.25 |
6.9% |
15.25 |
0.4% |
95% |
False |
False |
15 |
| 60 |
3,601.25 |
3,307.00 |
294.25 |
8.2% |
11.50 |
0.3% |
96% |
False |
False |
10 |
| 80 |
3,601.25 |
3,119.75 |
481.50 |
13.4% |
9.00 |
0.3% |
97% |
False |
False |
8 |
| 100 |
3,601.25 |
3,040.00 |
561.25 |
15.6% |
7.25 |
0.2% |
98% |
False |
False |
7 |
| 120 |
3,601.25 |
3,040.00 |
561.25 |
15.6% |
6.25 |
0.2% |
98% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,629.25 |
|
2.618 |
3,616.50 |
|
1.618 |
3,608.75 |
|
1.000 |
3,604.00 |
|
0.618 |
3,601.00 |
|
HIGH |
3,596.25 |
|
0.618 |
3,593.25 |
|
0.500 |
3,592.50 |
|
0.382 |
3,591.50 |
|
LOW |
3,588.50 |
|
0.618 |
3,583.75 |
|
1.000 |
3,580.75 |
|
1.618 |
3,576.00 |
|
2.618 |
3,568.25 |
|
4.250 |
3,555.50 |
|
|