| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2014 |
17-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,593.00 |
3,592.50 |
-0.50 |
0.0% |
3,552.00 |
| High |
3,596.25 |
3,597.75 |
1.50 |
0.0% |
3,601.25 |
| Low |
3,588.50 |
3,577.50 |
-11.00 |
-0.3% |
3,481.00 |
| Close |
3,588.50 |
3,577.50 |
-11.00 |
-0.3% |
3,577.50 |
| Range |
7.75 |
20.25 |
12.50 |
161.3% |
120.25 |
| ATR |
29.27 |
28.63 |
-0.64 |
-2.2% |
0.00 |
| Volume |
275 |
15 |
-260 |
-94.5% |
349 |
|
| Daily Pivots for day following 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,645.00 |
3,631.50 |
3,588.75 |
|
| R3 |
3,624.75 |
3,611.25 |
3,583.00 |
|
| R2 |
3,604.50 |
3,604.50 |
3,581.25 |
|
| R1 |
3,591.00 |
3,591.00 |
3,579.25 |
3,587.50 |
| PP |
3,584.25 |
3,584.25 |
3,584.25 |
3,582.50 |
| S1 |
3,570.75 |
3,570.75 |
3,575.75 |
3,567.50 |
| S2 |
3,564.00 |
3,564.00 |
3,573.75 |
|
| S3 |
3,543.75 |
3,550.50 |
3,572.00 |
|
| S4 |
3,523.50 |
3,530.25 |
3,566.25 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,914.00 |
3,866.00 |
3,643.75 |
|
| R3 |
3,793.75 |
3,745.75 |
3,610.50 |
|
| R2 |
3,673.50 |
3,673.50 |
3,599.50 |
|
| R1 |
3,625.50 |
3,625.50 |
3,588.50 |
3,649.50 |
| PP |
3,553.25 |
3,553.25 |
3,553.25 |
3,565.25 |
| S1 |
3,505.25 |
3,505.25 |
3,566.50 |
3,529.25 |
| S2 |
3,433.00 |
3,433.00 |
3,555.50 |
|
| S3 |
3,312.75 |
3,385.00 |
3,544.50 |
|
| S4 |
3,192.50 |
3,264.75 |
3,511.25 |
|
|
| 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% |
40.00 |
1.1% |
80% |
False |
False |
69 |
| 10 |
3,601.25 |
3,481.00 |
120.25 |
3.4% |
33.25 |
0.9% |
80% |
False |
False |
50 |
| 20 |
3,601.25 |
3,481.00 |
120.25 |
3.4% |
24.00 |
0.7% |
80% |
False |
False |
28 |
| 40 |
3,601.25 |
3,354.00 |
247.25 |
6.9% |
15.75 |
0.4% |
90% |
False |
False |
15 |
| 60 |
3,601.25 |
3,307.00 |
294.25 |
8.2% |
11.75 |
0.3% |
92% |
False |
False |
11 |
| 80 |
3,601.25 |
3,119.75 |
481.50 |
13.5% |
9.25 |
0.3% |
95% |
False |
False |
8 |
| 100 |
3,601.25 |
3,040.00 |
561.25 |
15.7% |
7.50 |
0.2% |
96% |
False |
False |
7 |
| 120 |
3,601.25 |
3,040.00 |
561.25 |
15.7% |
6.25 |
0.2% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,683.75 |
|
2.618 |
3,650.75 |
|
1.618 |
3,630.50 |
|
1.000 |
3,618.00 |
|
0.618 |
3,610.25 |
|
HIGH |
3,597.75 |
|
0.618 |
3,590.00 |
|
0.500 |
3,587.50 |
|
0.382 |
3,585.25 |
|
LOW |
3,577.50 |
|
0.618 |
3,565.00 |
|
1.000 |
3,557.25 |
|
1.618 |
3,544.75 |
|
2.618 |
3,524.50 |
|
4.250 |
3,491.50 |
|
|