| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2014 |
22-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,590.00 |
3,613.75 |
23.75 |
0.7% |
3,552.00 |
| High |
3,602.25 |
3,616.75 |
14.50 |
0.4% |
3,601.25 |
| Low |
3,582.00 |
3,604.00 |
22.00 |
0.6% |
3,481.00 |
| Close |
3,602.25 |
3,613.50 |
11.25 |
0.3% |
3,577.50 |
| Range |
20.25 |
12.75 |
-7.50 |
-37.0% |
120.25 |
| ATR |
28.35 |
27.36 |
-0.99 |
-3.5% |
0.00 |
| Volume |
5 |
20 |
15 |
300.0% |
349 |
|
| Daily Pivots for day following 22-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,649.75 |
3,644.25 |
3,620.50 |
|
| R3 |
3,637.00 |
3,631.50 |
3,617.00 |
|
| R2 |
3,624.25 |
3,624.25 |
3,615.75 |
|
| R1 |
3,618.75 |
3,618.75 |
3,614.75 |
3,615.00 |
| PP |
3,611.50 |
3,611.50 |
3,611.50 |
3,609.50 |
| S1 |
3,606.00 |
3,606.00 |
3,612.25 |
3,602.50 |
| S2 |
3,598.75 |
3,598.75 |
3,611.25 |
|
| S3 |
3,586.00 |
3,593.25 |
3,610.00 |
|
| S4 |
3,573.25 |
3,580.50 |
3,606.50 |
|
|
| 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 |
3,616.75 |
3,574.50 |
42.25 |
1.2% |
17.50 |
0.5% |
92% |
True |
False |
66 |
| 10 |
3,616.75 |
3,481.00 |
135.75 |
3.8% |
32.00 |
0.9% |
98% |
True |
False |
50 |
| 20 |
3,616.75 |
3,481.00 |
135.75 |
3.8% |
23.00 |
0.6% |
98% |
True |
False |
29 |
| 40 |
3,616.75 |
3,407.50 |
209.25 |
5.8% |
16.75 |
0.5% |
98% |
True |
False |
16 |
| 60 |
3,616.75 |
3,307.00 |
309.75 |
8.6% |
12.25 |
0.3% |
99% |
True |
False |
11 |
| 80 |
3,616.75 |
3,119.75 |
497.00 |
13.8% |
9.75 |
0.3% |
99% |
True |
False |
8 |
| 100 |
3,616.75 |
3,054.00 |
562.75 |
15.6% |
7.75 |
0.2% |
99% |
True |
False |
7 |
| 120 |
3,616.75 |
3,040.00 |
576.75 |
16.0% |
6.50 |
0.2% |
99% |
True |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,671.00 |
|
2.618 |
3,650.25 |
|
1.618 |
3,637.50 |
|
1.000 |
3,629.50 |
|
0.618 |
3,624.75 |
|
HIGH |
3,616.75 |
|
0.618 |
3,612.00 |
|
0.500 |
3,610.50 |
|
0.382 |
3,608.75 |
|
LOW |
3,604.00 |
|
0.618 |
3,596.00 |
|
1.000 |
3,591.25 |
|
1.618 |
3,583.25 |
|
2.618 |
3,570.50 |
|
4.250 |
3,549.75 |
|
|