| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,613.75 |
3,617.25 |
3.50 |
0.1% |
3,552.00 |
| High |
3,616.75 |
3,617.25 |
0.50 |
0.0% |
3,601.25 |
| Low |
3,604.00 |
3,575.00 |
-29.00 |
-0.8% |
3,481.00 |
| Close |
3,613.50 |
3,606.25 |
-7.25 |
-0.2% |
3,577.50 |
| Range |
12.75 |
42.25 |
29.50 |
231.4% |
120.25 |
| ATR |
27.36 |
28.43 |
1.06 |
3.9% |
0.00 |
| Volume |
20 |
132 |
112 |
560.0% |
349 |
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,726.25 |
3,708.50 |
3,629.50 |
|
| R3 |
3,684.00 |
3,666.25 |
3,617.75 |
|
| R2 |
3,641.75 |
3,641.75 |
3,614.00 |
|
| R1 |
3,624.00 |
3,624.00 |
3,610.00 |
3,611.75 |
| PP |
3,599.50 |
3,599.50 |
3,599.50 |
3,593.50 |
| S1 |
3,581.75 |
3,581.75 |
3,602.50 |
3,569.50 |
| S2 |
3,557.25 |
3,557.25 |
3,598.50 |
|
| S3 |
3,515.00 |
3,539.50 |
3,594.75 |
|
| S4 |
3,472.75 |
3,497.25 |
3,583.00 |
|
|
| 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 |
3,617.25 |
3,575.00 |
42.25 |
1.2% |
20.75 |
0.6% |
74% |
True |
True |
89 |
| 10 |
3,617.25 |
3,481.00 |
136.25 |
3.8% |
34.00 |
0.9% |
92% |
True |
False |
59 |
| 20 |
3,617.25 |
3,481.00 |
136.25 |
3.8% |
24.50 |
0.7% |
92% |
True |
False |
35 |
| 40 |
3,617.25 |
3,413.00 |
204.25 |
5.7% |
17.75 |
0.5% |
95% |
True |
False |
19 |
| 60 |
3,617.25 |
3,307.00 |
310.25 |
8.6% |
12.75 |
0.4% |
96% |
True |
False |
13 |
| 80 |
3,617.25 |
3,119.75 |
497.50 |
13.8% |
10.25 |
0.3% |
98% |
True |
False |
10 |
| 100 |
3,617.25 |
3,054.00 |
563.25 |
15.6% |
8.25 |
0.2% |
98% |
True |
False |
8 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.0% |
7.00 |
0.2% |
98% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,796.75 |
|
2.618 |
3,727.75 |
|
1.618 |
3,685.50 |
|
1.000 |
3,659.50 |
|
0.618 |
3,643.25 |
|
HIGH |
3,617.25 |
|
0.618 |
3,601.00 |
|
0.500 |
3,596.00 |
|
0.382 |
3,591.25 |
|
LOW |
3,575.00 |
|
0.618 |
3,549.00 |
|
1.000 |
3,532.75 |
|
1.618 |
3,506.75 |
|
2.618 |
3,464.50 |
|
4.250 |
3,395.50 |
|
|