| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,615.75 |
3,521.50 |
-94.25 |
-2.6% |
3,590.00 |
| High |
3,615.75 |
3,539.50 |
-76.25 |
-2.1% |
3,617.25 |
| Low |
3,524.75 |
3,480.00 |
-44.75 |
-1.3% |
3,524.75 |
| Close |
3,524.75 |
3,495.50 |
-29.25 |
-0.8% |
3,524.75 |
| Range |
91.00 |
59.50 |
-31.50 |
-34.6% |
92.50 |
| ATR |
32.90 |
34.80 |
1.90 |
5.8% |
0.00 |
| Volume |
89 |
94 |
5 |
5.6% |
246 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,683.50 |
3,649.00 |
3,528.25 |
|
| R3 |
3,624.00 |
3,589.50 |
3,511.75 |
|
| R2 |
3,564.50 |
3,564.50 |
3,506.50 |
|
| R1 |
3,530.00 |
3,530.00 |
3,501.00 |
3,517.50 |
| PP |
3,505.00 |
3,505.00 |
3,505.00 |
3,498.75 |
| S1 |
3,470.50 |
3,470.50 |
3,490.00 |
3,458.00 |
| S2 |
3,445.50 |
3,445.50 |
3,484.50 |
|
| S3 |
3,386.00 |
3,411.00 |
3,479.25 |
|
| S4 |
3,326.50 |
3,351.50 |
3,462.75 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,833.00 |
3,771.50 |
3,575.50 |
|
| R3 |
3,740.50 |
3,679.00 |
3,550.25 |
|
| R2 |
3,648.00 |
3,648.00 |
3,541.75 |
|
| R1 |
3,586.50 |
3,586.50 |
3,533.25 |
3,571.00 |
| PP |
3,555.50 |
3,555.50 |
3,555.50 |
3,548.00 |
| S1 |
3,494.00 |
3,494.00 |
3,516.25 |
3,478.50 |
| S2 |
3,463.00 |
3,463.00 |
3,507.75 |
|
| S3 |
3,370.50 |
3,401.50 |
3,499.25 |
|
| S4 |
3,278.00 |
3,309.00 |
3,474.00 |
|
|
| 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 |
3,480.00 |
137.25 |
3.9% |
45.25 |
1.3% |
11% |
False |
True |
68 |
| 10 |
3,617.25 |
3,480.00 |
137.25 |
3.9% |
42.50 |
1.2% |
11% |
False |
True |
68 |
| 20 |
3,617.25 |
3,480.00 |
137.25 |
3.9% |
31.50 |
0.9% |
11% |
False |
True |
44 |
| 40 |
3,617.25 |
3,430.00 |
187.25 |
5.4% |
21.00 |
0.6% |
35% |
False |
False |
23 |
| 60 |
3,617.25 |
3,307.00 |
310.25 |
8.9% |
15.00 |
0.4% |
61% |
False |
False |
16 |
| 80 |
3,617.25 |
3,119.75 |
497.50 |
14.2% |
12.00 |
0.3% |
76% |
False |
False |
12 |
| 100 |
3,617.25 |
3,108.25 |
509.00 |
14.6% |
9.75 |
0.3% |
76% |
False |
False |
10 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.5% |
8.25 |
0.2% |
79% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,792.50 |
|
2.618 |
3,695.25 |
|
1.618 |
3,635.75 |
|
1.000 |
3,599.00 |
|
0.618 |
3,576.25 |
|
HIGH |
3,539.50 |
|
0.618 |
3,516.75 |
|
0.500 |
3,509.75 |
|
0.382 |
3,502.75 |
|
LOW |
3,480.00 |
|
0.618 |
3,443.25 |
|
1.000 |
3,420.50 |
|
1.618 |
3,383.75 |
|
2.618 |
3,324.25 |
|
4.250 |
3,227.00 |
|
|