| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2014 |
28-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,521.50 |
3,479.25 |
-42.25 |
-1.2% |
3,590.00 |
| High |
3,539.50 |
3,503.00 |
-36.50 |
-1.0% |
3,617.25 |
| Low |
3,480.00 |
3,471.50 |
-8.50 |
-0.2% |
3,524.75 |
| Close |
3,495.50 |
3,493.50 |
-2.00 |
-0.1% |
3,524.75 |
| Range |
59.50 |
31.50 |
-28.00 |
-47.1% |
92.50 |
| ATR |
34.80 |
34.56 |
-0.24 |
-0.7% |
0.00 |
| Volume |
94 |
558 |
464 |
493.6% |
246 |
|
| Daily Pivots for day following 28-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,583.75 |
3,570.25 |
3,510.75 |
|
| R3 |
3,552.25 |
3,538.75 |
3,502.25 |
|
| R2 |
3,520.75 |
3,520.75 |
3,499.25 |
|
| R1 |
3,507.25 |
3,507.25 |
3,496.50 |
3,514.00 |
| PP |
3,489.25 |
3,489.25 |
3,489.25 |
3,492.75 |
| S1 |
3,475.75 |
3,475.75 |
3,490.50 |
3,482.50 |
| S2 |
3,457.75 |
3,457.75 |
3,487.75 |
|
| S3 |
3,426.25 |
3,444.25 |
3,484.75 |
|
| S4 |
3,394.75 |
3,412.75 |
3,476.25 |
|
|
| 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 |
3,471.50 |
145.75 |
4.2% |
47.50 |
1.4% |
15% |
False |
True |
178 |
| 10 |
3,617.25 |
3,471.50 |
145.75 |
4.2% |
38.00 |
1.1% |
15% |
False |
True |
122 |
| 20 |
3,617.25 |
3,471.50 |
145.75 |
4.2% |
32.75 |
0.9% |
15% |
False |
True |
71 |
| 40 |
3,617.25 |
3,430.00 |
187.25 |
5.4% |
21.75 |
0.6% |
34% |
False |
False |
37 |
| 60 |
3,617.25 |
3,307.00 |
310.25 |
8.9% |
15.50 |
0.4% |
60% |
False |
False |
25 |
| 80 |
3,617.25 |
3,119.75 |
497.50 |
14.2% |
12.50 |
0.4% |
75% |
False |
False |
19 |
| 100 |
3,617.25 |
3,108.25 |
509.00 |
14.6% |
10.00 |
0.3% |
76% |
False |
False |
16 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.5% |
8.50 |
0.2% |
79% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,637.00 |
|
2.618 |
3,585.50 |
|
1.618 |
3,554.00 |
|
1.000 |
3,534.50 |
|
0.618 |
3,522.50 |
|
HIGH |
3,503.00 |
|
0.618 |
3,491.00 |
|
0.500 |
3,487.25 |
|
0.382 |
3,483.50 |
|
LOW |
3,471.50 |
|
0.618 |
3,452.00 |
|
1.000 |
3,440.00 |
|
1.618 |
3,420.50 |
|
2.618 |
3,389.00 |
|
4.250 |
3,337.50 |
|
|