| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2014 |
29-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,479.25 |
3,515.25 |
36.00 |
1.0% |
3,590.00 |
| High |
3,503.00 |
3,520.50 |
17.50 |
0.5% |
3,617.25 |
| Low |
3,471.50 |
3,449.25 |
-22.25 |
-0.6% |
3,524.75 |
| Close |
3,493.50 |
3,465.50 |
-28.00 |
-0.8% |
3,524.75 |
| Range |
31.50 |
71.25 |
39.75 |
126.2% |
92.50 |
| ATR |
34.56 |
37.18 |
2.62 |
7.6% |
0.00 |
| Volume |
558 |
45 |
-513 |
-91.9% |
246 |
|
| Daily Pivots for day following 29-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,692.25 |
3,650.00 |
3,504.75 |
|
| R3 |
3,621.00 |
3,578.75 |
3,485.00 |
|
| R2 |
3,549.75 |
3,549.75 |
3,478.50 |
|
| R1 |
3,507.50 |
3,507.50 |
3,472.00 |
3,493.00 |
| PP |
3,478.50 |
3,478.50 |
3,478.50 |
3,471.00 |
| S1 |
3,436.25 |
3,436.25 |
3,459.00 |
3,421.75 |
| S2 |
3,407.25 |
3,407.25 |
3,452.50 |
|
| S3 |
3,336.00 |
3,365.00 |
3,446.00 |
|
| S4 |
3,264.75 |
3,293.75 |
3,426.25 |
|
|
| 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 |
3,449.25 |
168.00 |
4.8% |
59.00 |
1.7% |
10% |
False |
True |
183 |
| 10 |
3,617.25 |
3,449.25 |
168.00 |
4.8% |
38.25 |
1.1% |
10% |
False |
True |
125 |
| 20 |
3,617.25 |
3,449.25 |
168.00 |
4.8% |
36.50 |
1.1% |
10% |
False |
True |
73 |
| 40 |
3,617.25 |
3,430.00 |
187.25 |
5.4% |
23.25 |
0.7% |
19% |
False |
False |
38 |
| 60 |
3,617.25 |
3,307.00 |
310.25 |
9.0% |
16.75 |
0.5% |
51% |
False |
False |
26 |
| 80 |
3,617.25 |
3,119.75 |
497.50 |
14.4% |
13.50 |
0.4% |
69% |
False |
False |
20 |
| 100 |
3,617.25 |
3,109.75 |
507.50 |
14.6% |
10.75 |
0.3% |
70% |
False |
False |
16 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.7% |
9.00 |
0.3% |
74% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,823.25 |
|
2.618 |
3,707.00 |
|
1.618 |
3,635.75 |
|
1.000 |
3,591.75 |
|
0.618 |
3,564.50 |
|
HIGH |
3,520.50 |
|
0.618 |
3,493.25 |
|
0.500 |
3,485.00 |
|
0.382 |
3,476.50 |
|
LOW |
3,449.25 |
|
0.618 |
3,405.25 |
|
1.000 |
3,378.00 |
|
1.618 |
3,334.00 |
|
2.618 |
3,262.75 |
|
4.250 |
3,146.50 |
|
|