| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
3,519.75 |
3,431.00 |
-88.75 |
-2.5% |
3,521.50 |
| High |
3,522.75 |
3,463.00 |
-59.75 |
-1.7% |
3,539.50 |
| Low |
3,418.00 |
3,429.50 |
11.50 |
0.3% |
3,449.25 |
| Close |
3,422.50 |
3,444.25 |
21.75 |
0.6% |
3,506.50 |
| Range |
104.75 |
33.50 |
-71.25 |
-68.0% |
90.25 |
| ATR |
44.58 |
44.29 |
-0.29 |
-0.7% |
0.00 |
| Volume |
804 |
867 |
63 |
7.8% |
1,828 |
|
| Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,546.00 |
3,528.75 |
3,462.75 |
|
| R3 |
3,512.50 |
3,495.25 |
3,453.50 |
|
| R2 |
3,479.00 |
3,479.00 |
3,450.50 |
|
| R1 |
3,461.75 |
3,461.75 |
3,447.25 |
3,470.50 |
| PP |
3,445.50 |
3,445.50 |
3,445.50 |
3,450.00 |
| S1 |
3,428.25 |
3,428.25 |
3,441.25 |
3,437.00 |
| S2 |
3,412.00 |
3,412.00 |
3,438.00 |
|
| S3 |
3,378.50 |
3,394.75 |
3,435.00 |
|
| S4 |
3,345.00 |
3,361.25 |
3,425.75 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,769.25 |
3,728.00 |
3,556.25 |
|
| R3 |
3,679.00 |
3,637.75 |
3,531.25 |
|
| R2 |
3,588.75 |
3,588.75 |
3,523.00 |
|
| R1 |
3,547.50 |
3,547.50 |
3,514.75 |
3,523.00 |
| PP |
3,498.50 |
3,498.50 |
3,498.50 |
3,486.00 |
| S1 |
3,457.25 |
3,457.25 |
3,498.25 |
3,432.75 |
| S2 |
3,408.25 |
3,408.25 |
3,490.00 |
|
| S3 |
3,318.00 |
3,367.00 |
3,481.75 |
|
| S4 |
3,227.75 |
3,276.75 |
3,456.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,529.75 |
3,418.00 |
111.75 |
3.2% |
65.00 |
1.9% |
23% |
False |
False |
569 |
| 10 |
3,617.25 |
3,418.00 |
199.25 |
5.8% |
56.25 |
1.6% |
13% |
False |
False |
374 |
| 20 |
3,617.25 |
3,418.00 |
199.25 |
5.8% |
44.25 |
1.3% |
13% |
False |
False |
211 |
| 40 |
3,617.25 |
3,418.00 |
199.25 |
5.8% |
29.50 |
0.9% |
13% |
False |
False |
108 |
| 60 |
3,617.25 |
3,307.00 |
310.25 |
9.0% |
21.00 |
0.6% |
44% |
False |
False |
73 |
| 80 |
3,617.25 |
3,179.00 |
438.25 |
12.7% |
16.50 |
0.5% |
61% |
False |
False |
55 |
| 100 |
3,617.25 |
3,119.75 |
497.50 |
14.4% |
13.25 |
0.4% |
65% |
False |
False |
44 |
| 120 |
3,617.25 |
3,040.00 |
577.25 |
16.8% |
11.25 |
0.3% |
70% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,605.50 |
|
2.618 |
3,550.75 |
|
1.618 |
3,517.25 |
|
1.000 |
3,496.50 |
|
0.618 |
3,483.75 |
|
HIGH |
3,463.00 |
|
0.618 |
3,450.25 |
|
0.500 |
3,446.25 |
|
0.382 |
3,442.25 |
|
LOW |
3,429.50 |
|
0.618 |
3,408.75 |
|
1.000 |
3,396.00 |
|
1.618 |
3,375.25 |
|
2.618 |
3,341.75 |
|
4.250 |
3,287.00 |
|
|