| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2015 |
09-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,998.0 |
3,039.0 |
41.0 |
1.4% |
3,046.0 |
| High |
3,062.0 |
3,046.0 |
-16.0 |
-0.5% |
3,066.0 |
| Low |
2,984.0 |
2,947.0 |
-37.0 |
-1.2% |
2,912.0 |
| Close |
3,059.0 |
2,959.0 |
-100.0 |
-3.3% |
2,959.0 |
| Range |
78.0 |
99.0 |
21.0 |
26.9% |
154.0 |
| ATR |
68.7 |
71.8 |
3.1 |
4.5% |
0.0 |
| Volume |
7,022 |
612 |
-6,410 |
-91.3% |
10,420 |
|
| Daily Pivots for day following 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.0 |
3,219.0 |
3,013.5 |
|
| R3 |
3,182.0 |
3,120.0 |
2,986.2 |
|
| R2 |
3,083.0 |
3,083.0 |
2,977.2 |
|
| R1 |
3,021.0 |
3,021.0 |
2,968.1 |
3,002.5 |
| PP |
2,984.0 |
2,984.0 |
2,984.0 |
2,974.8 |
| S1 |
2,922.0 |
2,922.0 |
2,949.9 |
2,903.5 |
| S2 |
2,885.0 |
2,885.0 |
2,940.9 |
|
| S3 |
2,786.0 |
2,823.0 |
2,931.8 |
|
| S4 |
2,687.0 |
2,724.0 |
2,904.6 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,441.0 |
3,354.0 |
3,043.7 |
|
| R3 |
3,287.0 |
3,200.0 |
3,001.4 |
|
| R2 |
3,133.0 |
3,133.0 |
2,987.2 |
|
| R1 |
3,046.0 |
3,046.0 |
2,973.1 |
3,012.5 |
| PP |
2,979.0 |
2,979.0 |
2,979.0 |
2,962.3 |
| S1 |
2,892.0 |
2,892.0 |
2,944.9 |
2,858.5 |
| S2 |
2,825.0 |
2,825.0 |
2,930.8 |
|
| S3 |
2,671.0 |
2,738.0 |
2,916.7 |
|
| S4 |
2,517.0 |
2,584.0 |
2,874.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,066.0 |
2,912.0 |
154.0 |
5.2% |
83.0 |
2.8% |
31% |
False |
False |
2,084 |
| 10 |
3,125.0 |
2,912.0 |
213.0 |
7.2% |
62.4 |
2.1% |
22% |
False |
False |
1,231 |
| 20 |
3,196.0 |
2,848.0 |
348.0 |
11.8% |
68.1 |
2.3% |
32% |
False |
False |
1,052 |
| 40 |
3,198.0 |
2,848.0 |
350.0 |
11.8% |
46.1 |
1.6% |
32% |
False |
False |
604 |
| 60 |
3,198.0 |
2,710.0 |
488.0 |
16.5% |
45.1 |
1.5% |
51% |
False |
False |
451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,466.8 |
|
2.618 |
3,305.2 |
|
1.618 |
3,206.2 |
|
1.000 |
3,145.0 |
|
0.618 |
3,107.2 |
|
HIGH |
3,046.0 |
|
0.618 |
3,008.2 |
|
0.500 |
2,996.5 |
|
0.382 |
2,984.8 |
|
LOW |
2,947.0 |
|
0.618 |
2,885.8 |
|
1.000 |
2,848.0 |
|
1.618 |
2,786.8 |
|
2.618 |
2,687.8 |
|
4.250 |
2,526.3 |
|
|