| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
3,039.0 |
2,986.0 |
-53.0 |
-1.7% |
3,046.0 |
| High |
3,046.0 |
3,019.0 |
-27.0 |
-0.9% |
3,066.0 |
| Low |
2,947.0 |
2,962.0 |
15.0 |
0.5% |
2,912.0 |
| Close |
2,959.0 |
3,005.0 |
46.0 |
1.6% |
2,959.0 |
| Range |
99.0 |
57.0 |
-42.0 |
-42.4% |
154.0 |
| ATR |
71.8 |
70.9 |
-0.8 |
-1.2% |
0.0 |
| Volume |
612 |
114 |
-498 |
-81.4% |
10,420 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.3 |
3,142.7 |
3,036.4 |
|
| R3 |
3,109.3 |
3,085.7 |
3,020.7 |
|
| R2 |
3,052.3 |
3,052.3 |
3,015.5 |
|
| R1 |
3,028.7 |
3,028.7 |
3,010.2 |
3,040.5 |
| PP |
2,995.3 |
2,995.3 |
2,995.3 |
3,001.3 |
| S1 |
2,971.7 |
2,971.7 |
2,999.8 |
2,983.5 |
| S2 |
2,938.3 |
2,938.3 |
2,994.6 |
|
| S3 |
2,881.3 |
2,914.7 |
2,989.3 |
|
| S4 |
2,824.3 |
2,857.7 |
2,973.7 |
|
|
| 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 |
3,062.0 |
2,912.0 |
150.0 |
5.0% |
69.2 |
2.3% |
62% |
False |
False |
1,646 |
| 10 |
3,125.0 |
2,912.0 |
213.0 |
7.1% |
65.5 |
2.2% |
44% |
False |
False |
1,232 |
| 20 |
3,137.0 |
2,848.0 |
289.0 |
9.6% |
68.9 |
2.3% |
54% |
False |
False |
1,057 |
| 40 |
3,198.0 |
2,848.0 |
350.0 |
11.6% |
47.5 |
1.6% |
45% |
False |
False |
607 |
| 60 |
3,198.0 |
2,710.0 |
488.0 |
16.2% |
45.9 |
1.5% |
60% |
False |
False |
453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,261.3 |
|
2.618 |
3,168.2 |
|
1.618 |
3,111.2 |
|
1.000 |
3,076.0 |
|
0.618 |
3,054.2 |
|
HIGH |
3,019.0 |
|
0.618 |
2,997.2 |
|
0.500 |
2,990.5 |
|
0.382 |
2,983.8 |
|
LOW |
2,962.0 |
|
0.618 |
2,926.8 |
|
1.000 |
2,905.0 |
|
1.618 |
2,869.8 |
|
2.618 |
2,812.8 |
|
4.250 |
2,719.8 |
|
|