| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,997.0 |
3,057.0 |
60.0 |
2.0% |
3,046.0 |
| High |
3,072.0 |
3,090.0 |
18.0 |
0.6% |
3,066.0 |
| Low |
2,997.0 |
2,942.0 |
-55.0 |
-1.8% |
2,912.0 |
| Close |
3,018.0 |
3,075.0 |
57.0 |
1.9% |
2,959.0 |
| Range |
75.0 |
148.0 |
73.0 |
97.3% |
154.0 |
| ATR |
71.6 |
77.0 |
5.5 |
7.6% |
0.0 |
| Volume |
451 |
621 |
170 |
37.7% |
10,420 |
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,479.7 |
3,425.3 |
3,156.4 |
|
| R3 |
3,331.7 |
3,277.3 |
3,115.7 |
|
| R2 |
3,183.7 |
3,183.7 |
3,102.1 |
|
| R1 |
3,129.3 |
3,129.3 |
3,088.6 |
3,156.5 |
| PP |
3,035.7 |
3,035.7 |
3,035.7 |
3,049.3 |
| S1 |
2,981.3 |
2,981.3 |
3,061.4 |
3,008.5 |
| S2 |
2,887.7 |
2,887.7 |
3,047.9 |
|
| S3 |
2,739.7 |
2,833.3 |
3,034.3 |
|
| S4 |
2,591.7 |
2,685.3 |
2,993.6 |
|
|
| 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 |
3,090.0 |
2,942.0 |
148.0 |
4.8% |
91.0 |
3.0% |
90% |
True |
True |
394 |
| 10 |
3,099.0 |
2,912.0 |
187.0 |
6.1% |
82.5 |
2.7% |
87% |
False |
False |
1,280 |
| 20 |
3,137.0 |
2,848.0 |
289.0 |
9.4% |
77.3 |
2.5% |
79% |
False |
False |
1,075 |
| 40 |
3,198.0 |
2,848.0 |
350.0 |
11.4% |
53.5 |
1.7% |
65% |
False |
False |
635 |
| 60 |
3,198.0 |
2,805.0 |
393.0 |
12.8% |
47.0 |
1.5% |
69% |
False |
False |
434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,719.0 |
|
2.618 |
3,477.5 |
|
1.618 |
3,329.5 |
|
1.000 |
3,238.0 |
|
0.618 |
3,181.5 |
|
HIGH |
3,090.0 |
|
0.618 |
3,033.5 |
|
0.500 |
3,016.0 |
|
0.382 |
2,998.5 |
|
LOW |
2,942.0 |
|
0.618 |
2,850.5 |
|
1.000 |
2,794.0 |
|
1.618 |
2,702.5 |
|
2.618 |
2,554.5 |
|
4.250 |
2,313.0 |
|
|