| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2015 |
02-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
10,806.5 |
10,722.0 |
-84.5 |
-0.8% |
10,611.0 |
| High |
10,816.5 |
10,894.5 |
78.0 |
0.7% |
10,867.5 |
| Low |
10,664.5 |
10,700.0 |
35.5 |
0.3% |
10,569.5 |
| Close |
10,708.0 |
10,821.0 |
113.0 |
1.1% |
10,708.0 |
| Range |
152.0 |
194.5 |
42.5 |
28.0% |
298.0 |
| ATR |
213.2 |
211.9 |
-1.3 |
-0.6% |
0.0 |
| Volume |
537 |
692 |
155 |
28.9% |
3,398 |
|
| Daily Pivots for day following 02-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,388.7 |
11,299.3 |
10,928.0 |
|
| R3 |
11,194.2 |
11,104.8 |
10,874.5 |
|
| R2 |
10,999.7 |
10,999.7 |
10,856.7 |
|
| R1 |
10,910.3 |
10,910.3 |
10,838.8 |
10,955.0 |
| PP |
10,805.2 |
10,805.2 |
10,805.2 |
10,827.5 |
| S1 |
10,715.8 |
10,715.8 |
10,803.2 |
10,760.5 |
| S2 |
10,610.7 |
10,610.7 |
10,785.3 |
|
| S3 |
10,416.2 |
10,521.3 |
10,767.5 |
|
| S4 |
10,221.7 |
10,326.8 |
10,714.0 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,609.0 |
11,456.5 |
10,871.9 |
|
| R3 |
11,311.0 |
11,158.5 |
10,790.0 |
|
| R2 |
11,013.0 |
11,013.0 |
10,762.6 |
|
| R1 |
10,860.5 |
10,860.5 |
10,735.3 |
10,936.8 |
| PP |
10,715.0 |
10,715.0 |
10,715.0 |
10,753.1 |
| S1 |
10,562.5 |
10,562.5 |
10,680.7 |
10,638.8 |
| S2 |
10,417.0 |
10,417.0 |
10,653.4 |
|
| S3 |
10,119.0 |
10,264.5 |
10,626.1 |
|
| S4 |
9,821.0 |
9,966.5 |
10,544.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,894.5 |
10,569.5 |
325.0 |
3.0% |
201.1 |
1.9% |
77% |
True |
False |
680 |
| 10 |
10,894.5 |
10,170.0 |
724.5 |
6.7% |
202.5 |
1.9% |
90% |
True |
False |
751 |
| 20 |
10,894.5 |
9,418.5 |
1,476.0 |
13.6% |
216.1 |
2.0% |
95% |
True |
False |
652 |
| 40 |
10,894.5 |
9,251.0 |
1,643.5 |
15.2% |
194.6 |
1.8% |
96% |
True |
False |
423 |
| 60 |
10,894.5 |
9,158.5 |
1,736.0 |
16.0% |
161.5 |
1.5% |
96% |
True |
False |
298 |
| 80 |
10,894.5 |
8,419.0 |
2,475.5 |
22.9% |
155.0 |
1.4% |
97% |
True |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,721.1 |
|
2.618 |
11,403.7 |
|
1.618 |
11,209.2 |
|
1.000 |
11,089.0 |
|
0.618 |
11,014.7 |
|
HIGH |
10,894.5 |
|
0.618 |
10,820.2 |
|
0.500 |
10,797.3 |
|
0.382 |
10,774.3 |
|
LOW |
10,700.0 |
|
0.618 |
10,579.8 |
|
1.000 |
10,505.5 |
|
1.618 |
10,385.3 |
|
2.618 |
10,190.8 |
|
4.250 |
9,873.4 |
|
|