| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,059.00 |
2,066.25 |
7.25 |
0.4% |
1,981.75 |
| High |
2,068.25 |
2,076.25 |
8.00 |
0.4% |
2,068.75 |
| Low |
2,058.75 |
2,064.25 |
5.50 |
0.3% |
1,954.25 |
| Close |
2,065.25 |
2,072.00 |
6.75 |
0.3% |
2,060.00 |
| Range |
9.50 |
12.00 |
2.50 |
26.3% |
114.50 |
| ATR |
24.54 |
23.64 |
-0.90 |
-3.6% |
0.00 |
| Volume |
949 |
1,495 |
546 |
57.5% |
4,410 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.75 |
2,101.50 |
2,078.50 |
|
| R3 |
2,094.75 |
2,089.50 |
2,075.25 |
|
| R2 |
2,082.75 |
2,082.75 |
2,074.25 |
|
| R1 |
2,077.50 |
2,077.50 |
2,073.00 |
2,080.00 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,072.25 |
| S1 |
2,065.50 |
2,065.50 |
2,071.00 |
2,068.00 |
| S2 |
2,058.75 |
2,058.75 |
2,069.75 |
|
| S3 |
2,046.75 |
2,053.50 |
2,068.75 |
|
| S4 |
2,034.75 |
2,041.50 |
2,065.50 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.25 |
2,330.00 |
2,123.00 |
|
| R3 |
2,256.75 |
2,215.50 |
2,091.50 |
|
| R2 |
2,142.25 |
2,142.25 |
2,081.00 |
|
| R1 |
2,101.00 |
2,101.00 |
2,070.50 |
2,121.50 |
| PP |
2,027.75 |
2,027.75 |
2,027.75 |
2,038.00 |
| S1 |
1,986.50 |
1,986.50 |
2,049.50 |
2,007.00 |
| S2 |
1,913.25 |
1,913.25 |
2,039.00 |
|
| S3 |
1,798.75 |
1,872.00 |
2,028.50 |
|
| S4 |
1,684.25 |
1,757.50 |
1,997.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,076.25 |
1,959.00 |
117.25 |
5.7% |
28.25 |
1.4% |
96% |
True |
False |
1,138 |
| 10 |
2,076.25 |
1,954.25 |
122.00 |
5.9% |
32.25 |
1.6% |
97% |
True |
False |
721 |
| 20 |
2,076.25 |
1,954.25 |
122.00 |
5.9% |
22.50 |
1.1% |
97% |
True |
False |
501 |
| 40 |
2,076.25 |
1,942.00 |
134.25 |
6.5% |
18.50 |
0.9% |
97% |
True |
False |
395 |
| 60 |
2,076.25 |
1,806.50 |
269.75 |
13.0% |
22.75 |
1.1% |
98% |
True |
False |
309 |
| 80 |
2,076.25 |
1,806.50 |
269.75 |
13.0% |
20.00 |
1.0% |
98% |
True |
False |
239 |
| 100 |
2,076.25 |
1,806.50 |
269.75 |
13.0% |
17.50 |
0.8% |
98% |
True |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.25 |
|
2.618 |
2,107.75 |
|
1.618 |
2,095.75 |
|
1.000 |
2,088.25 |
|
0.618 |
2,083.75 |
|
HIGH |
2,076.25 |
|
0.618 |
2,071.75 |
|
0.500 |
2,070.25 |
|
0.382 |
2,068.75 |
|
LOW |
2,064.25 |
|
0.618 |
2,056.75 |
|
1.000 |
2,052.25 |
|
1.618 |
2,044.75 |
|
2.618 |
2,032.75 |
|
4.250 |
2,013.25 |
|
|