| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2016 |
14-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
3,014.0 |
2,947.0 |
-67.0 |
-2.2% |
3,136.0 |
| High |
3,042.0 |
2,987.0 |
-55.0 |
-1.8% |
3,136.0 |
| Low |
2,921.0 |
2,890.0 |
-31.0 |
-1.1% |
2,923.0 |
| Close |
2,988.0 |
2,952.0 |
-36.0 |
-1.2% |
2,955.0 |
| Range |
121.0 |
97.0 |
-24.0 |
-19.8% |
213.0 |
| ATR |
75.9 |
77.5 |
1.6 |
2.1% |
0.0 |
| Volume |
2,396 |
986 |
-1,410 |
-58.8% |
33,392 |
|
| Daily Pivots for day following 14-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,234.0 |
3,190.0 |
3,005.4 |
|
| R3 |
3,137.0 |
3,093.0 |
2,978.7 |
|
| R2 |
3,040.0 |
3,040.0 |
2,969.8 |
|
| R1 |
2,996.0 |
2,996.0 |
2,960.9 |
3,018.0 |
| PP |
2,943.0 |
2,943.0 |
2,943.0 |
2,954.0 |
| S1 |
2,899.0 |
2,899.0 |
2,943.1 |
2,921.0 |
| S2 |
2,846.0 |
2,846.0 |
2,934.2 |
|
| S3 |
2,749.0 |
2,802.0 |
2,925.3 |
|
| S4 |
2,652.0 |
2,705.0 |
2,898.7 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,643.7 |
3,512.3 |
3,072.2 |
|
| R3 |
3,430.7 |
3,299.3 |
3,013.6 |
|
| R2 |
3,217.7 |
3,217.7 |
2,994.1 |
|
| R1 |
3,086.3 |
3,086.3 |
2,974.5 |
3,045.5 |
| PP |
3,004.7 |
3,004.7 |
3,004.7 |
2,984.3 |
| S1 |
2,873.3 |
2,873.3 |
2,935.5 |
2,832.5 |
| S2 |
2,791.7 |
2,791.7 |
2,916.0 |
|
| S3 |
2,578.7 |
2,660.3 |
2,896.4 |
|
| S4 |
2,365.7 |
2,447.3 |
2,837.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,042.0 |
2,890.0 |
152.0 |
5.1% |
95.0 |
3.2% |
41% |
False |
True |
1,561 |
| 10 |
3,230.0 |
2,890.0 |
340.0 |
11.5% |
76.3 |
2.6% |
18% |
False |
True |
4,131 |
| 20 |
3,260.0 |
2,890.0 |
370.0 |
12.5% |
66.9 |
2.3% |
17% |
False |
True |
2,415 |
| 40 |
3,439.0 |
2,890.0 |
549.0 |
18.6% |
52.2 |
1.8% |
11% |
False |
True |
1,449 |
| 60 |
3,439.0 |
2,890.0 |
549.0 |
18.6% |
43.1 |
1.5% |
11% |
False |
True |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,399.3 |
|
2.618 |
3,240.9 |
|
1.618 |
3,143.9 |
|
1.000 |
3,084.0 |
|
0.618 |
3,046.9 |
|
HIGH |
2,987.0 |
|
0.618 |
2,949.9 |
|
0.500 |
2,938.5 |
|
0.382 |
2,927.1 |
|
LOW |
2,890.0 |
|
0.618 |
2,830.1 |
|
1.000 |
2,793.0 |
|
1.618 |
2,733.1 |
|
2.618 |
2,636.1 |
|
4.250 |
2,477.8 |
|
|