| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2014 |
23-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1,844.71 |
1,842.29 |
-2.42 |
-0.1% |
1,841.26 |
| High |
1,846.87 |
1,842.29 |
-4.58 |
-0.2% |
1,850.84 |
| Low |
1,840.88 |
1,820.06 |
-20.82 |
-1.1% |
1,815.52 |
| Close |
1,844.86 |
1,828.46 |
-16.40 |
-0.9% |
1,838.70 |
| Range |
5.99 |
22.23 |
16.24 |
271.1% |
35.32 |
| ATR |
12.74 |
13.61 |
0.86 |
6.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,896.96 |
1,884.94 |
1,840.69 |
|
| R3 |
1,874.73 |
1,862.71 |
1,834.57 |
|
| R2 |
1,852.50 |
1,852.50 |
1,832.54 |
|
| R1 |
1,840.48 |
1,840.48 |
1,830.50 |
1,835.38 |
| PP |
1,830.27 |
1,830.27 |
1,830.27 |
1,827.72 |
| S1 |
1,818.25 |
1,818.25 |
1,826.42 |
1,813.15 |
| S2 |
1,808.04 |
1,808.04 |
1,824.38 |
|
| S3 |
1,785.81 |
1,796.02 |
1,822.35 |
|
| S4 |
1,763.58 |
1,773.79 |
1,816.23 |
|
|
| Weekly Pivots for week ending 17-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,940.98 |
1,925.16 |
1,858.13 |
|
| R3 |
1,905.66 |
1,889.84 |
1,848.41 |
|
| R2 |
1,870.34 |
1,870.34 |
1,845.18 |
|
| R1 |
1,854.52 |
1,854.52 |
1,841.94 |
1,844.77 |
| PP |
1,835.02 |
1,835.02 |
1,835.02 |
1,830.15 |
| S1 |
1,819.20 |
1,819.20 |
1,835.46 |
1,809.45 |
| S2 |
1,799.70 |
1,799.70 |
1,832.22 |
|
| S3 |
1,764.38 |
1,783.88 |
1,828.99 |
|
| S4 |
1,729.06 |
1,748.56 |
1,819.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,849.31 |
1,820.06 |
29.25 |
1.6% |
12.73 |
0.7% |
29% |
False |
True |
|
| 10 |
1,850.84 |
1,815.52 |
35.32 |
1.9% |
14.34 |
0.8% |
37% |
False |
False |
|
| 20 |
1,850.84 |
1,815.52 |
35.32 |
1.9% |
11.65 |
0.6% |
37% |
False |
False |
|
| 40 |
1,850.84 |
1,768.36 |
82.48 |
4.5% |
12.15 |
0.7% |
73% |
False |
False |
|
| 60 |
1,850.84 |
1,746.20 |
104.64 |
5.7% |
12.47 |
0.7% |
79% |
False |
False |
|
| 80 |
1,850.84 |
1,646.47 |
204.37 |
11.2% |
13.18 |
0.7% |
89% |
False |
False |
|
| 100 |
1,850.84 |
1,628.05 |
222.79 |
12.2% |
13.15 |
0.7% |
90% |
False |
False |
|
| 120 |
1,850.84 |
1,627.47 |
223.37 |
12.2% |
13.15 |
0.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,936.77 |
|
2.618 |
1,900.49 |
|
1.618 |
1,878.26 |
|
1.000 |
1,864.52 |
|
0.618 |
1,856.03 |
|
HIGH |
1,842.29 |
|
0.618 |
1,833.80 |
|
0.500 |
1,831.18 |
|
0.382 |
1,828.55 |
|
LOW |
1,820.06 |
|
0.618 |
1,806.32 |
|
1.000 |
1,797.83 |
|
1.618 |
1,784.09 |
|
2.618 |
1,761.86 |
|
4.250 |
1,725.58 |
|
|