| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,083.25 |
2,084.30 |
1.05 |
0.1% |
2,069.28 |
| High |
2,087.56 |
2,092.69 |
5.13 |
0.2% |
2,092.69 |
| Low |
2,081.86 |
2,084.30 |
2.44 |
0.1% |
2,069.28 |
| Close |
2,081.88 |
2,088.77 |
6.89 |
0.3% |
2,088.77 |
| Range |
5.70 |
8.39 |
2.69 |
47.2% |
23.41 |
| ATR |
21.21 |
20.47 |
-0.74 |
-3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.76 |
2,109.65 |
2,093.38 |
|
| R3 |
2,105.37 |
2,101.26 |
2,091.08 |
|
| R2 |
2,096.98 |
2,096.98 |
2,090.31 |
|
| R1 |
2,092.87 |
2,092.87 |
2,089.54 |
2,094.93 |
| PP |
2,088.59 |
2,088.59 |
2,088.59 |
2,089.61 |
| S1 |
2,084.48 |
2,084.48 |
2,088.00 |
2,086.54 |
| S2 |
2,080.20 |
2,080.20 |
2,087.23 |
|
| S3 |
2,071.81 |
2,076.09 |
2,086.46 |
|
| S4 |
2,063.42 |
2,067.70 |
2,084.16 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.81 |
2,144.70 |
2,101.65 |
|
| R3 |
2,130.40 |
2,121.29 |
2,095.21 |
|
| R2 |
2,106.99 |
2,106.99 |
2,093.06 |
|
| R1 |
2,097.88 |
2,097.88 |
2,090.92 |
2,102.44 |
| PP |
2,083.58 |
2,083.58 |
2,083.58 |
2,085.86 |
| S1 |
2,074.47 |
2,074.47 |
2,086.62 |
2,079.03 |
| S2 |
2,060.17 |
2,060.17 |
2,084.48 |
|
| S3 |
2,036.76 |
2,051.06 |
2,082.33 |
|
| S4 |
2,013.35 |
2,027.65 |
2,075.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.69 |
2,061.03 |
31.66 |
1.5% |
9.47 |
0.5% |
88% |
True |
False |
|
| 10 |
2,092.69 |
1,972.56 |
120.13 |
5.8% |
24.31 |
1.2% |
97% |
True |
False |
|
| 20 |
2,092.69 |
1,972.56 |
120.13 |
5.8% |
21.39 |
1.0% |
97% |
True |
False |
|
| 40 |
2,092.69 |
1,972.56 |
120.13 |
5.8% |
16.41 |
0.8% |
97% |
True |
False |
|
| 60 |
2,092.69 |
1,821.61 |
271.08 |
13.0% |
20.75 |
1.0% |
99% |
True |
False |
|
| 80 |
2,092.69 |
1,821.61 |
271.08 |
13.0% |
19.84 |
0.9% |
99% |
True |
False |
|
| 100 |
2,092.69 |
1,821.61 |
271.08 |
13.0% |
18.30 |
0.9% |
99% |
True |
False |
|
| 120 |
2,092.69 |
1,821.61 |
271.08 |
13.0% |
17.79 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,128.35 |
|
2.618 |
2,114.66 |
|
1.618 |
2,106.27 |
|
1.000 |
2,101.08 |
|
0.618 |
2,097.88 |
|
HIGH |
2,092.69 |
|
0.618 |
2,089.49 |
|
0.500 |
2,088.50 |
|
0.382 |
2,087.50 |
|
LOW |
2,084.30 |
|
0.618 |
2,079.11 |
|
1.000 |
2,075.91 |
|
1.618 |
2,070.72 |
|
2.618 |
2,062.33 |
|
4.250 |
2,048.64 |
|
|