| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2015 |
05-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,058.90 |
2,054.44 |
-4.46 |
-0.2% |
2,087.63 |
| High |
2,072.36 |
2,054.44 |
-17.92 |
-0.9% |
2,093.55 |
| Low |
2,046.04 |
2,017.34 |
-28.70 |
-1.4% |
2,046.04 |
| Close |
2,058.19 |
2,020.58 |
-37.61 |
-1.8% |
2,058.19 |
| Range |
26.32 |
37.10 |
10.78 |
41.0% |
47.51 |
| ATR |
20.06 |
21.54 |
1.49 |
7.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.09 |
2,118.43 |
2,040.99 |
|
| R3 |
2,104.99 |
2,081.33 |
2,030.78 |
|
| R2 |
2,067.89 |
2,067.89 |
2,027.38 |
|
| R1 |
2,044.23 |
2,044.23 |
2,023.98 |
2,037.51 |
| PP |
2,030.79 |
2,030.79 |
2,030.79 |
2,027.43 |
| S1 |
2,007.13 |
2,007.13 |
2,017.18 |
2,000.41 |
| S2 |
1,993.69 |
1,993.69 |
2,013.78 |
|
| S3 |
1,956.59 |
1,970.03 |
2,010.38 |
|
| S4 |
1,919.49 |
1,932.93 |
2,000.18 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,208.46 |
2,180.83 |
2,084.32 |
|
| R3 |
2,160.95 |
2,133.32 |
2,071.26 |
|
| R2 |
2,113.44 |
2,113.44 |
2,066.90 |
|
| R1 |
2,085.81 |
2,085.81 |
2,062.55 |
2,075.87 |
| PP |
2,065.93 |
2,065.93 |
2,065.93 |
2,060.96 |
| S1 |
2,038.30 |
2,038.30 |
2,053.83 |
2,028.36 |
| S2 |
2,018.42 |
2,018.42 |
2,049.48 |
|
| S3 |
1,970.91 |
1,990.79 |
2,045.12 |
|
| S4 |
1,923.40 |
1,943.28 |
2,032.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.55 |
2,017.34 |
76.21 |
3.8% |
21.56 |
1.1% |
4% |
False |
True |
|
| 10 |
2,093.55 |
2,017.34 |
76.21 |
3.8% |
15.52 |
0.8% |
4% |
False |
True |
|
| 20 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
23.46 |
1.2% |
40% |
False |
False |
|
| 40 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
17.21 |
0.9% |
40% |
False |
False |
|
| 60 |
2,093.55 |
1,821.61 |
271.94 |
13.5% |
20.19 |
1.0% |
73% |
False |
False |
|
| 80 |
2,093.55 |
1,821.61 |
271.94 |
13.5% |
20.21 |
1.0% |
73% |
False |
False |
|
| 100 |
2,093.55 |
1,821.61 |
271.94 |
13.5% |
18.51 |
0.9% |
73% |
False |
False |
|
| 120 |
2,093.55 |
1,821.61 |
271.94 |
13.5% |
18.17 |
0.9% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.12 |
|
2.618 |
2,151.57 |
|
1.618 |
2,114.47 |
|
1.000 |
2,091.54 |
|
0.618 |
2,077.37 |
|
HIGH |
2,054.44 |
|
0.618 |
2,040.27 |
|
0.500 |
2,035.89 |
|
0.382 |
2,031.51 |
|
LOW |
2,017.34 |
|
0.618 |
1,994.41 |
|
1.000 |
1,980.24 |
|
1.618 |
1,957.31 |
|
2.618 |
1,920.21 |
|
4.250 |
1,859.67 |
|
|