| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,063.44 |
2,046.13 |
-17.31 |
-0.8% |
2,054.44 |
| High |
2,064.42 |
2,049.30 |
-15.12 |
-0.7% |
2,064.42 |
| Low |
2,038.33 |
2,022.58 |
-15.75 |
-0.8% |
1,992.44 |
| Close |
2,044.81 |
2,028.26 |
-16.55 |
-0.8% |
2,044.81 |
| Range |
26.09 |
26.72 |
0.63 |
2.4% |
71.98 |
| ATR |
24.24 |
24.41 |
0.18 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.54 |
2,097.62 |
2,042.96 |
|
| R3 |
2,086.82 |
2,070.90 |
2,035.61 |
|
| R2 |
2,060.10 |
2,060.10 |
2,033.16 |
|
| R1 |
2,044.18 |
2,044.18 |
2,030.71 |
2,038.78 |
| PP |
2,033.38 |
2,033.38 |
2,033.38 |
2,030.68 |
| S1 |
2,017.46 |
2,017.46 |
2,025.81 |
2,012.06 |
| S2 |
2,006.66 |
2,006.66 |
2,023.36 |
|
| S3 |
1,979.94 |
1,990.74 |
2,020.91 |
|
| S4 |
1,953.22 |
1,964.02 |
2,013.56 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.83 |
2,219.30 |
2,084.40 |
|
| R3 |
2,177.85 |
2,147.32 |
2,064.60 |
|
| R2 |
2,105.87 |
2,105.87 |
2,058.01 |
|
| R1 |
2,075.34 |
2,075.34 |
2,051.41 |
2,054.62 |
| PP |
2,033.89 |
2,033.89 |
2,033.89 |
2,023.53 |
| S1 |
2,003.36 |
2,003.36 |
2,038.21 |
1,982.64 |
| S2 |
1,961.91 |
1,961.91 |
2,031.61 |
|
| S3 |
1,889.93 |
1,931.38 |
2,025.02 |
|
| S4 |
1,817.95 |
1,859.40 |
2,005.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,064.42 |
1,992.44 |
71.98 |
3.5% |
29.63 |
1.5% |
50% |
False |
False |
|
| 10 |
2,093.55 |
1,992.44 |
101.11 |
5.0% |
25.60 |
1.3% |
35% |
False |
False |
|
| 20 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
24.95 |
1.2% |
46% |
False |
False |
|
| 40 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
19.75 |
1.0% |
46% |
False |
False |
|
| 60 |
2,093.55 |
1,835.02 |
258.53 |
12.7% |
19.52 |
1.0% |
75% |
False |
False |
|
| 80 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
21.11 |
1.0% |
76% |
False |
False |
|
| 100 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
19.33 |
1.0% |
76% |
False |
False |
|
| 120 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
18.78 |
0.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.86 |
|
2.618 |
2,119.25 |
|
1.618 |
2,092.53 |
|
1.000 |
2,076.02 |
|
0.618 |
2,065.81 |
|
HIGH |
2,049.30 |
|
0.618 |
2,039.09 |
|
0.500 |
2,035.94 |
|
0.382 |
2,032.79 |
|
LOW |
2,022.58 |
|
0.618 |
2,006.07 |
|
1.000 |
1,995.86 |
|
1.618 |
1,979.35 |
|
2.618 |
1,952.63 |
|
4.250 |
1,909.02 |
|
|