| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2015 |
13-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,046.13 |
2,031.58 |
-14.55 |
-0.7% |
2,054.44 |
| High |
2,049.30 |
2,056.92 |
7.62 |
0.4% |
2,064.42 |
| Low |
2,022.58 |
2,008.25 |
-14.33 |
-0.7% |
1,992.44 |
| Close |
2,028.26 |
2,023.03 |
-5.23 |
-0.3% |
2,044.81 |
| Range |
26.72 |
48.67 |
21.95 |
82.1% |
71.98 |
| ATR |
24.41 |
26.15 |
1.73 |
7.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.41 |
2,147.89 |
2,049.80 |
|
| R3 |
2,126.74 |
2,099.22 |
2,036.41 |
|
| R2 |
2,078.07 |
2,078.07 |
2,031.95 |
|
| R1 |
2,050.55 |
2,050.55 |
2,027.49 |
2,039.98 |
| PP |
2,029.40 |
2,029.40 |
2,029.40 |
2,024.11 |
| S1 |
2,001.88 |
2,001.88 |
2,018.57 |
1,991.31 |
| S2 |
1,980.73 |
1,980.73 |
2,014.11 |
|
| S3 |
1,932.06 |
1,953.21 |
2,009.65 |
|
| S4 |
1,883.39 |
1,904.54 |
1,996.26 |
|
|
| 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 |
2,005.55 |
58.87 |
2.9% |
31.80 |
1.6% |
30% |
False |
False |
|
| 10 |
2,088.48 |
1,992.44 |
96.04 |
4.7% |
29.68 |
1.5% |
32% |
False |
False |
|
| 20 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
25.90 |
1.3% |
42% |
False |
False |
|
| 40 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
20.57 |
1.0% |
42% |
False |
False |
|
| 60 |
2,093.55 |
1,864.91 |
228.64 |
11.3% |
19.65 |
1.0% |
69% |
False |
False |
|
| 80 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
21.60 |
1.1% |
74% |
False |
False |
|
| 100 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
19.70 |
1.0% |
74% |
False |
False |
|
| 120 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
19.13 |
0.9% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,263.77 |
|
2.618 |
2,184.34 |
|
1.618 |
2,135.67 |
|
1.000 |
2,105.59 |
|
0.618 |
2,087.00 |
|
HIGH |
2,056.92 |
|
0.618 |
2,038.33 |
|
0.500 |
2,032.59 |
|
0.382 |
2,026.84 |
|
LOW |
2,008.25 |
|
0.618 |
1,978.17 |
|
1.000 |
1,959.58 |
|
1.618 |
1,929.50 |
|
2.618 |
1,880.83 |
|
4.250 |
1,801.40 |
|
|