| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2015 |
15-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,018.40 |
2,013.75 |
-4.65 |
-0.2% |
2,054.44 |
| High |
2,018.40 |
2,021.35 |
2.95 |
0.1% |
2,064.42 |
| Low |
1,988.44 |
1,991.47 |
3.03 |
0.2% |
1,992.44 |
| Close |
2,011.27 |
1,992.67 |
-18.60 |
-0.9% |
2,044.81 |
| Range |
29.96 |
29.88 |
-0.08 |
-0.3% |
71.98 |
| ATR |
26.75 |
26.97 |
0.22 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.47 |
2,071.95 |
2,009.10 |
|
| R3 |
2,061.59 |
2,042.07 |
2,000.89 |
|
| R2 |
2,031.71 |
2,031.71 |
1,998.15 |
|
| R1 |
2,012.19 |
2,012.19 |
1,995.41 |
2,007.01 |
| PP |
2,001.83 |
2,001.83 |
2,001.83 |
1,999.24 |
| S1 |
1,982.31 |
1,982.31 |
1,989.93 |
1,977.13 |
| S2 |
1,971.95 |
1,971.95 |
1,987.19 |
|
| S3 |
1,942.07 |
1,952.43 |
1,984.45 |
|
| S4 |
1,912.19 |
1,922.55 |
1,976.24 |
|
|
| 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 |
1,988.44 |
75.98 |
3.8% |
32.26 |
1.6% |
6% |
False |
False |
|
| 10 |
2,072.36 |
1,988.44 |
83.92 |
4.2% |
32.01 |
1.6% |
5% |
False |
False |
|
| 20 |
2,093.55 |
1,973.77 |
119.78 |
6.0% |
24.85 |
1.2% |
16% |
False |
False |
|
| 40 |
2,093.55 |
1,972.56 |
120.99 |
6.1% |
21.68 |
1.1% |
17% |
False |
False |
|
| 60 |
2,093.55 |
1,909.38 |
184.17 |
9.2% |
19.72 |
1.0% |
45% |
False |
False |
|
| 80 |
2,093.55 |
1,821.61 |
271.94 |
13.6% |
21.96 |
1.1% |
63% |
False |
False |
|
| 100 |
2,093.55 |
1,821.61 |
271.94 |
13.6% |
20.13 |
1.0% |
63% |
False |
False |
|
| 120 |
2,093.55 |
1,821.61 |
271.94 |
13.6% |
19.49 |
1.0% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,148.34 |
|
2.618 |
2,099.58 |
|
1.618 |
2,069.70 |
|
1.000 |
2,051.23 |
|
0.618 |
2,039.82 |
|
HIGH |
2,021.35 |
|
0.618 |
2,009.94 |
|
0.500 |
2,006.41 |
|
0.382 |
2,002.88 |
|
LOW |
1,991.47 |
|
0.618 |
1,973.00 |
|
1.000 |
1,961.59 |
|
1.618 |
1,943.12 |
|
2.618 |
1,913.24 |
|
4.250 |
1,864.48 |
|
|