| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2015 |
26-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,062.98 |
2,050.42 |
-12.56 |
-0.6% |
2,020.76 |
| High |
2,062.98 |
2,057.62 |
-5.36 |
-0.3% |
2,064.62 |
| Low |
2,050.54 |
2,040.97 |
-9.57 |
-0.5% |
2,004.49 |
| Close |
2,051.82 |
2,057.09 |
5.27 |
0.3% |
2,051.82 |
| Range |
12.44 |
16.65 |
4.21 |
33.8% |
60.13 |
| ATR |
26.79 |
26.06 |
-0.72 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.84 |
2,096.12 |
2,066.25 |
|
| R3 |
2,085.19 |
2,079.47 |
2,061.67 |
|
| R2 |
2,068.54 |
2,068.54 |
2,060.14 |
|
| R1 |
2,062.82 |
2,062.82 |
2,058.62 |
2,065.68 |
| PP |
2,051.89 |
2,051.89 |
2,051.89 |
2,053.33 |
| S1 |
2,046.17 |
2,046.17 |
2,055.56 |
2,049.03 |
| S2 |
2,035.24 |
2,035.24 |
2,054.04 |
|
| S3 |
2,018.59 |
2,029.52 |
2,052.51 |
|
| S4 |
2,001.94 |
2,012.87 |
2,047.93 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.70 |
2,196.39 |
2,084.89 |
|
| R3 |
2,160.57 |
2,136.26 |
2,068.36 |
|
| R2 |
2,100.44 |
2,100.44 |
2,062.84 |
|
| R1 |
2,076.13 |
2,076.13 |
2,057.33 |
2,088.29 |
| PP |
2,040.31 |
2,040.31 |
2,040.31 |
2,046.39 |
| S1 |
2,016.00 |
2,016.00 |
2,046.31 |
2,028.16 |
| S2 |
1,980.18 |
1,980.18 |
2,040.80 |
|
| S3 |
1,920.05 |
1,955.87 |
2,035.28 |
|
| S4 |
1,859.92 |
1,895.74 |
2,018.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,064.62 |
2,004.49 |
60.13 |
2.9% |
23.61 |
1.1% |
87% |
False |
False |
|
| 10 |
2,064.62 |
1,988.12 |
76.50 |
3.7% |
28.55 |
1.4% |
90% |
False |
False |
|
| 20 |
2,093.55 |
1,988.12 |
105.43 |
5.1% |
26.16 |
1.3% |
65% |
False |
False |
|
| 40 |
2,093.55 |
1,972.56 |
120.99 |
5.9% |
23.73 |
1.2% |
70% |
False |
False |
|
| 60 |
2,093.55 |
1,969.04 |
124.51 |
6.1% |
19.89 |
1.0% |
71% |
False |
False |
|
| 80 |
2,093.55 |
1,821.61 |
271.94 |
13.2% |
22.37 |
1.1% |
87% |
False |
False |
|
| 100 |
2,093.55 |
1,821.61 |
271.94 |
13.2% |
21.13 |
1.0% |
87% |
False |
False |
|
| 120 |
2,093.55 |
1,821.61 |
271.94 |
13.2% |
19.73 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,128.38 |
|
2.618 |
2,101.21 |
|
1.618 |
2,084.56 |
|
1.000 |
2,074.27 |
|
0.618 |
2,067.91 |
|
HIGH |
2,057.62 |
|
0.618 |
2,051.26 |
|
0.500 |
2,049.30 |
|
0.382 |
2,047.33 |
|
LOW |
2,040.97 |
|
0.618 |
2,030.68 |
|
1.000 |
2,024.32 |
|
1.618 |
2,014.03 |
|
2.618 |
1,997.38 |
|
4.250 |
1,970.21 |
|
|