| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
2,050.42 |
2,047.86 |
-2.56 |
-0.1% |
2,020.76 |
| High |
2,057.62 |
2,047.86 |
-9.76 |
-0.5% |
2,064.62 |
| Low |
2,040.97 |
2,019.91 |
-21.06 |
-1.0% |
2,004.49 |
| Close |
2,057.09 |
2,029.55 |
-27.54 |
-1.3% |
2,051.82 |
| Range |
16.65 |
27.95 |
11.30 |
67.9% |
60.13 |
| ATR |
26.06 |
26.86 |
0.79 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.29 |
2,100.87 |
2,044.92 |
|
| R3 |
2,088.34 |
2,072.92 |
2,037.24 |
|
| R2 |
2,060.39 |
2,060.39 |
2,034.67 |
|
| R1 |
2,044.97 |
2,044.97 |
2,032.11 |
2,038.71 |
| PP |
2,032.44 |
2,032.44 |
2,032.44 |
2,029.31 |
| S1 |
2,017.02 |
2,017.02 |
2,026.99 |
2,010.76 |
| S2 |
2,004.49 |
2,004.49 |
2,024.43 |
|
| S3 |
1,976.54 |
1,989.07 |
2,021.86 |
|
| S4 |
1,948.59 |
1,961.12 |
2,014.18 |
|
|
| 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 |
2,012.04 |
52.58 |
2.6% |
24.31 |
1.2% |
33% |
False |
False |
|
| 10 |
2,064.62 |
1,988.12 |
76.50 |
3.8% |
28.68 |
1.4% |
54% |
False |
False |
|
| 20 |
2,093.55 |
1,988.12 |
105.43 |
5.2% |
27.14 |
1.3% |
39% |
False |
False |
|
| 40 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
24.26 |
1.2% |
47% |
False |
False |
|
| 60 |
2,093.55 |
1,972.56 |
120.99 |
6.0% |
19.99 |
1.0% |
47% |
False |
False |
|
| 80 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
22.34 |
1.1% |
76% |
False |
False |
|
| 100 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
21.30 |
1.0% |
76% |
False |
False |
|
| 120 |
2,093.55 |
1,821.61 |
271.94 |
13.4% |
19.77 |
1.0% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.65 |
|
2.618 |
2,121.03 |
|
1.618 |
2,093.08 |
|
1.000 |
2,075.81 |
|
0.618 |
2,065.13 |
|
HIGH |
2,047.86 |
|
0.618 |
2,037.18 |
|
0.500 |
2,033.89 |
|
0.382 |
2,030.59 |
|
LOW |
2,019.91 |
|
0.618 |
2,002.64 |
|
1.000 |
1,991.96 |
|
1.618 |
1,974.69 |
|
2.618 |
1,946.74 |
|
4.250 |
1,901.12 |
|
|