| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,515.67 |
3,510.71 |
-4.96 |
-0.1% |
3,496.19 |
| High |
3,524.01 |
3,520.73 |
-3.28 |
-0.1% |
3,511.10 |
| Low |
3,511.28 |
3,507.42 |
-3.86 |
-0.1% |
3,453.22 |
| Close |
3,516.17 |
3,514.20 |
-1.97 |
-0.1% |
3,504.26 |
| Range |
12.73 |
13.31 |
0.58 |
4.6% |
57.88 |
| ATR |
29.71 |
28.54 |
-1.17 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,554.05 |
3,547.43 |
3,521.52 |
|
| R3 |
3,540.74 |
3,534.12 |
3,517.86 |
|
| R2 |
3,527.43 |
3,527.43 |
3,516.64 |
|
| R1 |
3,520.81 |
3,520.81 |
3,515.42 |
3,524.12 |
| PP |
3,514.12 |
3,514.12 |
3,514.12 |
3,515.77 |
| S1 |
3,507.50 |
3,507.50 |
3,512.98 |
3,510.81 |
| S2 |
3,500.81 |
3,500.81 |
3,511.76 |
|
| S3 |
3,487.50 |
3,494.19 |
3,510.54 |
|
| S4 |
3,474.19 |
3,480.88 |
3,506.88 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,663.17 |
3,641.59 |
3,536.09 |
|
| R3 |
3,605.29 |
3,583.71 |
3,520.18 |
|
| R2 |
3,547.41 |
3,547.41 |
3,514.87 |
|
| R1 |
3,525.83 |
3,525.83 |
3,509.57 |
3,536.62 |
| PP |
3,489.53 |
3,489.53 |
3,489.53 |
3,494.92 |
| S1 |
3,467.95 |
3,467.95 |
3,498.95 |
3,478.74 |
| S2 |
3,431.65 |
3,431.65 |
3,493.65 |
|
| S3 |
3,373.77 |
3,410.07 |
3,488.34 |
|
| S4 |
3,315.89 |
3,352.19 |
3,472.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,524.01 |
3,453.22 |
70.79 |
2.0% |
22.30 |
0.6% |
86% |
False |
False |
|
| 10 |
3,524.01 |
3,422.47 |
101.54 |
2.9% |
22.50 |
0.6% |
90% |
False |
False |
|
| 20 |
3,524.01 |
3,346.41 |
177.60 |
5.1% |
25.89 |
0.7% |
94% |
False |
False |
|
| 40 |
3,524.01 |
3,241.35 |
282.66 |
8.0% |
28.31 |
0.8% |
97% |
False |
False |
|
| 60 |
3,524.01 |
3,117.69 |
406.32 |
11.6% |
30.28 |
0.9% |
98% |
False |
False |
|
| 80 |
3,524.01 |
3,053.26 |
470.75 |
13.4% |
29.99 |
0.9% |
98% |
False |
False |
|
| 100 |
3,524.01 |
3,029.07 |
494.94 |
14.1% |
28.90 |
0.8% |
98% |
False |
False |
|
| 120 |
3,524.01 |
2,825.18 |
698.83 |
19.9% |
28.40 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,577.30 |
|
2.618 |
3,555.58 |
|
1.618 |
3,542.27 |
|
1.000 |
3,534.04 |
|
0.618 |
3,528.96 |
|
HIGH |
3,520.73 |
|
0.618 |
3,515.65 |
|
0.500 |
3,514.08 |
|
0.382 |
3,512.50 |
|
LOW |
3,507.42 |
|
0.618 |
3,499.19 |
|
1.000 |
3,494.11 |
|
1.618 |
3,485.88 |
|
2.618 |
3,472.57 |
|
4.250 |
3,450.85 |
|
|