| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,502.46 |
3,563.19 |
60.73 |
1.7% |
3,470.43 |
| High |
3,540.97 |
3,570.28 |
29.31 |
0.8% |
3,540.97 |
| Low |
3,502.29 |
3,552.29 |
50.00 |
1.4% |
3,424.11 |
| Close |
3,531.19 |
3,569.40 |
38.21 |
1.1% |
3,531.19 |
| Range |
38.68 |
17.99 |
-20.69 |
-53.5% |
116.86 |
| ATR |
33.80 |
34.18 |
0.38 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,617.96 |
3,611.67 |
3,579.29 |
|
| R3 |
3,599.97 |
3,593.68 |
3,574.35 |
|
| R2 |
3,581.98 |
3,581.98 |
3,572.70 |
|
| R1 |
3,575.69 |
3,575.69 |
3,571.05 |
3,578.84 |
| PP |
3,563.99 |
3,563.99 |
3,563.99 |
3,565.56 |
| S1 |
3,557.70 |
3,557.70 |
3,567.75 |
3,560.85 |
| S2 |
3,546.00 |
3,546.00 |
3,566.10 |
|
| S3 |
3,528.01 |
3,539.71 |
3,564.45 |
|
| S4 |
3,510.02 |
3,521.72 |
3,559.51 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,849.34 |
3,807.12 |
3,595.46 |
|
| R3 |
3,732.48 |
3,690.26 |
3,563.33 |
|
| R2 |
3,615.62 |
3,615.62 |
3,552.61 |
|
| R1 |
3,573.40 |
3,573.40 |
3,541.90 |
3,594.51 |
| PP |
3,498.76 |
3,498.76 |
3,498.76 |
3,509.31 |
| S1 |
3,456.54 |
3,456.54 |
3,520.48 |
3,477.65 |
| S2 |
3,381.90 |
3,381.90 |
3,509.77 |
|
| S3 |
3,265.04 |
3,339.68 |
3,499.05 |
|
| S4 |
3,148.18 |
3,222.82 |
3,466.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,570.28 |
3,424.11 |
146.17 |
4.1% |
36.71 |
1.0% |
99% |
True |
False |
|
| 10 |
3,570.28 |
3,424.11 |
146.17 |
4.1% |
32.51 |
0.9% |
99% |
True |
False |
|
| 20 |
3,570.28 |
3,420.36 |
149.92 |
4.2% |
27.69 |
0.8% |
99% |
True |
False |
|
| 40 |
3,570.28 |
3,318.39 |
251.89 |
7.1% |
29.52 |
0.8% |
100% |
True |
False |
|
| 60 |
3,570.28 |
3,117.69 |
452.59 |
12.7% |
31.56 |
0.9% |
100% |
True |
False |
|
| 80 |
3,570.28 |
3,063.07 |
507.21 |
14.2% |
30.50 |
0.9% |
100% |
True |
False |
|
| 100 |
3,570.28 |
3,053.26 |
517.02 |
14.5% |
29.90 |
0.8% |
100% |
True |
False |
|
| 120 |
3,570.28 |
2,934.22 |
636.06 |
17.8% |
28.62 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,646.74 |
|
2.618 |
3,617.38 |
|
1.618 |
3,599.39 |
|
1.000 |
3,588.27 |
|
0.618 |
3,581.40 |
|
HIGH |
3,570.28 |
|
0.618 |
3,563.41 |
|
0.500 |
3,561.29 |
|
0.382 |
3,559.16 |
|
LOW |
3,552.29 |
|
0.618 |
3,541.17 |
|
1.000 |
3,534.30 |
|
1.618 |
3,523.18 |
|
2.618 |
3,505.19 |
|
4.250 |
3,475.83 |
|
|