| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,563.19 |
3,570.52 |
7.33 |
0.2% |
3,470.43 |
| High |
3,570.28 |
3,574.51 |
4.23 |
0.1% |
3,540.97 |
| Low |
3,552.29 |
3,564.59 |
12.30 |
0.3% |
3,424.11 |
| Close |
3,569.40 |
3,572.80 |
3.40 |
0.1% |
3,531.19 |
| Range |
17.99 |
9.92 |
-8.07 |
-44.9% |
116.86 |
| ATR |
34.18 |
32.44 |
-1.73 |
-5.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,600.39 |
3,596.52 |
3,578.26 |
|
| R3 |
3,590.47 |
3,586.60 |
3,575.53 |
|
| R2 |
3,580.55 |
3,580.55 |
3,574.62 |
|
| R1 |
3,576.68 |
3,576.68 |
3,573.71 |
3,578.62 |
| PP |
3,570.63 |
3,570.63 |
3,570.63 |
3,571.60 |
| S1 |
3,566.76 |
3,566.76 |
3,571.89 |
3,568.70 |
| S2 |
3,560.71 |
3,560.71 |
3,570.98 |
|
| S3 |
3,550.79 |
3,556.84 |
3,570.07 |
|
| S4 |
3,540.87 |
3,546.92 |
3,567.34 |
|
|
| 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 |
3,574.51 |
3,424.11 |
150.40 |
4.2% |
34.44 |
1.0% |
99% |
True |
False |
|
| 10 |
3,574.51 |
3,424.11 |
150.40 |
4.2% |
32.17 |
0.9% |
99% |
True |
False |
|
| 20 |
3,574.51 |
3,422.47 |
152.04 |
4.3% |
27.33 |
0.8% |
99% |
True |
False |
|
| 40 |
3,574.51 |
3,318.39 |
256.12 |
7.2% |
29.27 |
0.8% |
99% |
True |
False |
|
| 60 |
3,574.51 |
3,117.69 |
456.82 |
12.8% |
31.02 |
0.9% |
100% |
True |
False |
|
| 80 |
3,574.51 |
3,077.13 |
497.38 |
13.9% |
30.22 |
0.8% |
100% |
True |
False |
|
| 100 |
3,574.51 |
3,053.26 |
521.25 |
14.6% |
29.74 |
0.8% |
100% |
True |
False |
|
| 120 |
3,574.51 |
2,955.37 |
619.14 |
17.3% |
28.45 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,616.67 |
|
2.618 |
3,600.48 |
|
1.618 |
3,590.56 |
|
1.000 |
3,584.43 |
|
0.618 |
3,580.64 |
|
HIGH |
3,574.51 |
|
0.618 |
3,570.72 |
|
0.500 |
3,569.55 |
|
0.382 |
3,568.38 |
|
LOW |
3,564.59 |
|
0.618 |
3,558.46 |
|
1.000 |
3,554.67 |
|
1.618 |
3,548.54 |
|
2.618 |
3,538.62 |
|
4.250 |
3,522.43 |
|
|