| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,570.52 |
3,579.62 |
9.10 |
0.3% |
3,470.43 |
| High |
3,574.51 |
3,586.72 |
12.21 |
0.3% |
3,540.97 |
| Low |
3,564.59 |
3,572.10 |
7.51 |
0.2% |
3,424.11 |
| Close |
3,572.80 |
3,584.58 |
11.78 |
0.3% |
3,531.19 |
| Range |
9.92 |
14.62 |
4.70 |
47.4% |
116.86 |
| ATR |
32.44 |
31.17 |
-1.27 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,624.99 |
3,619.41 |
3,592.62 |
|
| R3 |
3,610.37 |
3,604.79 |
3,588.60 |
|
| R2 |
3,595.75 |
3,595.75 |
3,587.26 |
|
| R1 |
3,590.17 |
3,590.17 |
3,585.92 |
3,592.96 |
| PP |
3,581.13 |
3,581.13 |
3,581.13 |
3,582.53 |
| S1 |
3,575.55 |
3,575.55 |
3,583.24 |
3,578.34 |
| S2 |
3,566.51 |
3,566.51 |
3,581.90 |
|
| S3 |
3,551.89 |
3,560.93 |
3,580.56 |
|
| S4 |
3,537.27 |
3,546.31 |
3,576.54 |
|
|
| 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 |
3,586.72 |
3,483.03 |
103.69 |
2.9% |
20.08 |
0.6% |
98% |
True |
False |
|
| 10 |
3,586.72 |
3,424.11 |
162.61 |
4.5% |
28.15 |
0.8% |
99% |
True |
False |
|
| 20 |
3,586.72 |
3,424.11 |
162.61 |
4.5% |
26.41 |
0.7% |
99% |
True |
False |
|
| 40 |
3,586.72 |
3,318.39 |
268.33 |
7.5% |
29.05 |
0.8% |
99% |
True |
False |
|
| 60 |
3,586.72 |
3,117.69 |
469.03 |
13.1% |
30.70 |
0.9% |
100% |
True |
False |
|
| 80 |
3,586.72 |
3,092.96 |
493.76 |
13.8% |
29.96 |
0.8% |
100% |
True |
False |
|
| 100 |
3,586.72 |
3,053.26 |
533.46 |
14.9% |
29.77 |
0.8% |
100% |
True |
False |
|
| 120 |
3,586.72 |
2,966.68 |
620.04 |
17.3% |
28.38 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,648.86 |
|
2.618 |
3,625.00 |
|
1.618 |
3,610.38 |
|
1.000 |
3,601.34 |
|
0.618 |
3,595.76 |
|
HIGH |
3,586.72 |
|
0.618 |
3,581.14 |
|
0.500 |
3,579.41 |
|
0.382 |
3,577.68 |
|
LOW |
3,572.10 |
|
0.618 |
3,563.06 |
|
1.000 |
3,557.48 |
|
1.618 |
3,548.44 |
|
2.618 |
3,533.82 |
|
4.250 |
3,509.97 |
|
|