| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,579.62 |
3,589.12 |
9.50 |
0.3% |
3,563.19 |
| High |
3,586.72 |
3,591.31 |
4.59 |
0.1% |
3,591.31 |
| Low |
3,572.10 |
3,571.05 |
-1.05 |
0.0% |
3,552.29 |
| Close |
3,584.58 |
3,574.02 |
-10.56 |
-0.3% |
3,574.02 |
| Range |
14.62 |
20.26 |
5.64 |
38.6% |
39.02 |
| ATR |
31.17 |
30.39 |
-0.78 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,639.57 |
3,627.06 |
3,585.16 |
|
| R3 |
3,619.31 |
3,606.80 |
3,579.59 |
|
| R2 |
3,599.05 |
3,599.05 |
3,577.73 |
|
| R1 |
3,586.54 |
3,586.54 |
3,575.88 |
3,582.67 |
| PP |
3,578.79 |
3,578.79 |
3,578.79 |
3,576.86 |
| S1 |
3,566.28 |
3,566.28 |
3,572.16 |
3,562.41 |
| S2 |
3,558.53 |
3,558.53 |
3,570.31 |
|
| S3 |
3,538.27 |
3,546.02 |
3,568.45 |
|
| S4 |
3,518.01 |
3,525.76 |
3,562.88 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,689.60 |
3,670.83 |
3,595.48 |
|
| R3 |
3,650.58 |
3,631.81 |
3,584.75 |
|
| R2 |
3,611.56 |
3,611.56 |
3,581.17 |
|
| R1 |
3,592.79 |
3,592.79 |
3,577.60 |
3,602.18 |
| PP |
3,572.54 |
3,572.54 |
3,572.54 |
3,577.23 |
| S1 |
3,553.77 |
3,553.77 |
3,570.44 |
3,563.16 |
| S2 |
3,533.52 |
3,533.52 |
3,566.87 |
|
| S3 |
3,494.50 |
3,514.75 |
3,563.29 |
|
| S4 |
3,455.48 |
3,475.73 |
3,552.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,591.31 |
3,502.29 |
89.02 |
2.5% |
20.29 |
0.6% |
81% |
True |
False |
|
| 10 |
3,591.31 |
3,424.11 |
167.20 |
4.7% |
28.07 |
0.8% |
90% |
True |
False |
|
| 20 |
3,591.31 |
3,424.11 |
167.20 |
4.7% |
26.44 |
0.7% |
90% |
True |
False |
|
| 40 |
3,591.31 |
3,318.39 |
272.92 |
7.6% |
28.65 |
0.8% |
94% |
True |
False |
|
| 60 |
3,591.31 |
3,117.69 |
473.62 |
13.3% |
30.57 |
0.9% |
96% |
True |
False |
|
| 80 |
3,591.31 |
3,098.02 |
493.29 |
13.8% |
29.77 |
0.8% |
96% |
True |
False |
|
| 100 |
3,591.31 |
3,053.26 |
538.05 |
15.1% |
29.68 |
0.8% |
97% |
True |
False |
|
| 120 |
3,591.31 |
2,981.09 |
610.22 |
17.1% |
28.36 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,677.42 |
|
2.618 |
3,644.35 |
|
1.618 |
3,624.09 |
|
1.000 |
3,611.57 |
|
0.618 |
3,603.83 |
|
HIGH |
3,591.31 |
|
0.618 |
3,583.57 |
|
0.500 |
3,581.18 |
|
0.382 |
3,578.79 |
|
LOW |
3,571.05 |
|
0.618 |
3,558.53 |
|
1.000 |
3,550.79 |
|
1.618 |
3,538.27 |
|
2.618 |
3,518.01 |
|
4.250 |
3,484.95 |
|
|