| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
3,570.86 |
3,576.24 |
5.38 |
0.2% |
3,563.19 |
| High |
3,574.20 |
3,592.00 |
17.80 |
0.5% |
3,591.31 |
| Low |
3,559.37 |
3,575.25 |
15.88 |
0.4% |
3,552.29 |
| Close |
3,570.08 |
3,592.00 |
21.92 |
0.6% |
3,574.02 |
| Range |
14.83 |
16.75 |
1.92 |
12.9% |
39.02 |
| ATR |
29.28 |
28.75 |
-0.53 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,636.67 |
3,631.08 |
3,601.21 |
|
| R3 |
3,619.92 |
3,614.33 |
3,596.61 |
|
| R2 |
3,603.17 |
3,603.17 |
3,595.07 |
|
| R1 |
3,597.58 |
3,597.58 |
3,593.54 |
3,600.38 |
| PP |
3,586.42 |
3,586.42 |
3,586.42 |
3,587.81 |
| S1 |
3,580.83 |
3,580.83 |
3,590.46 |
3,583.63 |
| S2 |
3,569.67 |
3,569.67 |
3,588.93 |
|
| S3 |
3,552.92 |
3,564.08 |
3,587.39 |
|
| S4 |
3,536.17 |
3,547.33 |
3,582.79 |
|
|
| 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 |
3,592.00 |
3,559.37 |
32.63 |
0.9% |
15.28 |
0.4% |
100% |
True |
False |
|
| 10 |
3,592.00 |
3,424.11 |
167.89 |
4.7% |
25.99 |
0.7% |
100% |
True |
False |
|
| 20 |
3,592.00 |
3,424.11 |
167.89 |
4.7% |
26.07 |
0.7% |
100% |
True |
False |
|
| 40 |
3,592.00 |
3,318.39 |
273.61 |
7.6% |
27.87 |
0.8% |
100% |
True |
False |
|
| 60 |
3,592.00 |
3,117.69 |
474.31 |
13.2% |
29.57 |
0.8% |
100% |
True |
False |
|
| 80 |
3,592.00 |
3,117.69 |
474.31 |
13.2% |
29.37 |
0.8% |
100% |
True |
False |
|
| 100 |
3,592.00 |
3,053.26 |
538.74 |
15.0% |
29.45 |
0.8% |
100% |
True |
False |
|
| 120 |
3,592.00 |
3,029.07 |
562.93 |
15.7% |
28.18 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,663.19 |
|
2.618 |
3,635.85 |
|
1.618 |
3,619.10 |
|
1.000 |
3,608.75 |
|
0.618 |
3,602.35 |
|
HIGH |
3,592.00 |
|
0.618 |
3,585.60 |
|
0.500 |
3,583.63 |
|
0.382 |
3,581.65 |
|
LOW |
3,575.25 |
|
0.618 |
3,564.90 |
|
1.000 |
3,558.50 |
|
1.618 |
3,548.15 |
|
2.618 |
3,531.40 |
|
4.250 |
3,504.06 |
|
|