| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2014 |
24-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,612.53 |
3,596.93 |
-15.60 |
-0.4% |
3,611.63 |
| High |
3,613.76 |
3,601.00 |
-12.76 |
-0.4% |
3,634.65 |
| Low |
3,588.83 |
3,541.48 |
-47.35 |
-1.3% |
3,541.48 |
| Close |
3,613.76 |
3,541.48 |
-72.28 |
-2.0% |
3,541.48 |
| Range |
24.93 |
59.52 |
34.59 |
138.7% |
93.17 |
| ATR |
33.26 |
36.05 |
2.79 |
8.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,739.88 |
3,700.20 |
3,574.22 |
|
| R3 |
3,680.36 |
3,640.68 |
3,557.85 |
|
| R2 |
3,620.84 |
3,620.84 |
3,552.39 |
|
| R1 |
3,581.16 |
3,581.16 |
3,546.94 |
3,571.24 |
| PP |
3,561.32 |
3,561.32 |
3,561.32 |
3,556.36 |
| S1 |
3,521.64 |
3,521.64 |
3,536.02 |
3,511.72 |
| S2 |
3,501.80 |
3,501.80 |
3,530.57 |
|
| S3 |
3,442.28 |
3,462.12 |
3,525.11 |
|
| S4 |
3,382.76 |
3,402.60 |
3,508.74 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,852.05 |
3,789.93 |
3,592.72 |
|
| R3 |
3,758.88 |
3,696.76 |
3,567.10 |
|
| R2 |
3,665.71 |
3,665.71 |
3,558.56 |
|
| R1 |
3,603.59 |
3,603.59 |
3,550.02 |
3,588.07 |
| PP |
3,572.54 |
3,572.54 |
3,572.54 |
3,564.77 |
| S1 |
3,510.42 |
3,510.42 |
3,532.94 |
3,494.90 |
| S2 |
3,479.37 |
3,479.37 |
3,524.40 |
|
| S3 |
3,386.20 |
3,417.25 |
3,515.86 |
|
| S4 |
3,293.03 |
3,324.08 |
3,490.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,634.65 |
3,541.48 |
93.17 |
2.6% |
32.72 |
0.9% |
0% |
False |
True |
|
| 10 |
3,634.65 |
3,499.37 |
135.28 |
3.8% |
36.27 |
1.0% |
31% |
False |
False |
|
| 20 |
3,634.65 |
3,499.37 |
135.28 |
3.8% |
30.08 |
0.8% |
31% |
False |
False |
|
| 40 |
3,634.65 |
3,422.47 |
212.18 |
6.0% |
28.71 |
0.8% |
56% |
False |
False |
|
| 60 |
3,634.65 |
3,318.39 |
316.26 |
8.9% |
29.54 |
0.8% |
71% |
False |
False |
|
| 80 |
3,634.65 |
3,117.69 |
516.96 |
14.6% |
30.78 |
0.9% |
82% |
False |
False |
|
| 100 |
3,634.65 |
3,077.13 |
557.52 |
15.7% |
30.19 |
0.9% |
83% |
False |
False |
|
| 120 |
3,634.65 |
3,053.26 |
581.39 |
16.4% |
29.80 |
0.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,853.96 |
|
2.618 |
3,756.82 |
|
1.618 |
3,697.30 |
|
1.000 |
3,660.52 |
|
0.618 |
3,637.78 |
|
HIGH |
3,601.00 |
|
0.618 |
3,578.26 |
|
0.500 |
3,571.24 |
|
0.382 |
3,564.22 |
|
LOW |
3,541.48 |
|
0.618 |
3,504.70 |
|
1.000 |
3,481.96 |
|
1.618 |
3,445.18 |
|
2.618 |
3,385.66 |
|
4.250 |
3,288.52 |
|
|