| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
4,207.61 |
4,224.17 |
16.56 |
0.4% |
4,301.27 |
| High |
4,254.43 |
4,236.06 |
-18.37 |
-0.4% |
4,320.08 |
| Low |
4,199.28 |
4,145.23 |
-54.05 |
-1.3% |
4,199.28 |
| Close |
4,199.28 |
4,157.41 |
-41.87 |
-1.0% |
4,199.28 |
| Range |
55.15 |
90.83 |
35.68 |
64.7% |
120.80 |
| ATR |
47.66 |
50.74 |
3.08 |
6.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,452.06 |
4,395.56 |
4,207.37 |
|
| R3 |
4,361.23 |
4,304.73 |
4,182.39 |
|
| R2 |
4,270.40 |
4,270.40 |
4,174.06 |
|
| R1 |
4,213.90 |
4,213.90 |
4,165.74 |
4,196.74 |
| PP |
4,179.57 |
4,179.57 |
4,179.57 |
4,170.98 |
| S1 |
4,123.07 |
4,123.07 |
4,149.08 |
4,105.91 |
| S2 |
4,088.74 |
4,088.74 |
4,140.76 |
|
| S3 |
3,997.91 |
4,032.24 |
4,132.43 |
|
| S4 |
3,907.08 |
3,941.41 |
4,107.45 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,601.95 |
4,521.41 |
4,265.72 |
|
| R3 |
4,481.15 |
4,400.61 |
4,232.50 |
|
| R2 |
4,360.35 |
4,360.35 |
4,221.43 |
|
| R1 |
4,279.81 |
4,279.81 |
4,210.35 |
4,259.68 |
| PP |
4,239.55 |
4,239.55 |
4,239.55 |
4,229.48 |
| S1 |
4,159.01 |
4,159.01 |
4,188.21 |
4,138.88 |
| S2 |
4,118.75 |
4,118.75 |
4,177.13 |
|
| S3 |
3,997.95 |
4,038.21 |
4,166.06 |
|
| S4 |
3,877.15 |
3,917.41 |
4,132.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,297.73 |
4,145.23 |
152.50 |
3.7% |
72.57 |
1.7% |
8% |
False |
True |
|
| 10 |
4,327.52 |
4,145.23 |
182.29 |
4.4% |
54.09 |
1.3% |
7% |
False |
True |
|
| 20 |
4,347.09 |
4,145.23 |
201.86 |
4.9% |
44.14 |
1.1% |
6% |
False |
True |
|
| 40 |
4,347.09 |
3,804.97 |
542.12 |
13.0% |
40.84 |
1.0% |
65% |
False |
False |
|
| 60 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
48.47 |
1.2% |
71% |
False |
False |
|
| 80 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
44.53 |
1.1% |
71% |
False |
False |
|
| 100 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
42.35 |
1.0% |
71% |
False |
False |
|
| 120 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
40.58 |
1.0% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,622.09 |
|
2.618 |
4,473.85 |
|
1.618 |
4,383.02 |
|
1.000 |
4,326.89 |
|
0.618 |
4,292.19 |
|
HIGH |
4,236.06 |
|
0.618 |
4,201.36 |
|
0.500 |
4,190.65 |
|
0.382 |
4,179.93 |
|
LOW |
4,145.23 |
|
0.618 |
4,089.10 |
|
1.000 |
4,054.40 |
|
1.618 |
3,998.27 |
|
2.618 |
3,907.44 |
|
4.250 |
3,759.20 |
|
|