| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2015 |
06-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,206.55 |
4,174.78 |
-31.77 |
-0.8% |
4,309.70 |
| High |
4,210.96 |
4,176.26 |
-34.70 |
-0.8% |
4,321.20 |
| Low |
4,151.85 |
4,090.33 |
-61.52 |
-1.5% |
4,206.46 |
| Close |
4,160.96 |
4,110.83 |
-50.13 |
-1.2% |
4,230.24 |
| Range |
59.11 |
85.93 |
26.82 |
45.4% |
114.74 |
| ATR |
52.94 |
55.30 |
2.36 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,383.60 |
4,333.14 |
4,158.09 |
|
| R3 |
4,297.67 |
4,247.21 |
4,134.46 |
|
| R2 |
4,211.74 |
4,211.74 |
4,126.58 |
|
| R1 |
4,161.28 |
4,161.28 |
4,118.71 |
4,143.55 |
| PP |
4,125.81 |
4,125.81 |
4,125.81 |
4,116.94 |
| S1 |
4,075.35 |
4,075.35 |
4,102.95 |
4,057.62 |
| S2 |
4,039.88 |
4,039.88 |
4,095.08 |
|
| S3 |
3,953.95 |
3,989.42 |
4,087.20 |
|
| S4 |
3,868.02 |
3,903.49 |
4,063.57 |
|
|
| Weekly Pivots for week ending 02-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,596.85 |
4,528.29 |
4,293.35 |
|
| R3 |
4,482.11 |
4,413.55 |
4,261.79 |
|
| R2 |
4,367.37 |
4,367.37 |
4,251.28 |
|
| R1 |
4,298.81 |
4,298.81 |
4,240.76 |
4,275.72 |
| PP |
4,252.63 |
4,252.63 |
4,252.63 |
4,241.09 |
| S1 |
4,184.07 |
4,184.07 |
4,219.72 |
4,160.98 |
| S2 |
4,137.89 |
4,137.89 |
4,209.20 |
|
| S3 |
4,023.15 |
4,069.33 |
4,198.69 |
|
| S4 |
3,908.41 |
3,954.59 |
4,167.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,309.13 |
4,090.33 |
218.80 |
5.3% |
63.99 |
1.6% |
9% |
False |
True |
|
| 10 |
4,322.45 |
4,090.33 |
232.12 |
5.6% |
43.85 |
1.1% |
9% |
False |
True |
|
| 20 |
4,322.45 |
4,089.09 |
233.36 |
5.7% |
57.36 |
1.4% |
9% |
False |
False |
|
| 40 |
4,347.09 |
4,089.09 |
258.00 |
6.3% |
44.35 |
1.1% |
8% |
False |
False |
|
| 60 |
4,347.09 |
3,701.10 |
645.99 |
15.7% |
47.43 |
1.2% |
63% |
False |
False |
|
| 80 |
4,347.09 |
3,701.10 |
645.99 |
15.7% |
48.46 |
1.2% |
63% |
False |
False |
|
| 100 |
4,347.09 |
3,701.10 |
645.99 |
15.7% |
44.16 |
1.1% |
63% |
False |
False |
|
| 120 |
4,347.09 |
3,701.10 |
645.99 |
15.7% |
42.99 |
1.0% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,541.46 |
|
2.618 |
4,401.22 |
|
1.618 |
4,315.29 |
|
1.000 |
4,262.19 |
|
0.618 |
4,229.36 |
|
HIGH |
4,176.26 |
|
0.618 |
4,143.43 |
|
0.500 |
4,133.30 |
|
0.382 |
4,123.16 |
|
LOW |
4,090.33 |
|
0.618 |
4,037.23 |
|
1.000 |
4,004.40 |
|
1.618 |
3,951.30 |
|
2.618 |
3,865.37 |
|
4.250 |
3,725.13 |
|
|