| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,271.10 |
4,200.88 |
-70.22 |
-1.6% |
4,164.43 |
| High |
4,282.48 |
4,209.41 |
-73.07 |
-1.7% |
4,292.88 |
| Low |
4,254.47 |
4,151.15 |
-103.32 |
-2.4% |
4,117.15 |
| Close |
4,275.72 |
4,165.50 |
-110.22 |
-2.6% |
4,278.14 |
| Range |
28.01 |
58.26 |
30.25 |
108.0% |
175.73 |
| ATR |
62.02 |
66.48 |
4.47 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,350.13 |
4,316.08 |
4,197.54 |
|
| R3 |
4,291.87 |
4,257.82 |
4,181.52 |
|
| R2 |
4,233.61 |
4,233.61 |
4,176.18 |
|
| R1 |
4,199.56 |
4,199.56 |
4,170.84 |
4,187.46 |
| PP |
4,175.35 |
4,175.35 |
4,175.35 |
4,169.30 |
| S1 |
4,141.30 |
4,141.30 |
4,160.16 |
4,129.20 |
| S2 |
4,117.09 |
4,117.09 |
4,154.82 |
|
| S3 |
4,058.83 |
4,083.04 |
4,149.48 |
|
| S4 |
4,000.57 |
4,024.78 |
4,133.46 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,756.58 |
4,693.09 |
4,374.79 |
|
| R3 |
4,580.85 |
4,517.36 |
4,326.47 |
|
| R2 |
4,405.12 |
4,405.12 |
4,310.36 |
|
| R1 |
4,341.63 |
4,341.63 |
4,294.25 |
4,373.38 |
| PP |
4,229.39 |
4,229.39 |
4,229.39 |
4,245.26 |
| S1 |
4,165.90 |
4,165.90 |
4,262.03 |
4,197.65 |
| S2 |
4,053.66 |
4,053.66 |
4,245.92 |
|
| S3 |
3,877.93 |
3,990.17 |
4,229.81 |
|
| S4 |
3,702.20 |
3,814.44 |
4,181.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,292.88 |
4,145.82 |
147.06 |
3.5% |
57.35 |
1.4% |
13% |
False |
False |
|
| 10 |
4,292.88 |
4,078.85 |
214.03 |
5.1% |
67.38 |
1.6% |
40% |
False |
False |
|
| 20 |
4,321.20 |
4,078.85 |
242.35 |
5.8% |
61.91 |
1.5% |
36% |
False |
False |
|
| 40 |
4,347.09 |
4,078.85 |
268.24 |
6.4% |
56.14 |
1.3% |
32% |
False |
False |
|
| 60 |
4,347.09 |
4,064.45 |
282.64 |
6.8% |
48.03 |
1.2% |
36% |
False |
False |
|
| 80 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
51.63 |
1.2% |
72% |
False |
False |
|
| 100 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
50.23 |
1.2% |
72% |
False |
False |
|
| 120 |
4,347.09 |
3,701.10 |
645.99 |
15.5% |
46.16 |
1.1% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,457.02 |
|
2.618 |
4,361.93 |
|
1.618 |
4,303.67 |
|
1.000 |
4,267.67 |
|
0.618 |
4,245.41 |
|
HIGH |
4,209.41 |
|
0.618 |
4,187.15 |
|
0.500 |
4,180.28 |
|
0.382 |
4,173.41 |
|
LOW |
4,151.15 |
|
0.618 |
4,115.15 |
|
1.000 |
4,092.89 |
|
1.618 |
4,056.89 |
|
2.618 |
3,998.63 |
|
4.250 |
3,903.55 |
|
|