| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2016 |
13-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
4,322.77 |
4,352.64 |
29.87 |
0.7% |
4,485.06 |
| High |
4,353.19 |
4,357.28 |
4.09 |
0.1% |
4,522.12 |
| Low |
4,273.02 |
4,177.30 |
-95.72 |
-2.2% |
4,264.81 |
| Close |
4,333.72 |
4,183.12 |
-150.60 |
-3.5% |
4,270.78 |
| Range |
80.17 |
179.98 |
99.81 |
124.5% |
257.31 |
| ATR |
75.60 |
83.05 |
7.46 |
9.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,779.17 |
4,661.13 |
4,282.11 |
|
| R3 |
4,599.19 |
4,481.15 |
4,232.61 |
|
| R2 |
4,419.21 |
4,419.21 |
4,216.12 |
|
| R1 |
4,301.17 |
4,301.17 |
4,199.62 |
4,270.20 |
| PP |
4,239.23 |
4,239.23 |
4,239.23 |
4,223.75 |
| S1 |
4,121.19 |
4,121.19 |
4,166.62 |
4,090.22 |
| S2 |
4,059.25 |
4,059.25 |
4,150.12 |
|
| S3 |
3,879.27 |
3,941.21 |
4,133.63 |
|
| S4 |
3,699.29 |
3,761.23 |
4,084.13 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,124.50 |
4,954.95 |
4,412.30 |
|
| R3 |
4,867.19 |
4,697.64 |
4,341.54 |
|
| R2 |
4,609.88 |
4,609.88 |
4,317.95 |
|
| R1 |
4,440.33 |
4,440.33 |
4,294.37 |
4,396.45 |
| PP |
4,352.57 |
4,352.57 |
4,352.57 |
4,330.63 |
| S1 |
4,183.02 |
4,183.02 |
4,247.19 |
4,139.14 |
| S2 |
4,095.26 |
4,095.26 |
4,223.61 |
|
| S3 |
3,837.95 |
3,925.71 |
4,200.02 |
|
| S4 |
3,580.64 |
3,668.40 |
4,129.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,403.61 |
4,177.30 |
226.31 |
5.4% |
110.25 |
2.6% |
3% |
False |
True |
|
| 10 |
4,688.66 |
4,177.30 |
511.36 |
12.2% |
81.07 |
1.9% |
1% |
False |
True |
|
| 20 |
4,702.74 |
4,177.30 |
525.44 |
12.6% |
66.05 |
1.6% |
1% |
False |
True |
|
| 40 |
4,739.75 |
4,177.30 |
562.45 |
13.4% |
63.03 |
1.5% |
1% |
False |
True |
|
| 60 |
4,739.75 |
4,177.30 |
562.45 |
13.4% |
57.87 |
1.4% |
1% |
False |
True |
|
| 80 |
4,739.75 |
4,053.12 |
686.63 |
16.4% |
60.13 |
1.4% |
19% |
False |
False |
|
| 100 |
4,739.75 |
3,787.23 |
952.52 |
22.8% |
68.84 |
1.6% |
42% |
False |
False |
|
| 120 |
4,739.75 |
3,787.23 |
952.52 |
22.8% |
66.81 |
1.6% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,122.20 |
|
2.618 |
4,828.47 |
|
1.618 |
4,648.49 |
|
1.000 |
4,537.26 |
|
0.618 |
4,468.51 |
|
HIGH |
4,357.28 |
|
0.618 |
4,288.53 |
|
0.500 |
4,267.29 |
|
0.382 |
4,246.05 |
|
LOW |
4,177.30 |
|
0.618 |
4,066.07 |
|
1.000 |
3,997.32 |
|
1.618 |
3,886.09 |
|
2.618 |
3,706.11 |
|
4.250 |
3,412.39 |
|
|