| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
2,968.0 |
2,990.0 |
22.0 |
0.7% |
2,850.0 |
| High |
2,983.0 |
3,005.0 |
22.0 |
0.7% |
2,983.0 |
| Low |
2,960.0 |
2,979.0 |
19.0 |
0.6% |
2,850.0 |
| Close |
2,981.0 |
2,998.0 |
17.0 |
0.6% |
2,981.0 |
| Range |
23.0 |
26.0 |
3.0 |
13.0% |
133.0 |
| ATR |
30.9 |
30.5 |
-0.3 |
-1.1% |
0.0 |
| Volume |
353 |
3,324 |
2,971 |
841.6% |
2,639 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.0 |
3,061.0 |
3,012.3 |
|
| R3 |
3,046.0 |
3,035.0 |
3,005.2 |
|
| R2 |
3,020.0 |
3,020.0 |
3,002.8 |
|
| R1 |
3,009.0 |
3,009.0 |
3,000.4 |
3,014.5 |
| PP |
2,994.0 |
2,994.0 |
2,994.0 |
2,996.8 |
| S1 |
2,983.0 |
2,983.0 |
2,995.6 |
2,988.5 |
| S2 |
2,968.0 |
2,968.0 |
2,993.2 |
|
| S3 |
2,942.0 |
2,957.0 |
2,990.9 |
|
| S4 |
2,916.0 |
2,931.0 |
2,983.7 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,337.0 |
3,292.0 |
3,054.2 |
|
| R3 |
3,204.0 |
3,159.0 |
3,017.6 |
|
| R2 |
3,071.0 |
3,071.0 |
3,005.4 |
|
| R1 |
3,026.0 |
3,026.0 |
2,993.2 |
3,048.5 |
| PP |
2,938.0 |
2,938.0 |
2,938.0 |
2,949.3 |
| S1 |
2,893.0 |
2,893.0 |
2,968.8 |
2,915.5 |
| S2 |
2,805.0 |
2,805.0 |
2,956.6 |
|
| S3 |
2,672.0 |
2,760.0 |
2,944.4 |
|
| S4 |
2,539.0 |
2,627.0 |
2,907.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,005.0 |
2,875.0 |
130.0 |
4.3% |
29.0 |
1.0% |
95% |
True |
False |
1,186 |
| 10 |
3,005.0 |
2,847.0 |
158.0 |
5.3% |
31.4 |
1.0% |
96% |
True |
False |
615 |
| 20 |
3,021.0 |
2,847.0 |
174.0 |
5.8% |
24.5 |
0.8% |
87% |
False |
False |
679 |
| 40 |
3,022.0 |
2,847.0 |
175.0 |
5.8% |
17.8 |
0.6% |
86% |
False |
False |
532 |
| 60 |
3,022.0 |
2,814.0 |
208.0 |
6.9% |
16.0 |
0.5% |
88% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,115.5 |
|
2.618 |
3,073.1 |
|
1.618 |
3,047.1 |
|
1.000 |
3,031.0 |
|
0.618 |
3,021.1 |
|
HIGH |
3,005.0 |
|
0.618 |
2,995.1 |
|
0.500 |
2,992.0 |
|
0.382 |
2,988.9 |
|
LOW |
2,979.0 |
|
0.618 |
2,962.9 |
|
1.000 |
2,953.0 |
|
1.618 |
2,936.9 |
|
2.618 |
2,910.9 |
|
4.250 |
2,868.5 |
|
|