| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2014 |
27-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
3,055.0 |
2,946.0 |
-109.0 |
-3.6% |
3,075.0 |
| High |
3,055.0 |
2,970.0 |
-85.0 |
-2.8% |
3,108.0 |
| Low |
2,943.0 |
2,929.0 |
-14.0 |
-0.5% |
2,943.0 |
| Close |
2,954.0 |
2,947.0 |
-7.0 |
-0.2% |
2,954.0 |
| Range |
112.0 |
41.0 |
-71.0 |
-63.4% |
165.0 |
| ATR |
39.3 |
39.4 |
0.1 |
0.3% |
0.0 |
| Volume |
361 |
235 |
-126 |
-34.9% |
5,767 |
|
| Daily Pivots for day following 27-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,071.7 |
3,050.3 |
2,969.6 |
|
| R3 |
3,030.7 |
3,009.3 |
2,958.3 |
|
| R2 |
2,989.7 |
2,989.7 |
2,954.5 |
|
| R1 |
2,968.3 |
2,968.3 |
2,950.8 |
2,979.0 |
| PP |
2,948.7 |
2,948.7 |
2,948.7 |
2,954.0 |
| S1 |
2,927.3 |
2,927.3 |
2,943.2 |
2,938.0 |
| S2 |
2,907.7 |
2,907.7 |
2,939.5 |
|
| S3 |
2,866.7 |
2,886.3 |
2,935.7 |
|
| S4 |
2,825.7 |
2,845.3 |
2,924.5 |
|
|
| Weekly Pivots for week ending 24-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,496.7 |
3,390.3 |
3,044.8 |
|
| R3 |
3,331.7 |
3,225.3 |
2,999.4 |
|
| R2 |
3,166.7 |
3,166.7 |
2,984.3 |
|
| R1 |
3,060.3 |
3,060.3 |
2,969.1 |
3,031.0 |
| PP |
3,001.7 |
3,001.7 |
3,001.7 |
2,987.0 |
| S1 |
2,895.3 |
2,895.3 |
2,938.9 |
2,866.0 |
| S2 |
2,836.7 |
2,836.7 |
2,923.8 |
|
| S3 |
2,671.7 |
2,730.3 |
2,908.6 |
|
| S4 |
2,506.7 |
2,565.3 |
2,863.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,108.0 |
2,929.0 |
179.0 |
6.1% |
51.6 |
1.8% |
10% |
False |
True |
1,195 |
| 10 |
3,108.0 |
2,929.0 |
179.0 |
6.1% |
43.1 |
1.5% |
10% |
False |
True |
652 |
| 20 |
3,108.0 |
2,929.0 |
179.0 |
6.1% |
37.3 |
1.3% |
10% |
False |
True |
549 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
30.9 |
1.0% |
38% |
False |
False |
614 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.9% |
24.3 |
0.8% |
38% |
False |
False |
538 |
| 80 |
3,108.0 |
2,814.0 |
294.0 |
10.0% |
21.3 |
0.7% |
45% |
False |
False |
405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,144.3 |
|
2.618 |
3,077.3 |
|
1.618 |
3,036.3 |
|
1.000 |
3,011.0 |
|
0.618 |
2,995.3 |
|
HIGH |
2,970.0 |
|
0.618 |
2,954.3 |
|
0.500 |
2,949.5 |
|
0.382 |
2,944.7 |
|
LOW |
2,929.0 |
|
0.618 |
2,903.7 |
|
1.000 |
2,888.0 |
|
1.618 |
2,862.7 |
|
2.618 |
2,821.7 |
|
4.250 |
2,754.8 |
|
|