| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2014 |
31-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
2,941.0 |
2,960.0 |
19.0 |
0.6% |
2,946.0 |
| High |
2,977.0 |
2,960.0 |
-17.0 |
-0.6% |
3,011.0 |
| Low |
2,924.0 |
2,895.0 |
-29.0 |
-1.0% |
2,895.0 |
| Close |
2,953.0 |
2,950.0 |
-3.0 |
-0.1% |
2,950.0 |
| Range |
53.0 |
65.0 |
12.0 |
22.6% |
116.0 |
| ATR |
44.1 |
45.6 |
1.5 |
3.4% |
0.0 |
| Volume |
15,244 |
345 |
-14,899 |
-97.7% |
20,374 |
|
| Daily Pivots for day following 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.0 |
3,105.0 |
2,985.8 |
|
| R3 |
3,065.0 |
3,040.0 |
2,967.9 |
|
| R2 |
3,000.0 |
3,000.0 |
2,961.9 |
|
| R1 |
2,975.0 |
2,975.0 |
2,956.0 |
2,955.0 |
| PP |
2,935.0 |
2,935.0 |
2,935.0 |
2,925.0 |
| S1 |
2,910.0 |
2,910.0 |
2,944.0 |
2,890.0 |
| S2 |
2,870.0 |
2,870.0 |
2,938.1 |
|
| S3 |
2,805.0 |
2,845.0 |
2,932.1 |
|
| S4 |
2,740.0 |
2,780.0 |
2,914.3 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,300.0 |
3,241.0 |
3,013.8 |
|
| R3 |
3,184.0 |
3,125.0 |
2,981.9 |
|
| R2 |
3,068.0 |
3,068.0 |
2,971.3 |
|
| R1 |
3,009.0 |
3,009.0 |
2,960.6 |
3,038.5 |
| PP |
2,952.0 |
2,952.0 |
2,952.0 |
2,966.8 |
| S1 |
2,893.0 |
2,893.0 |
2,939.4 |
2,922.5 |
| S2 |
2,836.0 |
2,836.0 |
2,928.7 |
|
| S3 |
2,720.0 |
2,777.0 |
2,918.1 |
|
| S4 |
2,604.0 |
2,661.0 |
2,886.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,011.0 |
2,895.0 |
116.0 |
3.9% |
58.0 |
2.0% |
47% |
False |
True |
4,074 |
| 10 |
3,108.0 |
2,895.0 |
213.0 |
7.2% |
52.4 |
1.8% |
26% |
False |
True |
2,614 |
| 20 |
3,108.0 |
2,895.0 |
213.0 |
7.2% |
43.2 |
1.5% |
26% |
False |
True |
1,537 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
36.9 |
1.3% |
39% |
False |
False |
942 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
8.8% |
27.3 |
0.9% |
39% |
False |
False |
873 |
| 80 |
3,108.0 |
2,814.0 |
294.0 |
10.0% |
23.7 |
0.8% |
46% |
False |
False |
656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,236.3 |
|
2.618 |
3,130.2 |
|
1.618 |
3,065.2 |
|
1.000 |
3,025.0 |
|
0.618 |
3,000.2 |
|
HIGH |
2,960.0 |
|
0.618 |
2,935.2 |
|
0.500 |
2,927.5 |
|
0.382 |
2,919.8 |
|
LOW |
2,895.0 |
|
0.618 |
2,854.8 |
|
1.000 |
2,830.0 |
|
1.618 |
2,789.8 |
|
2.618 |
2,724.8 |
|
4.250 |
2,618.8 |
|
|