| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
2,960.0 |
2,935.0 |
-25.0 |
-0.8% |
2,946.0 |
| High |
2,960.0 |
2,949.0 |
-11.0 |
-0.4% |
3,011.0 |
| Low |
2,895.0 |
2,868.0 |
-27.0 |
-0.9% |
2,895.0 |
| Close |
2,950.0 |
2,896.0 |
-54.0 |
-1.8% |
2,950.0 |
| Range |
65.0 |
81.0 |
16.0 |
24.6% |
116.0 |
| ATR |
45.6 |
48.2 |
2.6 |
5.7% |
0.0 |
| Volume |
345 |
274 |
-71 |
-20.6% |
20,374 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,147.3 |
3,102.7 |
2,940.6 |
|
| R3 |
3,066.3 |
3,021.7 |
2,918.3 |
|
| R2 |
2,985.3 |
2,985.3 |
2,910.9 |
|
| R1 |
2,940.7 |
2,940.7 |
2,903.4 |
2,922.5 |
| PP |
2,904.3 |
2,904.3 |
2,904.3 |
2,895.3 |
| S1 |
2,859.7 |
2,859.7 |
2,888.6 |
2,841.5 |
| S2 |
2,823.3 |
2,823.3 |
2,881.2 |
|
| S3 |
2,742.3 |
2,778.7 |
2,873.7 |
|
| S4 |
2,661.3 |
2,697.7 |
2,851.5 |
|
|
| 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 |
2,868.0 |
143.0 |
4.9% |
66.0 |
2.3% |
20% |
False |
True |
4,082 |
| 10 |
3,108.0 |
2,868.0 |
240.0 |
8.3% |
58.8 |
2.0% |
12% |
False |
True |
2,638 |
| 20 |
3,108.0 |
2,868.0 |
240.0 |
8.3% |
46.2 |
1.6% |
12% |
False |
True |
1,548 |
| 40 |
3,108.0 |
2,847.0 |
261.0 |
9.0% |
38.7 |
1.3% |
19% |
False |
False |
948 |
| 60 |
3,108.0 |
2,847.0 |
261.0 |
9.0% |
28.6 |
1.0% |
19% |
False |
False |
878 |
| 80 |
3,108.0 |
2,814.0 |
294.0 |
10.2% |
24.4 |
0.8% |
28% |
False |
False |
659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,293.3 |
|
2.618 |
3,161.1 |
|
1.618 |
3,080.1 |
|
1.000 |
3,030.0 |
|
0.618 |
2,999.1 |
|
HIGH |
2,949.0 |
|
0.618 |
2,918.1 |
|
0.500 |
2,908.5 |
|
0.382 |
2,898.9 |
|
LOW |
2,868.0 |
|
0.618 |
2,817.9 |
|
1.000 |
2,787.0 |
|
1.618 |
2,736.9 |
|
2.618 |
2,655.9 |
|
4.250 |
2,523.8 |
|
|