| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
9,421.5 |
9,475.0 |
53.5 |
0.6% |
9,623.5 |
| High |
9,477.0 |
9,488.0 |
11.0 |
0.1% |
9,645.0 |
| Low |
9,404.0 |
9,437.0 |
33.0 |
0.4% |
9,401.0 |
| Close |
9,461.0 |
9,455.5 |
-5.5 |
-0.1% |
9,461.0 |
| Range |
73.0 |
51.0 |
-22.0 |
-30.1% |
244.0 |
| ATR |
100.1 |
96.6 |
-3.5 |
-3.5% |
0.0 |
| Volume |
57 |
82 |
25 |
43.9% |
368 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,613.2 |
9,585.3 |
9,483.6 |
|
| R3 |
9,562.2 |
9,534.3 |
9,469.5 |
|
| R2 |
9,511.2 |
9,511.2 |
9,464.9 |
|
| R1 |
9,483.3 |
9,483.3 |
9,460.2 |
9,471.8 |
| PP |
9,460.2 |
9,460.2 |
9,460.2 |
9,454.4 |
| S1 |
9,432.3 |
9,432.3 |
9,450.8 |
9,420.8 |
| S2 |
9,409.2 |
9,409.2 |
9,446.2 |
|
| S3 |
9,358.2 |
9,381.3 |
9,441.5 |
|
| S4 |
9,307.2 |
9,330.3 |
9,427.5 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,234.3 |
10,091.7 |
9,595.2 |
|
| R3 |
9,990.3 |
9,847.7 |
9,528.1 |
|
| R2 |
9,746.3 |
9,746.3 |
9,505.7 |
|
| R1 |
9,603.7 |
9,603.7 |
9,483.4 |
9,553.0 |
| PP |
9,502.3 |
9,502.3 |
9,502.3 |
9,477.0 |
| S1 |
9,359.7 |
9,359.7 |
9,438.6 |
9,309.0 |
| S2 |
9,258.3 |
9,258.3 |
9,416.3 |
|
| S3 |
9,014.3 |
9,115.7 |
9,393.9 |
|
| S4 |
8,770.3 |
8,871.7 |
9,326.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,645.0 |
9,401.0 |
244.0 |
2.6% |
89.8 |
0.9% |
22% |
False |
False |
113 |
| 10 |
9,645.0 |
9,135.0 |
510.0 |
5.4% |
84.1 |
0.9% |
63% |
False |
False |
139 |
| 20 |
9,645.0 |
9,020.0 |
625.0 |
6.6% |
92.2 |
1.0% |
70% |
False |
False |
101 |
| 40 |
9,645.0 |
9,000.0 |
645.0 |
6.8% |
72.9 |
0.8% |
71% |
False |
False |
88 |
| 60 |
9,645.0 |
8,521.5 |
1,123.5 |
11.9% |
64.0 |
0.7% |
83% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,704.8 |
|
2.618 |
9,621.5 |
|
1.618 |
9,570.5 |
|
1.000 |
9,539.0 |
|
0.618 |
9,519.5 |
|
HIGH |
9,488.0 |
|
0.618 |
9,468.5 |
|
0.500 |
9,462.5 |
|
0.382 |
9,456.5 |
|
LOW |
9,437.0 |
|
0.618 |
9,405.5 |
|
1.000 |
9,386.0 |
|
1.618 |
9,354.5 |
|
2.618 |
9,303.5 |
|
4.250 |
9,220.3 |
|
|