| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2015 |
12-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
9,844.0 |
9,676.0 |
-168.0 |
-1.7% |
9,745.0 |
| High |
9,866.0 |
9,835.0 |
-31.0 |
-0.3% |
9,875.0 |
| Low |
9,630.0 |
9,648.0 |
18.0 |
0.2% |
9,418.5 |
| Close |
9,639.5 |
9,803.5 |
164.0 |
1.7% |
9,639.5 |
| Range |
236.0 |
187.0 |
-49.0 |
-20.8% |
456.5 |
| ATR |
198.8 |
198.6 |
-0.2 |
-0.1% |
0.0 |
| Volume |
416 |
174 |
-242 |
-58.2% |
1,740 |
|
| Daily Pivots for day following 12-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,323.2 |
10,250.3 |
9,906.4 |
|
| R3 |
10,136.2 |
10,063.3 |
9,854.9 |
|
| R2 |
9,949.2 |
9,949.2 |
9,837.8 |
|
| R1 |
9,876.3 |
9,876.3 |
9,820.6 |
9,912.8 |
| PP |
9,762.2 |
9,762.2 |
9,762.2 |
9,780.4 |
| S1 |
9,689.3 |
9,689.3 |
9,786.4 |
9,725.8 |
| S2 |
9,575.2 |
9,575.2 |
9,769.2 |
|
| S3 |
9,388.2 |
9,502.3 |
9,752.1 |
|
| S4 |
9,201.2 |
9,315.3 |
9,700.7 |
|
|
| Weekly Pivots for week ending 09-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,013.8 |
10,783.2 |
9,890.6 |
|
| R3 |
10,557.3 |
10,326.7 |
9,765.0 |
|
| R2 |
10,100.8 |
10,100.8 |
9,723.2 |
|
| R1 |
9,870.2 |
9,870.2 |
9,681.3 |
9,757.3 |
| PP |
9,644.3 |
9,644.3 |
9,644.3 |
9,587.9 |
| S1 |
9,413.7 |
9,413.7 |
9,597.7 |
9,300.8 |
| S2 |
9,187.8 |
9,187.8 |
9,555.8 |
|
| S3 |
8,731.3 |
8,957.2 |
9,514.0 |
|
| S4 |
8,274.8 |
8,500.7 |
9,388.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,875.0 |
9,418.5 |
456.5 |
4.7% |
202.8 |
2.1% |
84% |
False |
False |
305 |
| 10 |
9,968.5 |
9,418.5 |
550.0 |
5.6% |
188.1 |
1.9% |
70% |
False |
False |
331 |
| 20 |
9,968.5 |
9,251.0 |
717.5 |
7.3% |
194.5 |
2.0% |
77% |
False |
False |
247 |
| 40 |
10,124.0 |
9,158.5 |
965.5 |
9.8% |
144.5 |
1.5% |
67% |
False |
False |
154 |
| 60 |
10,124.0 |
8,419.0 |
1,705.0 |
17.4% |
141.8 |
1.4% |
81% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,629.8 |
|
2.618 |
10,324.6 |
|
1.618 |
10,137.6 |
|
1.000 |
10,022.0 |
|
0.618 |
9,950.6 |
|
HIGH |
9,835.0 |
|
0.618 |
9,763.6 |
|
0.500 |
9,741.5 |
|
0.382 |
9,719.4 |
|
LOW |
9,648.0 |
|
0.618 |
9,532.4 |
|
1.000 |
9,461.0 |
|
1.618 |
9,345.4 |
|
2.618 |
9,158.4 |
|
4.250 |
8,853.3 |
|
|