| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2015 |
27-Jan-2015 |
Change |
Change % |
Previous Week |
| Open |
4,243.75 |
4,259.75 |
16.00 |
0.4% |
4,140.00 |
| High |
4,265.00 |
4,260.50 |
-4.50 |
-0.1% |
4,271.00 |
| Low |
4,243.75 |
4,144.50 |
-99.25 |
-2.3% |
4,140.00 |
| Close |
4,259.25 |
4,166.00 |
-93.25 |
-2.2% |
4,256.25 |
| Range |
21.25 |
116.00 |
94.75 |
445.9% |
131.00 |
| ATR |
53.90 |
58.34 |
4.44 |
8.2% |
0.00 |
| Volume |
25 |
19 |
-6 |
-24.0% |
153 |
|
| Daily Pivots for day following 27-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,538.25 |
4,468.25 |
4,229.75 |
|
| R3 |
4,422.25 |
4,352.25 |
4,198.00 |
|
| R2 |
4,306.25 |
4,306.25 |
4,187.25 |
|
| R1 |
4,236.25 |
4,236.25 |
4,176.75 |
4,213.25 |
| PP |
4,190.25 |
4,190.25 |
4,190.25 |
4,179.00 |
| S1 |
4,120.25 |
4,120.25 |
4,155.25 |
4,097.25 |
| S2 |
4,074.25 |
4,074.25 |
4,144.75 |
|
| S3 |
3,958.25 |
4,004.25 |
4,134.00 |
|
| S4 |
3,842.25 |
3,888.25 |
4,102.25 |
|
|
| Weekly Pivots for week ending 23-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,615.50 |
4,566.75 |
4,328.25 |
|
| R3 |
4,484.50 |
4,435.75 |
4,292.25 |
|
| R2 |
4,353.50 |
4,353.50 |
4,280.25 |
|
| R1 |
4,304.75 |
4,304.75 |
4,268.25 |
4,329.00 |
| PP |
4,222.50 |
4,222.50 |
4,222.50 |
4,234.50 |
| S1 |
4,173.75 |
4,173.75 |
4,244.25 |
4,198.00 |
| S2 |
4,091.50 |
4,091.50 |
4,232.25 |
|
| S3 |
3,960.50 |
4,042.75 |
4,220.25 |
|
| S4 |
3,829.50 |
3,911.75 |
4,184.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,271.00 |
4,140.00 |
131.00 |
3.1% |
59.75 |
1.4% |
20% |
False |
False |
32 |
| 10 |
4,271.00 |
4,039.00 |
232.00 |
5.6% |
66.25 |
1.6% |
55% |
False |
False |
40 |
| 20 |
4,312.25 |
4,039.00 |
273.25 |
6.6% |
58.50 |
1.4% |
46% |
False |
False |
27 |
| 40 |
4,321.00 |
4,039.00 |
282.00 |
6.8% |
45.75 |
1.1% |
45% |
False |
False |
20 |
| 60 |
4,321.00 |
4,039.00 |
282.00 |
6.8% |
32.25 |
0.8% |
45% |
False |
False |
14 |
| 80 |
4,321.00 |
3,722.75 |
598.25 |
14.4% |
27.50 |
0.7% |
74% |
False |
False |
11 |
| 100 |
4,321.00 |
3,722.75 |
598.25 |
14.4% |
23.50 |
0.6% |
74% |
False |
False |
9 |
| 120 |
4,321.00 |
3,722.75 |
598.25 |
14.4% |
20.00 |
0.5% |
74% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,753.50 |
|
2.618 |
4,564.25 |
|
1.618 |
4,448.25 |
|
1.000 |
4,376.50 |
|
0.618 |
4,332.25 |
|
HIGH |
4,260.50 |
|
0.618 |
4,216.25 |
|
0.500 |
4,202.50 |
|
0.382 |
4,188.75 |
|
LOW |
4,144.50 |
|
0.618 |
4,072.75 |
|
1.000 |
4,028.50 |
|
1.618 |
3,956.75 |
|
2.618 |
3,840.75 |
|
4.250 |
3,651.50 |
|
|