| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,998.45 |
2,004.07 |
5.62 |
0.3% |
1,991.74 |
| High |
2,003.38 |
2,006.12 |
2.74 |
0.1% |
2,005.04 |
| Low |
1,994.65 |
1,994.85 |
0.20 |
0.0% |
1,990.52 |
| Close |
2,003.37 |
2,002.28 |
-1.09 |
-0.1% |
2,003.37 |
| Range |
8.73 |
11.27 |
2.54 |
29.1% |
14.52 |
| ATR |
12.97 |
12.85 |
-0.12 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.89 |
2,029.86 |
2,008.48 |
|
| R3 |
2,023.62 |
2,018.59 |
2,005.38 |
|
| R2 |
2,012.35 |
2,012.35 |
2,004.35 |
|
| R1 |
2,007.32 |
2,007.32 |
2,003.31 |
2,004.20 |
| PP |
2,001.08 |
2,001.08 |
2,001.08 |
1,999.53 |
| S1 |
1,996.05 |
1,996.05 |
2,001.25 |
1,992.93 |
| S2 |
1,989.81 |
1,989.81 |
2,000.21 |
|
| S3 |
1,978.54 |
1,984.78 |
1,999.18 |
|
| S4 |
1,967.27 |
1,973.51 |
1,996.08 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.20 |
2,037.81 |
2,011.36 |
|
| R3 |
2,028.68 |
2,023.29 |
2,007.36 |
|
| R2 |
2,014.16 |
2,014.16 |
2,006.03 |
|
| R1 |
2,008.77 |
2,008.77 |
2,004.70 |
2,011.47 |
| PP |
1,999.64 |
1,999.64 |
1,999.64 |
2,000.99 |
| S1 |
1,994.25 |
1,994.25 |
2,002.04 |
1,996.95 |
| S2 |
1,985.12 |
1,985.12 |
2,000.71 |
|
| S3 |
1,970.60 |
1,979.73 |
1,999.38 |
|
| S4 |
1,956.08 |
1,965.21 |
1,995.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.12 |
1,990.52 |
15.60 |
0.8% |
8.08 |
0.4% |
75% |
True |
False |
|
| 10 |
2,006.12 |
1,972.73 |
33.39 |
1.7% |
8.81 |
0.4% |
88% |
True |
False |
|
| 20 |
2,006.12 |
1,904.78 |
101.34 |
5.1% |
12.71 |
0.6% |
96% |
True |
False |
|
| 40 |
2,006.12 |
1,904.78 |
101.34 |
5.1% |
13.84 |
0.7% |
96% |
True |
False |
|
| 60 |
2,006.12 |
1,904.78 |
101.34 |
5.1% |
12.73 |
0.6% |
96% |
True |
False |
|
| 80 |
2,006.12 |
1,862.36 |
143.76 |
7.2% |
12.51 |
0.6% |
97% |
True |
False |
|
| 100 |
2,006.12 |
1,814.36 |
191.76 |
9.6% |
13.42 |
0.7% |
98% |
True |
False |
|
| 120 |
2,006.12 |
1,814.36 |
191.76 |
9.6% |
14.33 |
0.7% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,054.02 |
|
2.618 |
2,035.62 |
|
1.618 |
2,024.35 |
|
1.000 |
2,017.39 |
|
0.618 |
2,013.08 |
|
HIGH |
2,006.12 |
|
0.618 |
2,001.81 |
|
0.500 |
2,000.49 |
|
0.382 |
1,999.16 |
|
LOW |
1,994.85 |
|
0.618 |
1,987.89 |
|
1.000 |
1,983.58 |
|
1.618 |
1,976.62 |
|
2.618 |
1,965.35 |
|
4.250 |
1,946.95 |
|
|