| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,998.00 |
2,007.17 |
9.17 |
0.5% |
2,004.07 |
| High |
2,007.71 |
2,007.17 |
-0.54 |
0.0% |
2,011.17 |
| Low |
1,990.10 |
1,995.60 |
5.50 |
0.3% |
1,990.10 |
| Close |
2,007.71 |
2,001.54 |
-6.17 |
-0.3% |
2,007.71 |
| Range |
17.61 |
11.57 |
-6.04 |
-34.3% |
21.07 |
| ATR |
13.47 |
13.37 |
-0.10 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,036.15 |
2,030.41 |
2,007.90 |
|
| R3 |
2,024.58 |
2,018.84 |
2,004.72 |
|
| R2 |
2,013.01 |
2,013.01 |
2,003.66 |
|
| R1 |
2,007.27 |
2,007.27 |
2,002.60 |
2,004.36 |
| PP |
2,001.44 |
2,001.44 |
2,001.44 |
1,999.98 |
| S1 |
1,995.70 |
1,995.70 |
2,000.48 |
1,992.79 |
| S2 |
1,989.87 |
1,989.87 |
1,999.42 |
|
| S3 |
1,978.30 |
1,984.13 |
1,998.36 |
|
| S4 |
1,966.73 |
1,972.56 |
1,995.18 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,066.20 |
2,058.03 |
2,019.30 |
|
| R3 |
2,045.13 |
2,036.96 |
2,013.50 |
|
| R2 |
2,024.06 |
2,024.06 |
2,011.57 |
|
| R1 |
2,015.89 |
2,015.89 |
2,009.64 |
2,019.98 |
| PP |
2,002.99 |
2,002.99 |
2,002.99 |
2,005.04 |
| S1 |
1,994.82 |
1,994.82 |
2,005.78 |
1,998.91 |
| S2 |
1,981.92 |
1,981.92 |
2,003.85 |
|
| S3 |
1,960.85 |
1,973.75 |
2,001.92 |
|
| S4 |
1,939.78 |
1,952.68 |
1,996.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,011.17 |
1,990.10 |
21.07 |
1.1% |
14.04 |
0.7% |
54% |
False |
False |
|
| 10 |
2,011.17 |
1,990.10 |
21.07 |
1.1% |
10.96 |
0.5% |
54% |
False |
False |
|
| 20 |
2,011.17 |
1,928.29 |
82.88 |
4.1% |
11.33 |
0.6% |
88% |
False |
False |
|
| 40 |
2,011.17 |
1,904.78 |
106.39 |
5.3% |
14.02 |
0.7% |
91% |
False |
False |
|
| 60 |
2,011.17 |
1,904.78 |
106.39 |
5.3% |
13.02 |
0.7% |
91% |
False |
False |
|
| 80 |
2,011.17 |
1,862.36 |
148.81 |
7.4% |
12.67 |
0.6% |
94% |
False |
False |
|
| 100 |
2,011.17 |
1,846.01 |
165.16 |
8.3% |
12.92 |
0.6% |
94% |
False |
False |
|
| 120 |
2,011.17 |
1,814.36 |
196.81 |
9.8% |
14.16 |
0.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,056.34 |
|
2.618 |
2,037.46 |
|
1.618 |
2,025.89 |
|
1.000 |
2,018.74 |
|
0.618 |
2,014.32 |
|
HIGH |
2,007.17 |
|
0.618 |
2,002.75 |
|
0.500 |
2,001.39 |
|
0.382 |
2,000.02 |
|
LOW |
1,995.60 |
|
0.618 |
1,988.45 |
|
1.000 |
1,984.03 |
|
1.618 |
1,976.88 |
|
2.618 |
1,965.31 |
|
4.250 |
1,946.43 |
|
|