| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
2,007.17 |
2,000.73 |
-6.44 |
-0.3% |
2,004.07 |
| High |
2,007.17 |
2,001.01 |
-6.16 |
-0.3% |
2,011.17 |
| Low |
1,995.60 |
1,984.61 |
-10.99 |
-0.6% |
1,990.10 |
| Close |
2,001.54 |
1,988.44 |
-13.10 |
-0.7% |
2,007.71 |
| Range |
11.57 |
16.40 |
4.83 |
41.7% |
21.07 |
| ATR |
13.37 |
13.63 |
0.25 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,040.55 |
2,030.90 |
1,997.46 |
|
| R3 |
2,024.15 |
2,014.50 |
1,992.95 |
|
| R2 |
2,007.75 |
2,007.75 |
1,991.45 |
|
| R1 |
1,998.10 |
1,998.10 |
1,989.94 |
1,994.73 |
| PP |
1,991.35 |
1,991.35 |
1,991.35 |
1,989.67 |
| S1 |
1,981.70 |
1,981.70 |
1,986.94 |
1,978.33 |
| S2 |
1,974.95 |
1,974.95 |
1,985.43 |
|
| S3 |
1,958.55 |
1,965.30 |
1,983.93 |
|
| S4 |
1,942.15 |
1,948.90 |
1,979.42 |
|
|
| 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 |
1,984.61 |
26.56 |
1.3% |
15.07 |
0.8% |
14% |
False |
True |
|
| 10 |
2,011.17 |
1,984.61 |
26.56 |
1.3% |
11.58 |
0.6% |
14% |
False |
True |
|
| 20 |
2,011.17 |
1,928.29 |
82.88 |
4.2% |
11.58 |
0.6% |
73% |
False |
False |
|
| 40 |
2,011.17 |
1,904.78 |
106.39 |
5.4% |
14.18 |
0.7% |
79% |
False |
False |
|
| 60 |
2,011.17 |
1,904.78 |
106.39 |
5.4% |
13.14 |
0.7% |
79% |
False |
False |
|
| 80 |
2,011.17 |
1,864.82 |
146.35 |
7.4% |
12.56 |
0.6% |
84% |
False |
False |
|
| 100 |
2,011.17 |
1,850.61 |
160.56 |
8.1% |
12.92 |
0.6% |
86% |
False |
False |
|
| 120 |
2,011.17 |
1,814.36 |
196.81 |
9.9% |
14.10 |
0.7% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,070.71 |
|
2.618 |
2,043.95 |
|
1.618 |
2,027.55 |
|
1.000 |
2,017.41 |
|
0.618 |
2,011.15 |
|
HIGH |
2,001.01 |
|
0.618 |
1,994.75 |
|
0.500 |
1,992.81 |
|
0.382 |
1,990.87 |
|
LOW |
1,984.61 |
|
0.618 |
1,974.47 |
|
1.000 |
1,968.21 |
|
1.618 |
1,958.07 |
|
2.618 |
1,941.67 |
|
4.250 |
1,914.91 |
|
|