| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,981.93 |
1,999.30 |
17.37 |
0.9% |
2,007.17 |
| High |
2,002.28 |
2,010.74 |
8.46 |
0.4% |
2,007.17 |
| Low |
1,979.77 |
1,993.29 |
13.52 |
0.7% |
1,980.26 |
| Close |
1,998.98 |
2,001.57 |
2.59 |
0.1% |
1,985.54 |
| Range |
22.51 |
17.45 |
-5.06 |
-22.5% |
26.91 |
| ATR |
14.05 |
14.29 |
0.24 |
1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.22 |
2,045.34 |
2,011.17 |
|
| R3 |
2,036.77 |
2,027.89 |
2,006.37 |
|
| R2 |
2,019.32 |
2,019.32 |
2,004.77 |
|
| R1 |
2,010.44 |
2,010.44 |
2,003.17 |
2,014.88 |
| PP |
2,001.87 |
2,001.87 |
2,001.87 |
2,004.09 |
| S1 |
1,992.99 |
1,992.99 |
1,999.97 |
1,997.43 |
| S2 |
1,984.42 |
1,984.42 |
1,998.37 |
|
| S3 |
1,966.97 |
1,975.54 |
1,996.77 |
|
| S4 |
1,949.52 |
1,958.09 |
1,991.97 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,071.72 |
2,055.54 |
2,000.34 |
|
| R3 |
2,044.81 |
2,028.63 |
1,992.94 |
|
| R2 |
2,017.90 |
2,017.90 |
1,990.47 |
|
| R1 |
2,001.72 |
2,001.72 |
1,988.01 |
1,996.36 |
| PP |
1,990.99 |
1,990.99 |
1,990.99 |
1,988.31 |
| S1 |
1,974.81 |
1,974.81 |
1,983.07 |
1,969.45 |
| S2 |
1,964.08 |
1,964.08 |
1,980.61 |
|
| S3 |
1,937.17 |
1,947.90 |
1,978.14 |
|
| S4 |
1,910.26 |
1,920.99 |
1,970.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,010.74 |
1,978.48 |
32.26 |
1.6% |
15.37 |
0.8% |
72% |
True |
False |
|
| 10 |
2,011.17 |
1,978.48 |
32.69 |
1.6% |
15.47 |
0.8% |
71% |
False |
False |
|
| 20 |
2,011.17 |
1,977.68 |
33.49 |
1.7% |
12.21 |
0.6% |
71% |
False |
False |
|
| 40 |
2,011.17 |
1,904.78 |
106.39 |
5.3% |
14.13 |
0.7% |
91% |
False |
False |
|
| 60 |
2,011.17 |
1,904.78 |
106.39 |
5.3% |
13.71 |
0.7% |
91% |
False |
False |
|
| 80 |
2,011.17 |
1,902.01 |
109.16 |
5.5% |
12.71 |
0.6% |
91% |
False |
False |
|
| 100 |
2,011.17 |
1,850.61 |
160.56 |
8.0% |
13.11 |
0.7% |
94% |
False |
False |
|
| 120 |
2,011.17 |
1,814.36 |
196.81 |
9.8% |
13.89 |
0.7% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,084.90 |
|
2.618 |
2,056.42 |
|
1.618 |
2,038.97 |
|
1.000 |
2,028.19 |
|
0.618 |
2,021.52 |
|
HIGH |
2,010.74 |
|
0.618 |
2,004.07 |
|
0.500 |
2,002.02 |
|
0.382 |
1,999.96 |
|
LOW |
1,993.29 |
|
0.618 |
1,982.51 |
|
1.000 |
1,975.84 |
|
1.618 |
1,965.06 |
|
2.618 |
1,947.61 |
|
4.250 |
1,919.13 |
|
|