| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,983.34 |
1,997.32 |
13.98 |
0.7% |
1,986.04 |
| High |
1,999.79 |
1,997.32 |
-2.47 |
-0.1% |
2,019.26 |
| Low |
1,979.05 |
1,965.99 |
-13.06 |
-0.7% |
1,978.48 |
| Close |
1,998.30 |
1,965.99 |
-32.31 |
-1.6% |
2,010.40 |
| Range |
20.74 |
31.33 |
10.59 |
51.1% |
40.78 |
| ATR |
14.67 |
15.93 |
1.26 |
8.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.42 |
2,049.54 |
1,983.22 |
|
| R3 |
2,039.09 |
2,018.21 |
1,974.61 |
|
| R2 |
2,007.76 |
2,007.76 |
1,971.73 |
|
| R1 |
1,986.88 |
1,986.88 |
1,968.86 |
1,981.66 |
| PP |
1,976.43 |
1,976.43 |
1,976.43 |
1,973.82 |
| S1 |
1,955.55 |
1,955.55 |
1,963.12 |
1,950.33 |
| S2 |
1,945.10 |
1,945.10 |
1,960.25 |
|
| S3 |
1,913.77 |
1,924.22 |
1,957.37 |
|
| S4 |
1,882.44 |
1,892.89 |
1,948.76 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.05 |
2,108.51 |
2,032.83 |
|
| R3 |
2,084.27 |
2,067.73 |
2,021.61 |
|
| R2 |
2,043.49 |
2,043.49 |
2,017.88 |
|
| R1 |
2,026.95 |
2,026.95 |
2,014.14 |
2,035.22 |
| PP |
2,002.71 |
2,002.71 |
2,002.71 |
2,006.85 |
| S1 |
1,986.17 |
1,986.17 |
2,006.66 |
1,994.44 |
| S2 |
1,961.93 |
1,961.93 |
2,002.92 |
|
| S3 |
1,921.15 |
1,945.39 |
1,999.19 |
|
| S4 |
1,880.37 |
1,904.61 |
1,987.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,019.26 |
1,965.99 |
53.27 |
2.7% |
19.08 |
1.0% |
0% |
False |
True |
|
| 10 |
2,019.26 |
1,965.99 |
53.27 |
2.7% |
16.98 |
0.9% |
0% |
False |
True |
|
| 20 |
2,019.26 |
1,965.99 |
53.27 |
2.7% |
14.93 |
0.8% |
0% |
False |
True |
|
| 40 |
2,019.26 |
1,904.78 |
114.48 |
5.8% |
15.04 |
0.8% |
53% |
False |
False |
|
| 60 |
2,019.26 |
1,904.78 |
114.48 |
5.8% |
14.12 |
0.7% |
53% |
False |
False |
|
| 80 |
2,019.26 |
1,904.78 |
114.48 |
5.8% |
13.38 |
0.7% |
53% |
False |
False |
|
| 100 |
2,019.26 |
1,860.29 |
158.97 |
8.1% |
13.25 |
0.7% |
66% |
False |
False |
|
| 120 |
2,019.26 |
1,814.36 |
204.90 |
10.4% |
13.94 |
0.7% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.47 |
|
2.618 |
2,079.34 |
|
1.618 |
2,048.01 |
|
1.000 |
2,028.65 |
|
0.618 |
2,016.68 |
|
HIGH |
1,997.32 |
|
0.618 |
1,985.35 |
|
0.500 |
1,981.66 |
|
0.382 |
1,977.96 |
|
LOW |
1,965.99 |
|
0.618 |
1,946.63 |
|
1.000 |
1,934.66 |
|
1.618 |
1,915.30 |
|
2.618 |
1,883.97 |
|
4.250 |
1,832.84 |
|
|