| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
1,967.68 |
1,925.63 |
-42.05 |
-2.1% |
1,970.01 |
| High |
1,967.68 |
1,936.80 |
-30.88 |
-1.6% |
1,977.84 |
| Low |
1,927.56 |
1,906.05 |
-21.51 |
-1.1% |
1,906.05 |
| Close |
1,928.21 |
1,906.13 |
-22.08 |
-1.1% |
1,906.13 |
| Range |
40.12 |
30.75 |
-9.37 |
-23.4% |
71.79 |
| ATR |
22.66 |
23.24 |
0.58 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,008.58 |
1,988.10 |
1,923.04 |
|
| R3 |
1,977.83 |
1,957.35 |
1,914.59 |
|
| R2 |
1,947.08 |
1,947.08 |
1,911.77 |
|
| R1 |
1,926.60 |
1,926.60 |
1,908.95 |
1,921.47 |
| PP |
1,916.33 |
1,916.33 |
1,916.33 |
1,913.76 |
| S1 |
1,895.85 |
1,895.85 |
1,903.31 |
1,890.72 |
| S2 |
1,885.58 |
1,885.58 |
1,900.49 |
|
| S3 |
1,854.83 |
1,865.10 |
1,897.67 |
|
| S4 |
1,824.08 |
1,834.35 |
1,889.22 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.38 |
2,097.54 |
1,945.61 |
|
| R3 |
2,073.59 |
2,025.75 |
1,925.87 |
|
| R2 |
2,001.80 |
2,001.80 |
1,919.29 |
|
| R1 |
1,953.96 |
1,953.96 |
1,912.71 |
1,941.99 |
| PP |
1,930.01 |
1,930.01 |
1,930.01 |
1,924.02 |
| S1 |
1,882.17 |
1,882.17 |
1,899.55 |
1,870.20 |
| S2 |
1,858.22 |
1,858.22 |
1,892.97 |
|
| S3 |
1,786.43 |
1,810.38 |
1,886.39 |
|
| S4 |
1,714.64 |
1,738.59 |
1,866.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,977.84 |
1,906.05 |
71.79 |
3.8% |
32.58 |
1.7% |
0% |
False |
True |
|
| 10 |
1,985.17 |
1,906.05 |
79.12 |
4.2% |
27.47 |
1.4% |
0% |
False |
True |
|
| 20 |
2,019.26 |
1,906.05 |
113.21 |
5.9% |
22.41 |
1.2% |
0% |
False |
True |
|
| 40 |
2,019.26 |
1,906.05 |
113.21 |
5.9% |
17.24 |
0.9% |
0% |
False |
True |
|
| 60 |
2,019.26 |
1,904.78 |
114.48 |
6.0% |
16.76 |
0.9% |
1% |
False |
False |
|
| 80 |
2,019.26 |
1,904.78 |
114.48 |
6.0% |
15.49 |
0.8% |
1% |
False |
False |
|
| 100 |
2,019.26 |
1,873.34 |
145.92 |
7.7% |
14.51 |
0.8% |
22% |
False |
False |
|
| 120 |
2,019.26 |
1,850.61 |
168.65 |
8.8% |
14.57 |
0.8% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,067.49 |
|
2.618 |
2,017.30 |
|
1.618 |
1,986.55 |
|
1.000 |
1,967.55 |
|
0.618 |
1,955.80 |
|
HIGH |
1,936.80 |
|
0.618 |
1,925.05 |
|
0.500 |
1,921.43 |
|
0.382 |
1,917.80 |
|
LOW |
1,906.05 |
|
0.618 |
1,887.05 |
|
1.000 |
1,875.30 |
|
1.618 |
1,856.30 |
|
2.618 |
1,825.55 |
|
4.250 |
1,775.36 |
|
|