| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,093.12 |
4,103.97 |
10.85 |
0.3% |
4,073.47 |
| High |
4,095.87 |
4,104.43 |
8.56 |
0.2% |
4,082.97 |
| Low |
4,078.19 |
4,063.49 |
-14.70 |
-0.4% |
4,054.61 |
| Close |
4,095.81 |
4,070.96 |
-24.85 |
-0.6% |
4,082.56 |
| Range |
17.68 |
40.94 |
23.26 |
131.6% |
28.36 |
| ATR |
28.32 |
29.22 |
0.90 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,202.45 |
4,177.64 |
4,093.48 |
|
| R3 |
4,161.51 |
4,136.70 |
4,082.22 |
|
| R2 |
4,120.57 |
4,120.57 |
4,078.47 |
|
| R1 |
4,095.76 |
4,095.76 |
4,074.71 |
4,087.70 |
| PP |
4,079.63 |
4,079.63 |
4,079.63 |
4,075.59 |
| S1 |
4,054.82 |
4,054.82 |
4,067.21 |
4,046.76 |
| S2 |
4,038.69 |
4,038.69 |
4,063.45 |
|
| S3 |
3,997.75 |
4,013.88 |
4,059.70 |
|
| S4 |
3,956.81 |
3,972.94 |
4,048.44 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,158.46 |
4,148.87 |
4,098.16 |
|
| R3 |
4,130.10 |
4,120.51 |
4,090.36 |
|
| R2 |
4,101.74 |
4,101.74 |
4,087.76 |
|
| R1 |
4,092.15 |
4,092.15 |
4,085.16 |
4,096.95 |
| PP |
4,073.38 |
4,073.38 |
4,073.38 |
4,075.78 |
| S1 |
4,063.79 |
4,063.79 |
4,079.96 |
4,068.59 |
| S2 |
4,045.02 |
4,045.02 |
4,077.36 |
|
| S3 |
4,016.66 |
4,035.43 |
4,074.76 |
|
| S4 |
3,988.30 |
4,007.07 |
4,066.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,104.43 |
4,054.61 |
49.82 |
1.2% |
22.24 |
0.5% |
33% |
True |
False |
|
| 10 |
4,104.43 |
4,032.20 |
72.23 |
1.8% |
19.46 |
0.5% |
54% |
True |
False |
|
| 20 |
4,104.43 |
3,845.20 |
259.23 |
6.4% |
25.80 |
0.6% |
87% |
True |
False |
|
| 40 |
4,104.43 |
3,837.16 |
267.27 |
6.6% |
31.31 |
0.8% |
87% |
True |
False |
|
| 60 |
4,104.43 |
3,751.69 |
352.74 |
8.7% |
30.15 |
0.7% |
91% |
True |
False |
|
| 80 |
4,104.43 |
3,542.63 |
561.80 |
13.8% |
30.43 |
0.7% |
94% |
True |
False |
|
| 100 |
4,104.43 |
3,414.11 |
690.32 |
17.0% |
34.01 |
0.8% |
95% |
True |
False |
|
| 120 |
4,104.43 |
3,414.11 |
690.32 |
17.0% |
37.93 |
0.9% |
95% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,278.43 |
|
2.618 |
4,211.61 |
|
1.618 |
4,170.67 |
|
1.000 |
4,145.37 |
|
0.618 |
4,129.73 |
|
HIGH |
4,104.43 |
|
0.618 |
4,088.79 |
|
0.500 |
4,083.96 |
|
0.382 |
4,079.13 |
|
LOW |
4,063.49 |
|
0.618 |
4,038.19 |
|
1.000 |
4,022.55 |
|
1.618 |
3,997.25 |
|
2.618 |
3,956.31 |
|
4.250 |
3,889.50 |
|
|