| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,086.52 |
4,094.02 |
7.50 |
0.2% |
4,093.12 |
| High |
4,105.50 |
4,110.86 |
5.36 |
0.1% |
4,104.43 |
| Low |
4,076.63 |
4,053.11 |
-23.52 |
-0.6% |
4,051.75 |
| Close |
4,095.46 |
4,061.88 |
-33.58 |
-0.8% |
4,089.92 |
| Range |
28.87 |
57.75 |
28.88 |
100.0% |
52.68 |
| ATR |
30.72 |
32.65 |
1.93 |
6.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,248.53 |
4,212.96 |
4,093.64 |
|
| R3 |
4,190.78 |
4,155.21 |
4,077.76 |
|
| R2 |
4,133.03 |
4,133.03 |
4,072.47 |
|
| R1 |
4,097.46 |
4,097.46 |
4,067.17 |
4,086.37 |
| PP |
4,075.28 |
4,075.28 |
4,075.28 |
4,069.74 |
| S1 |
4,039.71 |
4,039.71 |
4,056.59 |
4,028.62 |
| S2 |
4,017.53 |
4,017.53 |
4,051.29 |
|
| S3 |
3,959.78 |
3,981.96 |
4,046.00 |
|
| S4 |
3,902.03 |
3,924.21 |
4,030.12 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,240.07 |
4,217.68 |
4,118.89 |
|
| R3 |
4,187.39 |
4,165.00 |
4,104.41 |
|
| R2 |
4,134.71 |
4,134.71 |
4,099.58 |
|
| R1 |
4,112.32 |
4,112.32 |
4,094.75 |
4,097.18 |
| PP |
4,082.03 |
4,082.03 |
4,082.03 |
4,074.46 |
| S1 |
4,059.64 |
4,059.64 |
4,085.09 |
4,044.50 |
| S2 |
4,029.35 |
4,029.35 |
4,080.26 |
|
| S3 |
3,976.67 |
4,006.96 |
4,075.43 |
|
| S4 |
3,923.99 |
3,954.28 |
4,060.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,110.86 |
4,051.75 |
59.11 |
1.5% |
42.01 |
1.0% |
17% |
True |
False |
|
| 10 |
4,110.86 |
4,051.75 |
59.11 |
1.5% |
29.41 |
0.7% |
17% |
True |
False |
|
| 20 |
4,110.86 |
3,887.58 |
223.28 |
5.5% |
26.17 |
0.6% |
78% |
True |
False |
|
| 40 |
4,110.86 |
3,845.20 |
265.66 |
6.5% |
32.06 |
0.8% |
82% |
True |
False |
|
| 60 |
4,110.86 |
3,761.42 |
349.44 |
8.6% |
31.23 |
0.8% |
86% |
True |
False |
|
| 80 |
4,110.86 |
3,545.63 |
565.23 |
13.9% |
30.75 |
0.8% |
91% |
True |
False |
|
| 100 |
4,110.86 |
3,489.61 |
621.25 |
15.3% |
33.23 |
0.8% |
92% |
True |
False |
|
| 120 |
4,110.86 |
3,414.11 |
696.75 |
17.2% |
38.10 |
0.9% |
93% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,356.30 |
|
2.618 |
4,262.05 |
|
1.618 |
4,204.30 |
|
1.000 |
4,168.61 |
|
0.618 |
4,146.55 |
|
HIGH |
4,110.86 |
|
0.618 |
4,088.80 |
|
0.500 |
4,081.99 |
|
0.382 |
4,075.17 |
|
LOW |
4,053.11 |
|
0.618 |
4,017.42 |
|
1.000 |
3,995.36 |
|
1.618 |
3,959.67 |
|
2.618 |
3,901.92 |
|
4.250 |
3,807.67 |
|
|