| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,094.02 |
4,063.85 |
-30.17 |
-0.7% |
4,093.12 |
| High |
4,110.86 |
4,095.91 |
-14.95 |
-0.4% |
4,104.43 |
| Low |
4,053.11 |
4,054.61 |
1.50 |
0.0% |
4,051.75 |
| Close |
4,061.88 |
4,094.97 |
33.09 |
0.8% |
4,089.92 |
| Range |
57.75 |
41.30 |
-16.45 |
-28.5% |
52.68 |
| ATR |
32.65 |
33.27 |
0.62 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,205.73 |
4,191.65 |
4,117.69 |
|
| R3 |
4,164.43 |
4,150.35 |
4,106.33 |
|
| R2 |
4,123.13 |
4,123.13 |
4,102.54 |
|
| R1 |
4,109.05 |
4,109.05 |
4,098.76 |
4,116.09 |
| PP |
4,081.83 |
4,081.83 |
4,081.83 |
4,085.35 |
| S1 |
4,067.75 |
4,067.75 |
4,091.18 |
4,074.79 |
| S2 |
4,040.53 |
4,040.53 |
4,087.40 |
|
| S3 |
3,999.23 |
4,026.45 |
4,083.61 |
|
| S4 |
3,957.93 |
3,985.15 |
4,072.26 |
|
|
| 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 |
1.4% |
42.08 |
1.0% |
73% |
False |
False |
|
| 10 |
4,110.86 |
4,051.75 |
59.11 |
1.4% |
32.16 |
0.8% |
73% |
False |
False |
|
| 20 |
4,110.86 |
3,921.44 |
189.42 |
4.6% |
26.78 |
0.7% |
92% |
False |
False |
|
| 40 |
4,110.86 |
3,845.20 |
265.66 |
6.5% |
31.77 |
0.8% |
94% |
False |
False |
|
| 60 |
4,110.86 |
3,764.53 |
346.33 |
8.5% |
31.44 |
0.8% |
95% |
False |
False |
|
| 80 |
4,110.86 |
3,572.28 |
538.58 |
13.2% |
30.70 |
0.7% |
97% |
False |
False |
|
| 100 |
4,110.86 |
3,489.61 |
621.25 |
15.2% |
33.25 |
0.8% |
97% |
False |
False |
|
| 120 |
4,110.86 |
3,414.11 |
696.75 |
17.0% |
38.12 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,271.44 |
|
2.618 |
4,204.03 |
|
1.618 |
4,162.73 |
|
1.000 |
4,137.21 |
|
0.618 |
4,121.43 |
|
HIGH |
4,095.91 |
|
0.618 |
4,080.13 |
|
0.500 |
4,075.26 |
|
0.382 |
4,070.39 |
|
LOW |
4,054.61 |
|
0.618 |
4,029.09 |
|
1.000 |
4,013.31 |
|
1.618 |
3,987.79 |
|
2.618 |
3,946.49 |
|
4.250 |
3,879.09 |
|
|