| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,077.69 |
4,087.16 |
9.47 |
0.2% |
4,086.52 |
| High |
4,092.79 |
4,089.62 |
-3.17 |
-0.1% |
4,110.86 |
| Low |
4,060.92 |
4,057.53 |
-3.39 |
-0.1% |
4,053.11 |
| Close |
4,092.65 |
4,069.23 |
-23.42 |
-0.6% |
4,069.23 |
| Range |
31.87 |
32.09 |
0.22 |
0.7% |
57.75 |
| ATR |
33.33 |
33.45 |
0.13 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,168.40 |
4,150.90 |
4,086.88 |
|
| R3 |
4,136.31 |
4,118.81 |
4,078.05 |
|
| R2 |
4,104.22 |
4,104.22 |
4,075.11 |
|
| R1 |
4,086.72 |
4,086.72 |
4,072.17 |
4,079.43 |
| PP |
4,072.13 |
4,072.13 |
4,072.13 |
4,068.48 |
| S1 |
4,054.63 |
4,054.63 |
4,066.29 |
4,047.34 |
| S2 |
4,040.04 |
4,040.04 |
4,063.35 |
|
| S3 |
4,007.95 |
4,022.54 |
4,060.41 |
|
| S4 |
3,975.86 |
3,990.45 |
4,051.58 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,250.98 |
4,217.86 |
4,100.99 |
|
| R3 |
4,193.23 |
4,160.11 |
4,085.11 |
|
| R2 |
4,135.48 |
4,135.48 |
4,079.82 |
|
| R1 |
4,102.36 |
4,102.36 |
4,074.52 |
4,090.05 |
| PP |
4,077.73 |
4,077.73 |
4,077.73 |
4,071.58 |
| S1 |
4,044.61 |
4,044.61 |
4,063.94 |
4,032.30 |
| S2 |
4,019.98 |
4,019.98 |
4,058.64 |
|
| S3 |
3,962.23 |
3,986.86 |
4,053.35 |
|
| S4 |
3,904.48 |
3,929.11 |
4,037.47 |
|
|
| 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 |
4,053.11 |
57.75 |
1.4% |
38.38 |
0.9% |
28% |
False |
False |
|
| 10 |
4,110.86 |
4,051.75 |
59.11 |
1.5% |
35.38 |
0.9% |
30% |
False |
False |
|
| 20 |
4,110.86 |
3,951.25 |
159.61 |
3.9% |
27.56 |
0.7% |
74% |
False |
False |
|
| 40 |
4,110.86 |
3,845.20 |
265.66 |
6.5% |
31.17 |
0.8% |
84% |
False |
False |
|
| 60 |
4,110.86 |
3,783.30 |
327.56 |
8.0% |
31.44 |
0.8% |
87% |
False |
False |
|
| 80 |
4,110.86 |
3,605.51 |
505.35 |
12.4% |
30.44 |
0.7% |
92% |
False |
False |
|
| 100 |
4,110.86 |
3,489.61 |
621.25 |
15.3% |
33.24 |
0.8% |
93% |
False |
False |
|
| 120 |
4,110.86 |
3,414.11 |
696.75 |
17.1% |
37.37 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,226.00 |
|
2.618 |
4,173.63 |
|
1.618 |
4,141.54 |
|
1.000 |
4,121.71 |
|
0.618 |
4,109.45 |
|
HIGH |
4,089.62 |
|
0.618 |
4,077.36 |
|
0.500 |
4,073.58 |
|
0.382 |
4,069.79 |
|
LOW |
4,057.53 |
|
0.618 |
4,037.70 |
|
1.000 |
4,025.44 |
|
1.618 |
4,005.61 |
|
2.618 |
3,973.52 |
|
4.250 |
3,921.15 |
|
|