| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4,004.75 |
4,041.40 |
36.65 |
0.9% |
4,009.66 |
| High |
4,040.56 |
4,046.32 |
5.76 |
0.1% |
4,070.44 |
| Low |
3,995.81 |
4,004.21 |
8.40 |
0.2% |
3,935.86 |
| Close |
4,027.31 |
4,016.27 |
-11.04 |
-0.3% |
4,027.31 |
| Range |
44.75 |
42.11 |
-2.64 |
-5.9% |
134.58 |
| ATR |
46.52 |
46.20 |
-0.31 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,148.60 |
4,124.54 |
4,039.43 |
|
| R3 |
4,106.49 |
4,082.43 |
4,027.85 |
|
| R2 |
4,064.38 |
4,064.38 |
4,023.99 |
|
| R1 |
4,040.32 |
4,040.32 |
4,020.13 |
4,031.30 |
| PP |
4,022.27 |
4,022.27 |
4,022.27 |
4,017.75 |
| S1 |
3,998.21 |
3,998.21 |
4,012.41 |
3,989.19 |
| S2 |
3,980.16 |
3,980.16 |
4,008.55 |
|
| S3 |
3,938.05 |
3,956.10 |
4,004.69 |
|
| S4 |
3,895.94 |
3,913.99 |
3,993.11 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,414.94 |
4,355.71 |
4,101.33 |
|
| R3 |
4,280.36 |
4,221.13 |
4,064.32 |
|
| R2 |
4,145.78 |
4,145.78 |
4,051.98 |
|
| R1 |
4,086.55 |
4,086.55 |
4,039.65 |
4,116.17 |
| PP |
4,011.20 |
4,011.20 |
4,011.20 |
4,026.01 |
| S1 |
3,951.97 |
3,951.97 |
4,014.97 |
3,981.59 |
| S2 |
3,876.62 |
3,876.62 |
4,002.64 |
|
| S3 |
3,742.04 |
3,817.39 |
3,990.30 |
|
| S4 |
3,607.46 |
3,682.81 |
3,953.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,070.44 |
3,935.86 |
134.58 |
3.4% |
51.41 |
1.3% |
60% |
False |
False |
|
| 10 |
4,096.27 |
3,935.86 |
160.41 |
4.0% |
50.51 |
1.3% |
50% |
False |
False |
|
| 20 |
4,118.91 |
3,935.86 |
183.05 |
4.6% |
46.42 |
1.2% |
44% |
False |
False |
|
| 40 |
4,118.91 |
3,887.58 |
231.33 |
5.8% |
35.40 |
0.9% |
56% |
False |
False |
|
| 60 |
4,118.91 |
3,845.20 |
273.71 |
6.8% |
36.24 |
0.9% |
63% |
False |
False |
|
| 80 |
4,118.91 |
3,759.87 |
359.04 |
8.9% |
34.62 |
0.9% |
71% |
False |
False |
|
| 100 |
4,118.91 |
3,542.63 |
576.28 |
14.3% |
33.86 |
0.8% |
82% |
False |
False |
|
| 120 |
4,118.91 |
3,489.29 |
629.62 |
15.7% |
35.31 |
0.9% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,225.29 |
|
2.618 |
4,156.56 |
|
1.618 |
4,114.45 |
|
1.000 |
4,088.43 |
|
0.618 |
4,072.34 |
|
HIGH |
4,046.32 |
|
0.618 |
4,030.23 |
|
0.500 |
4,025.27 |
|
0.382 |
4,020.30 |
|
LOW |
4,004.21 |
|
0.618 |
3,978.19 |
|
1.000 |
3,962.10 |
|
1.618 |
3,936.08 |
|
2.618 |
3,893.97 |
|
4.250 |
3,825.24 |
|
|