| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4,031.62 |
3,946.32 |
-85.30 |
-2.1% |
4,041.40 |
| High |
4,039.65 |
3,968.90 |
-70.75 |
-1.8% |
4,048.79 |
| Low |
3,965.37 |
3,870.85 |
-94.52 |
-2.4% |
3,870.85 |
| Close |
3,969.32 |
3,870.85 |
-98.47 |
-2.5% |
3,870.85 |
| Range |
74.28 |
98.05 |
23.77 |
32.0% |
177.94 |
| ATR |
53.30 |
56.53 |
3.23 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,197.68 |
4,132.32 |
3,924.78 |
|
| R3 |
4,099.63 |
4,034.27 |
3,897.81 |
|
| R2 |
4,001.58 |
4,001.58 |
3,888.83 |
|
| R1 |
3,936.22 |
3,936.22 |
3,879.84 |
3,919.88 |
| PP |
3,903.53 |
3,903.53 |
3,903.53 |
3,895.36 |
| S1 |
3,838.17 |
3,838.17 |
3,861.86 |
3,821.83 |
| S2 |
3,805.48 |
3,805.48 |
3,852.87 |
|
| S3 |
3,707.43 |
3,740.12 |
3,843.89 |
|
| S4 |
3,609.38 |
3,642.07 |
3,816.92 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,463.98 |
4,345.36 |
3,968.72 |
|
| R3 |
4,286.04 |
4,167.42 |
3,919.78 |
|
| R2 |
4,108.10 |
4,108.10 |
3,903.47 |
|
| R1 |
3,989.48 |
3,989.48 |
3,887.16 |
3,959.82 |
| PP |
3,930.16 |
3,930.16 |
3,930.16 |
3,915.34 |
| S1 |
3,811.54 |
3,811.54 |
3,854.54 |
3,781.88 |
| S2 |
3,752.22 |
3,752.22 |
3,838.23 |
|
| S3 |
3,574.28 |
3,633.60 |
3,821.92 |
|
| S4 |
3,396.34 |
3,455.66 |
3,772.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,048.79 |
3,870.85 |
177.94 |
4.6% |
74.70 |
1.9% |
0% |
False |
True |
|
| 10 |
4,070.44 |
3,870.85 |
199.59 |
5.2% |
63.62 |
1.6% |
0% |
False |
True |
|
| 20 |
4,118.91 |
3,870.85 |
248.06 |
6.4% |
54.84 |
1.4% |
0% |
False |
True |
|
| 40 |
4,118.91 |
3,870.85 |
248.06 |
6.4% |
41.20 |
1.1% |
0% |
False |
True |
|
| 60 |
4,118.91 |
3,845.20 |
273.71 |
7.1% |
39.06 |
1.0% |
9% |
False |
False |
|
| 80 |
4,118.91 |
3,783.30 |
335.61 |
8.7% |
37.29 |
1.0% |
26% |
False |
False |
|
| 100 |
4,118.91 |
3,605.51 |
513.40 |
13.3% |
35.32 |
0.9% |
52% |
False |
False |
|
| 120 |
4,118.91 |
3,489.61 |
629.30 |
16.3% |
36.84 |
1.0% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,385.61 |
|
2.618 |
4,225.59 |
|
1.618 |
4,127.54 |
|
1.000 |
4,066.95 |
|
0.618 |
4,029.49 |
|
HIGH |
3,968.90 |
|
0.618 |
3,931.44 |
|
0.500 |
3,919.88 |
|
0.382 |
3,908.31 |
|
LOW |
3,870.85 |
|
0.618 |
3,810.26 |
|
1.000 |
3,772.80 |
|
1.618 |
3,712.21 |
|
2.618 |
3,614.16 |
|
4.250 |
3,454.14 |
|
|