| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,946.32 |
3,866.89 |
-79.43 |
-2.0% |
4,041.40 |
| High |
3,968.90 |
3,893.66 |
-75.24 |
-1.9% |
4,048.79 |
| Low |
3,870.85 |
3,807.89 |
-62.96 |
-1.6% |
3,870.85 |
| Close |
3,870.85 |
3,808.00 |
-62.85 |
-1.6% |
3,870.85 |
| Range |
98.05 |
85.77 |
-12.28 |
-12.5% |
177.94 |
| ATR |
56.53 |
58.62 |
2.09 |
3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,093.83 |
4,036.68 |
3,855.17 |
|
| R3 |
4,008.06 |
3,950.91 |
3,831.59 |
|
| R2 |
3,922.29 |
3,922.29 |
3,823.72 |
|
| R1 |
3,865.14 |
3,865.14 |
3,815.86 |
3,850.83 |
| PP |
3,836.52 |
3,836.52 |
3,836.52 |
3,829.36 |
| S1 |
3,779.37 |
3,779.37 |
3,800.14 |
3,765.06 |
| S2 |
3,750.75 |
3,750.75 |
3,792.28 |
|
| S3 |
3,664.98 |
3,693.60 |
3,784.41 |
|
| S4 |
3,579.21 |
3,607.83 |
3,760.83 |
|
|
| 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 |
3,807.89 |
240.90 |
6.3% |
83.43 |
2.2% |
0% |
False |
True |
|
| 10 |
4,070.44 |
3,807.89 |
262.55 |
6.9% |
67.42 |
1.8% |
0% |
False |
True |
|
| 20 |
4,118.91 |
3,807.89 |
311.02 |
8.2% |
56.50 |
1.5% |
0% |
False |
True |
|
| 40 |
4,118.91 |
3,807.89 |
311.02 |
8.2% |
42.20 |
1.1% |
0% |
False |
True |
|
| 60 |
4,118.91 |
3,807.89 |
311.02 |
8.2% |
39.69 |
1.0% |
0% |
False |
True |
|
| 80 |
4,118.91 |
3,791.12 |
327.79 |
8.6% |
38.01 |
1.0% |
5% |
False |
False |
|
| 100 |
4,118.91 |
3,633.85 |
485.06 |
12.7% |
35.86 |
0.9% |
36% |
False |
False |
|
| 120 |
4,118.91 |
3,489.61 |
629.30 |
16.5% |
37.28 |
1.0% |
51% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,258.18 |
|
2.618 |
4,118.21 |
|
1.618 |
4,032.44 |
|
1.000 |
3,979.43 |
|
0.618 |
3,946.67 |
|
HIGH |
3,893.66 |
|
0.618 |
3,860.90 |
|
0.500 |
3,850.78 |
|
0.382 |
3,840.65 |
|
LOW |
3,807.89 |
|
0.618 |
3,754.88 |
|
1.000 |
3,722.12 |
|
1.618 |
3,669.11 |
|
2.618 |
3,583.34 |
|
4.250 |
3,443.37 |
|
|