| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,989.86 |
4,019.84 |
29.98 |
0.8% |
3,813.60 |
| High |
4,032.22 |
4,045.19 |
12.97 |
0.3% |
4,045.19 |
| Low |
3,984.15 |
4,003.43 |
19.28 |
0.5% |
3,804.97 |
| Close |
4,012.27 |
4,042.02 |
29.75 |
0.7% |
4,042.02 |
| Range |
48.07 |
41.76 |
-6.31 |
-13.1% |
240.22 |
| ATR |
67.42 |
65.58 |
-1.83 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,155.49 |
4,140.52 |
4,064.99 |
|
| R3 |
4,113.73 |
4,098.76 |
4,053.50 |
|
| R2 |
4,071.97 |
4,071.97 |
4,049.68 |
|
| R1 |
4,057.00 |
4,057.00 |
4,045.85 |
4,064.49 |
| PP |
4,030.21 |
4,030.21 |
4,030.21 |
4,033.96 |
| S1 |
4,015.24 |
4,015.24 |
4,038.19 |
4,022.73 |
| S2 |
3,988.45 |
3,988.45 |
4,034.36 |
|
| S3 |
3,946.69 |
3,973.48 |
4,030.54 |
|
| S4 |
3,904.93 |
3,931.72 |
4,019.05 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,684.72 |
4,603.59 |
4,174.14 |
|
| R3 |
4,444.50 |
4,363.37 |
4,108.08 |
|
| R2 |
4,204.28 |
4,204.28 |
4,086.06 |
|
| R1 |
4,123.15 |
4,123.15 |
4,064.04 |
4,163.72 |
| PP |
3,964.06 |
3,964.06 |
3,964.06 |
3,984.34 |
| S1 |
3,882.93 |
3,882.93 |
4,020.00 |
3,923.50 |
| S2 |
3,723.84 |
3,723.84 |
3,997.98 |
|
| S3 |
3,483.62 |
3,642.71 |
3,975.96 |
|
| S4 |
3,243.40 |
3,402.49 |
3,909.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,045.19 |
3,804.97 |
240.22 |
5.9% |
51.82 |
1.3% |
99% |
True |
False |
|
| 10 |
4,045.19 |
3,701.10 |
344.09 |
8.5% |
65.02 |
1.6% |
99% |
True |
False |
|
| 20 |
4,070.44 |
3,701.10 |
369.34 |
9.1% |
64.32 |
1.6% |
92% |
False |
False |
|
| 40 |
4,118.91 |
3,701.10 |
417.81 |
10.3% |
52.52 |
1.3% |
82% |
False |
False |
|
| 60 |
4,118.91 |
3,701.10 |
417.81 |
10.3% |
44.66 |
1.1% |
82% |
False |
False |
|
| 80 |
4,118.91 |
3,701.10 |
417.81 |
10.3% |
42.16 |
1.0% |
82% |
False |
False |
|
| 100 |
4,118.91 |
3,701.10 |
417.81 |
10.3% |
39.10 |
1.0% |
82% |
False |
False |
|
| 120 |
4,118.91 |
3,506.35 |
612.56 |
15.2% |
38.44 |
1.0% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,222.67 |
|
2.618 |
4,154.52 |
|
1.618 |
4,112.76 |
|
1.000 |
4,086.95 |
|
0.618 |
4,071.00 |
|
HIGH |
4,045.19 |
|
0.618 |
4,029.24 |
|
0.500 |
4,024.31 |
|
0.382 |
4,019.38 |
|
LOW |
4,003.43 |
|
0.618 |
3,977.62 |
|
1.000 |
3,961.67 |
|
1.618 |
3,935.86 |
|
2.618 |
3,894.10 |
|
4.250 |
3,825.95 |
|
|