| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4,031.88 |
4,063.06 |
31.18 |
0.8% |
3,813.60 |
| High |
4,052.50 |
4,107.19 |
54.69 |
1.3% |
4,045.19 |
| Low |
4,019.23 |
4,062.21 |
42.98 |
1.1% |
3,804.97 |
| Close |
4,046.02 |
4,106.63 |
60.61 |
1.5% |
4,042.02 |
| Range |
33.27 |
44.98 |
11.71 |
35.2% |
240.22 |
| ATR |
63.28 |
63.13 |
-0.15 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,226.95 |
4,211.77 |
4,131.37 |
|
| R3 |
4,181.97 |
4,166.79 |
4,119.00 |
|
| R2 |
4,136.99 |
4,136.99 |
4,114.88 |
|
| R1 |
4,121.81 |
4,121.81 |
4,110.75 |
4,129.40 |
| PP |
4,092.01 |
4,092.01 |
4,092.01 |
4,095.81 |
| S1 |
4,076.83 |
4,076.83 |
4,102.51 |
4,084.42 |
| S2 |
4,047.03 |
4,047.03 |
4,098.38 |
|
| S3 |
4,002.05 |
4,031.85 |
4,094.26 |
|
| S4 |
3,957.07 |
3,986.87 |
4,081.89 |
|
|
| 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 |
4,107.19 |
3,947.98 |
159.21 |
3.9% |
41.70 |
1.0% |
100% |
True |
False |
|
| 10 |
4,107.19 |
3,701.10 |
406.09 |
9.9% |
58.38 |
1.4% |
100% |
True |
False |
|
| 20 |
4,107.19 |
3,701.10 |
406.09 |
9.9% |
63.90 |
1.6% |
100% |
True |
False |
|
| 40 |
4,118.91 |
3,701.10 |
417.81 |
10.2% |
53.51 |
1.3% |
97% |
False |
False |
|
| 60 |
4,118.91 |
3,701.10 |
417.81 |
10.2% |
44.30 |
1.1% |
97% |
False |
False |
|
| 80 |
4,118.91 |
3,701.10 |
417.81 |
10.2% |
42.62 |
1.0% |
97% |
False |
False |
|
| 100 |
4,118.91 |
3,701.10 |
417.81 |
10.2% |
39.29 |
1.0% |
97% |
False |
False |
|
| 120 |
4,118.91 |
3,516.76 |
602.15 |
14.7% |
38.11 |
0.9% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,298.36 |
|
2.618 |
4,224.95 |
|
1.618 |
4,179.97 |
|
1.000 |
4,152.17 |
|
0.618 |
4,134.99 |
|
HIGH |
4,107.19 |
|
0.618 |
4,090.01 |
|
0.500 |
4,084.70 |
|
0.382 |
4,079.39 |
|
LOW |
4,062.21 |
|
0.618 |
4,034.41 |
|
1.000 |
4,017.23 |
|
1.618 |
3,989.43 |
|
2.618 |
3,944.45 |
|
4.250 |
3,871.05 |
|
|