| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,206.68 |
4,110.26 |
-96.42 |
-2.3% |
4,343.77 |
| High |
4,207.03 |
4,155.31 |
-51.72 |
-1.2% |
4,372.42 |
| Low |
4,092.29 |
4,053.12 |
-39.17 |
-1.0% |
4,198.11 |
| Close |
4,103.47 |
4,083.37 |
-20.10 |
-0.5% |
4,224.74 |
| Range |
114.74 |
102.19 |
-12.55 |
-10.9% |
174.31 |
| ATR |
88.89 |
89.84 |
0.95 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,403.84 |
4,345.79 |
4,139.57 |
|
| R3 |
4,301.65 |
4,243.60 |
4,111.47 |
|
| R2 |
4,199.46 |
4,199.46 |
4,102.10 |
|
| R1 |
4,141.41 |
4,141.41 |
4,092.74 |
4,119.34 |
| PP |
4,097.27 |
4,097.27 |
4,097.27 |
4,086.23 |
| S1 |
4,039.22 |
4,039.22 |
4,074.00 |
4,017.15 |
| S2 |
3,995.08 |
3,995.08 |
4,064.64 |
|
| S3 |
3,892.89 |
3,937.03 |
4,055.27 |
|
| S4 |
3,790.70 |
3,834.84 |
4,027.17 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,788.02 |
4,680.69 |
4,320.61 |
|
| R3 |
4,613.71 |
4,506.38 |
4,272.68 |
|
| R2 |
4,439.40 |
4,439.40 |
4,256.70 |
|
| R1 |
4,332.07 |
4,332.07 |
4,240.72 |
4,298.58 |
| PP |
4,265.09 |
4,265.09 |
4,265.09 |
4,248.35 |
| S1 |
4,157.76 |
4,157.76 |
4,208.76 |
4,124.27 |
| S2 |
4,090.78 |
4,090.78 |
4,192.78 |
|
| S3 |
3,916.47 |
3,983.45 |
4,176.80 |
|
| S4 |
3,742.16 |
3,809.14 |
4,128.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,308.66 |
4,053.12 |
255.54 |
6.3% |
88.77 |
2.2% |
12% |
False |
True |
|
| 10 |
4,450.66 |
4,053.12 |
397.54 |
9.7% |
75.06 |
1.8% |
8% |
False |
True |
|
| 20 |
4,450.66 |
4,053.12 |
397.54 |
9.7% |
74.68 |
1.8% |
8% |
False |
True |
|
| 40 |
4,634.70 |
3,787.23 |
847.47 |
20.8% |
85.09 |
2.1% |
35% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
22.2% |
72.62 |
1.8% |
33% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
22.2% |
64.92 |
1.6% |
33% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
22.2% |
60.08 |
1.5% |
33% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
22.2% |
57.67 |
1.4% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,589.62 |
|
2.618 |
4,422.84 |
|
1.618 |
4,320.65 |
|
1.000 |
4,257.50 |
|
0.618 |
4,218.46 |
|
HIGH |
4,155.31 |
|
0.618 |
4,116.27 |
|
0.500 |
4,104.22 |
|
0.382 |
4,092.16 |
|
LOW |
4,053.12 |
|
0.618 |
3,989.97 |
|
1.000 |
3,950.93 |
|
1.618 |
3,887.78 |
|
2.618 |
3,785.59 |
|
4.250 |
3,618.81 |
|
|