| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,095.50 |
4,070.00 |
-25.50 |
-0.6% |
4,037.75 |
| High |
4,105.00 |
4,073.75 |
-31.25 |
-0.8% |
4,105.00 |
| Low |
4,073.00 |
4,032.00 |
-41.00 |
-1.0% |
3,998.50 |
| Close |
4,086.50 |
4,046.25 |
-40.25 |
-1.0% |
4,086.50 |
| Range |
32.00 |
41.75 |
9.75 |
30.5% |
106.50 |
| ATR |
29.90 |
31.65 |
1.76 |
5.9% |
0.00 |
| Volume |
23 |
45 |
22 |
95.7% |
110 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,176.00 |
4,152.75 |
4,069.25 |
|
| R3 |
4,134.25 |
4,111.00 |
4,057.75 |
|
| R2 |
4,092.50 |
4,092.50 |
4,054.00 |
|
| R1 |
4,069.25 |
4,069.25 |
4,050.00 |
4,060.00 |
| PP |
4,050.75 |
4,050.75 |
4,050.75 |
4,046.00 |
| S1 |
4,027.50 |
4,027.50 |
4,042.50 |
4,018.25 |
| S2 |
4,009.00 |
4,009.00 |
4,038.50 |
|
| S3 |
3,967.25 |
3,985.75 |
4,034.75 |
|
| S4 |
3,925.50 |
3,944.00 |
4,023.25 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,382.75 |
4,341.25 |
4,145.00 |
|
| R3 |
4,276.25 |
4,234.75 |
4,115.75 |
|
| R2 |
4,169.75 |
4,169.75 |
4,106.00 |
|
| R1 |
4,128.25 |
4,128.25 |
4,096.25 |
4,149.00 |
| PP |
4,063.25 |
4,063.25 |
4,063.25 |
4,073.75 |
| S1 |
4,021.75 |
4,021.75 |
4,076.75 |
4,042.50 |
| S2 |
3,956.75 |
3,956.75 |
4,067.00 |
|
| S3 |
3,850.25 |
3,915.25 |
4,057.25 |
|
| S4 |
3,743.75 |
3,808.75 |
4,028.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,105.00 |
3,998.50 |
106.50 |
2.6% |
40.50 |
1.0% |
45% |
False |
False |
28 |
| 10 |
4,105.00 |
3,998.50 |
106.50 |
2.6% |
38.75 |
1.0% |
45% |
False |
False |
21 |
| 20 |
4,105.00 |
3,998.50 |
106.50 |
2.6% |
26.75 |
0.7% |
45% |
False |
False |
16 |
| 40 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
21.25 |
0.5% |
79% |
False |
False |
10 |
| 60 |
4,105.00 |
3,817.75 |
287.25 |
7.1% |
16.00 |
0.4% |
80% |
False |
False |
8 |
| 80 |
4,105.00 |
3,706.25 |
398.75 |
9.9% |
12.25 |
0.3% |
85% |
False |
False |
6 |
| 100 |
4,105.00 |
3,516.75 |
588.25 |
14.5% |
10.25 |
0.3% |
90% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,251.25 |
|
2.618 |
4,183.00 |
|
1.618 |
4,141.25 |
|
1.000 |
4,115.50 |
|
0.618 |
4,099.50 |
|
HIGH |
4,073.75 |
|
0.618 |
4,057.75 |
|
0.500 |
4,053.00 |
|
0.382 |
4,048.00 |
|
LOW |
4,032.00 |
|
0.618 |
4,006.25 |
|
1.000 |
3,990.25 |
|
1.618 |
3,964.50 |
|
2.618 |
3,922.75 |
|
4.250 |
3,854.50 |
|
|