| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,046.00 |
4,030.75 |
-15.25 |
-0.4% |
4,037.75 |
| High |
4,053.00 |
4,082.50 |
29.50 |
0.7% |
4,105.00 |
| Low |
4,025.00 |
4,030.75 |
5.75 |
0.1% |
3,998.50 |
| Close |
4,030.50 |
4,081.25 |
50.75 |
1.3% |
4,086.50 |
| Range |
28.00 |
51.75 |
23.75 |
84.8% |
106.50 |
| ATR |
31.39 |
32.86 |
1.47 |
4.7% |
0.00 |
| Volume |
61 |
62 |
1 |
1.6% |
110 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,220.00 |
4,202.50 |
4,109.75 |
|
| R3 |
4,168.25 |
4,150.75 |
4,095.50 |
|
| R2 |
4,116.50 |
4,116.50 |
4,090.75 |
|
| R1 |
4,099.00 |
4,099.00 |
4,086.00 |
4,107.75 |
| PP |
4,064.75 |
4,064.75 |
4,064.75 |
4,069.25 |
| S1 |
4,047.25 |
4,047.25 |
4,076.50 |
4,056.00 |
| S2 |
4,013.00 |
4,013.00 |
4,071.75 |
|
| S3 |
3,961.25 |
3,995.50 |
4,067.00 |
|
| S4 |
3,909.50 |
3,943.75 |
4,052.75 |
|
|
| 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 |
4,025.00 |
80.00 |
2.0% |
36.25 |
0.9% |
70% |
False |
False |
41 |
| 10 |
4,105.00 |
3,998.50 |
106.50 |
2.6% |
40.50 |
1.0% |
78% |
False |
False |
32 |
| 20 |
4,105.00 |
3,998.50 |
106.50 |
2.6% |
30.25 |
0.7% |
78% |
False |
False |
22 |
| 40 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
22.00 |
0.5% |
92% |
False |
False |
12 |
| 60 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
17.25 |
0.4% |
92% |
False |
False |
10 |
| 80 |
4,105.00 |
3,709.50 |
395.50 |
9.7% |
13.25 |
0.3% |
94% |
False |
False |
8 |
| 100 |
4,105.00 |
3,516.75 |
588.25 |
14.4% |
11.00 |
0.3% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,302.50 |
|
2.618 |
4,218.00 |
|
1.618 |
4,166.25 |
|
1.000 |
4,134.25 |
|
0.618 |
4,114.50 |
|
HIGH |
4,082.50 |
|
0.618 |
4,062.75 |
|
0.500 |
4,056.50 |
|
0.382 |
4,050.50 |
|
LOW |
4,030.75 |
|
0.618 |
3,998.75 |
|
1.000 |
3,979.00 |
|
1.618 |
3,947.00 |
|
2.618 |
3,895.25 |
|
4.250 |
3,810.75 |
|
|