| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,078.25 |
4,004.00 |
-74.25 |
-1.8% |
4,070.00 |
| High |
4,080.50 |
4,042.00 |
-38.50 |
-0.9% |
4,082.50 |
| Low |
3,998.00 |
4,001.25 |
3.25 |
0.1% |
3,998.00 |
| Close |
4,001.00 |
4,039.25 |
38.25 |
1.0% |
4,039.25 |
| Range |
82.50 |
40.75 |
-41.75 |
-50.6% |
84.50 |
| ATR |
36.46 |
36.79 |
0.32 |
0.9% |
0.00 |
| Volume |
61 |
93 |
32 |
52.5% |
322 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,149.75 |
4,135.25 |
4,061.75 |
|
| R3 |
4,109.00 |
4,094.50 |
4,050.50 |
|
| R2 |
4,068.25 |
4,068.25 |
4,046.75 |
|
| R1 |
4,053.75 |
4,053.75 |
4,043.00 |
4,061.00 |
| PP |
4,027.50 |
4,027.50 |
4,027.50 |
4,031.00 |
| S1 |
4,013.00 |
4,013.00 |
4,035.50 |
4,020.25 |
| S2 |
3,986.75 |
3,986.75 |
4,031.75 |
|
| S3 |
3,946.00 |
3,972.25 |
4,028.00 |
|
| S4 |
3,905.25 |
3,931.50 |
4,016.75 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,293.50 |
4,250.75 |
4,085.75 |
|
| R3 |
4,209.00 |
4,166.25 |
4,062.50 |
|
| R2 |
4,124.50 |
4,124.50 |
4,054.75 |
|
| R1 |
4,081.75 |
4,081.75 |
4,047.00 |
4,061.00 |
| PP |
4,040.00 |
4,040.00 |
4,040.00 |
4,029.50 |
| S1 |
3,997.25 |
3,997.25 |
4,031.50 |
3,976.50 |
| S2 |
3,955.50 |
3,955.50 |
4,023.75 |
|
| S3 |
3,871.00 |
3,912.75 |
4,016.00 |
|
| S4 |
3,786.50 |
3,828.25 |
3,992.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,082.50 |
3,998.00 |
84.50 |
2.1% |
49.00 |
1.2% |
49% |
False |
False |
64 |
| 10 |
4,105.00 |
3,998.00 |
107.00 |
2.6% |
46.50 |
1.2% |
39% |
False |
False |
43 |
| 20 |
4,105.00 |
3,998.00 |
107.00 |
2.6% |
35.25 |
0.9% |
39% |
False |
False |
30 |
| 40 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
23.50 |
0.6% |
77% |
False |
False |
16 |
| 60 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
19.25 |
0.5% |
77% |
False |
False |
12 |
| 80 |
4,105.00 |
3,744.25 |
360.75 |
8.9% |
14.75 |
0.4% |
82% |
False |
False |
10 |
| 100 |
4,105.00 |
3,516.75 |
588.25 |
14.6% |
12.25 |
0.3% |
89% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,215.25 |
|
2.618 |
4,148.75 |
|
1.618 |
4,108.00 |
|
1.000 |
4,082.75 |
|
0.618 |
4,067.25 |
|
HIGH |
4,042.00 |
|
0.618 |
4,026.50 |
|
0.500 |
4,021.50 |
|
0.382 |
4,016.75 |
|
LOW |
4,001.25 |
|
0.618 |
3,976.00 |
|
1.000 |
3,960.50 |
|
1.618 |
3,935.25 |
|
2.618 |
3,894.50 |
|
4.250 |
3,828.00 |
|
|