Day Change Summary |
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Previous |
Current |
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30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,054.86 |
4,043.33 |
-11.53 |
-0.3% |
4,091.87 |
High |
4,070.44 |
4,043.44 |
-27.00 |
-0.7% |
4,096.27 |
Low |
4,031.70 |
3,972.90 |
-58.80 |
-1.5% |
4,007.63 |
Close |
4,049.44 |
3,984.74 |
-64.70 |
-1.6% |
4,053.72 |
Range |
38.74 |
70.54 |
31.80 |
82.1% |
88.64 |
ATR |
42.29 |
44.74 |
2.45 |
5.8% |
0.00 |
Volume |
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Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,211.98 |
4,168.90 |
4,023.54 |
|
R3 |
4,141.44 |
4,098.36 |
4,004.14 |
|
R2 |
4,070.90 |
4,070.90 |
3,997.67 |
|
R1 |
4,027.82 |
4,027.82 |
3,991.21 |
4,014.09 |
PP |
4,000.36 |
4,000.36 |
4,000.36 |
3,993.50 |
S1 |
3,957.28 |
3,957.28 |
3,978.27 |
3,943.55 |
S2 |
3,929.82 |
3,929.82 |
3,971.81 |
|
S3 |
3,859.28 |
3,886.74 |
3,965.34 |
|
S4 |
3,788.74 |
3,816.20 |
3,945.94 |
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|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,318.46 |
4,274.73 |
4,102.47 |
|
R3 |
4,229.82 |
4,186.09 |
4,078.10 |
|
R2 |
4,141.18 |
4,141.18 |
4,069.97 |
|
R1 |
4,097.45 |
4,097.45 |
4,061.85 |
4,075.00 |
PP |
4,052.54 |
4,052.54 |
4,052.54 |
4,041.31 |
S1 |
4,008.81 |
4,008.81 |
4,045.59 |
3,986.36 |
S2 |
3,963.90 |
3,963.90 |
4,037.47 |
|
S3 |
3,875.26 |
3,920.17 |
4,029.34 |
|
S4 |
3,786.62 |
3,831.53 |
4,004.97 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,087.18 |
3,972.90 |
114.28 |
2.9% |
55.82 |
1.4% |
10% |
False |
True |
|
10 |
4,118.91 |
3,972.90 |
146.01 |
3.7% |
45.96 |
1.2% |
8% |
False |
True |
|
20 |
4,118.91 |
3,972.90 |
146.01 |
3.7% |
44.60 |
1.1% |
8% |
False |
True |
|
40 |
4,118.91 |
3,845.20 |
273.71 |
6.9% |
35.20 |
0.9% |
51% |
False |
False |
|
60 |
4,118.91 |
3,837.16 |
281.75 |
7.1% |
35.74 |
0.9% |
52% |
False |
False |
|
80 |
4,118.91 |
3,751.69 |
367.22 |
9.2% |
33.76 |
0.8% |
63% |
False |
False |
|
100 |
4,118.91 |
3,542.63 |
576.28 |
14.5% |
33.26 |
0.8% |
77% |
False |
False |
|
120 |
4,118.91 |
3,414.11 |
704.80 |
17.7% |
35.77 |
0.9% |
81% |
False |
False |
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Fibonacci Retracements and Extensions |
4.250 |
4,343.24 |
2.618 |
4,228.11 |
1.618 |
4,157.57 |
1.000 |
4,113.98 |
0.618 |
4,087.03 |
HIGH |
4,043.44 |
0.618 |
4,016.49 |
0.500 |
4,008.17 |
0.382 |
3,999.85 |
LOW |
3,972.90 |
0.618 |
3,929.31 |
1.000 |
3,902.36 |
1.618 |
3,858.77 |
2.618 |
3,788.23 |
4.250 |
3,673.11 |
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