| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4,036.00 |
4,024.75 |
-11.25 |
-0.3% |
4,070.00 |
| High |
4,041.50 |
4,057.50 |
16.00 |
0.4% |
4,082.50 |
| Low |
3,994.25 |
4,024.75 |
30.50 |
0.8% |
3,998.00 |
| Close |
4,029.50 |
4,038.00 |
8.50 |
0.2% |
4,039.25 |
| Range |
47.25 |
32.75 |
-14.50 |
-30.7% |
84.50 |
| ATR |
37.53 |
37.19 |
-0.34 |
-0.9% |
0.00 |
| Volume |
118 |
358 |
240 |
203.4% |
322 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,138.25 |
4,121.00 |
4,056.00 |
|
| R3 |
4,105.50 |
4,088.25 |
4,047.00 |
|
| R2 |
4,072.75 |
4,072.75 |
4,044.00 |
|
| R1 |
4,055.50 |
4,055.50 |
4,041.00 |
4,064.00 |
| PP |
4,040.00 |
4,040.00 |
4,040.00 |
4,044.50 |
| S1 |
4,022.75 |
4,022.75 |
4,035.00 |
4,031.50 |
| S2 |
4,007.25 |
4,007.25 |
4,032.00 |
|
| S3 |
3,974.50 |
3,990.00 |
4,029.00 |
|
| S4 |
3,941.75 |
3,957.25 |
4,020.00 |
|
|
| 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 |
3,994.25 |
88.25 |
2.2% |
51.00 |
1.3% |
50% |
False |
False |
138 |
| 10 |
4,105.00 |
3,994.25 |
110.75 |
2.7% |
42.50 |
1.1% |
40% |
False |
False |
86 |
| 20 |
4,105.00 |
3,994.25 |
110.75 |
2.7% |
38.00 |
0.9% |
40% |
False |
False |
52 |
| 40 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
25.00 |
0.6% |
76% |
False |
False |
28 |
| 60 |
4,105.00 |
3,825.00 |
280.00 |
6.9% |
20.50 |
0.5% |
76% |
False |
False |
20 |
| 80 |
4,105.00 |
3,749.50 |
355.50 |
8.8% |
15.75 |
0.4% |
81% |
False |
False |
15 |
| 100 |
4,105.00 |
3,527.00 |
578.00 |
14.3% |
13.00 |
0.3% |
88% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,196.75 |
|
2.618 |
4,143.25 |
|
1.618 |
4,110.50 |
|
1.000 |
4,090.25 |
|
0.618 |
4,077.75 |
|
HIGH |
4,057.50 |
|
0.618 |
4,045.00 |
|
0.500 |
4,041.00 |
|
0.382 |
4,037.25 |
|
LOW |
4,024.75 |
|
0.618 |
4,004.50 |
|
1.000 |
3,992.00 |
|
1.618 |
3,971.75 |
|
2.618 |
3,939.00 |
|
4.250 |
3,885.50 |
|
|