Day Change Summary |
|
Previous |
Current |
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|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4,024.75 |
4,031.00 |
6.25 |
0.2% |
4,070.00 |
High |
4,057.50 |
4,031.00 |
-26.50 |
-0.7% |
4,082.50 |
Low |
4,024.75 |
3,959.50 |
-65.25 |
-1.6% |
3,998.00 |
Close |
4,038.00 |
3,976.00 |
-62.00 |
-1.5% |
4,039.25 |
Range |
32.75 |
71.50 |
38.75 |
118.3% |
84.50 |
ATR |
37.19 |
40.14 |
2.95 |
7.9% |
0.00 |
Volume |
358 |
313 |
-45 |
-12.6% |
322 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,203.25 |
4,161.25 |
4,015.25 |
|
R3 |
4,131.75 |
4,089.75 |
3,995.75 |
|
R2 |
4,060.25 |
4,060.25 |
3,989.00 |
|
R1 |
4,018.25 |
4,018.25 |
3,982.50 |
4,003.50 |
PP |
3,988.75 |
3,988.75 |
3,988.75 |
3,981.50 |
S1 |
3,946.75 |
3,946.75 |
3,969.50 |
3,932.00 |
S2 |
3,917.25 |
3,917.25 |
3,963.00 |
|
S3 |
3,845.75 |
3,875.25 |
3,956.25 |
|
S4 |
3,774.25 |
3,803.75 |
3,936.75 |
|
|
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 |
4,080.50 |
3,959.50 |
121.00 |
3.0% |
55.00 |
1.4% |
14% |
False |
True |
188 |
10 |
4,105.00 |
3,959.50 |
145.50 |
3.7% |
45.50 |
1.1% |
11% |
False |
True |
115 |
20 |
4,105.00 |
3,959.50 |
145.50 |
3.7% |
40.00 |
1.0% |
11% |
False |
True |
67 |
40 |
4,105.00 |
3,825.00 |
280.00 |
7.0% |
26.25 |
0.7% |
54% |
False |
False |
35 |
60 |
4,105.00 |
3,825.00 |
280.00 |
7.0% |
21.75 |
0.5% |
54% |
False |
False |
25 |
80 |
4,105.00 |
3,749.50 |
355.50 |
8.9% |
16.50 |
0.4% |
64% |
False |
False |
19 |
100 |
4,105.00 |
3,542.50 |
562.50 |
14.1% |
13.75 |
0.3% |
77% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,335.00 |
2.618 |
4,218.25 |
1.618 |
4,146.75 |
1.000 |
4,102.50 |
0.618 |
4,075.25 |
HIGH |
4,031.00 |
0.618 |
4,003.75 |
0.500 |
3,995.25 |
0.382 |
3,986.75 |
LOW |
3,959.50 |
0.618 |
3,915.25 |
1.000 |
3,888.00 |
1.618 |
3,843.75 |
2.618 |
3,772.25 |
4.250 |
3,655.50 |
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