| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4,031.00 |
3,978.00 |
-53.00 |
-1.3% |
4,070.00 |
| High |
4,031.00 |
3,987.50 |
-43.50 |
-1.1% |
4,082.50 |
| Low |
3,959.50 |
3,929.00 |
-30.50 |
-0.8% |
3,998.00 |
| Close |
3,976.00 |
3,971.50 |
-4.50 |
-0.1% |
4,039.25 |
| Range |
71.50 |
58.50 |
-13.00 |
-18.2% |
84.50 |
| ATR |
40.14 |
41.45 |
1.31 |
3.3% |
0.00 |
| Volume |
313 |
440 |
127 |
40.6% |
322 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,138.25 |
4,113.25 |
4,003.75 |
|
| R3 |
4,079.75 |
4,054.75 |
3,987.50 |
|
| R2 |
4,021.25 |
4,021.25 |
3,982.25 |
|
| R1 |
3,996.25 |
3,996.25 |
3,976.75 |
3,979.50 |
| PP |
3,962.75 |
3,962.75 |
3,962.75 |
3,954.25 |
| S1 |
3,937.75 |
3,937.75 |
3,966.25 |
3,921.00 |
| S2 |
3,904.25 |
3,904.25 |
3,960.75 |
|
| S3 |
3,845.75 |
3,879.25 |
3,955.50 |
|
| S4 |
3,787.25 |
3,820.75 |
3,939.25 |
|
|
| 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 |
4,057.50 |
3,929.00 |
128.50 |
3.2% |
50.25 |
1.3% |
33% |
False |
True |
264 |
| 10 |
4,105.00 |
3,929.00 |
176.00 |
4.4% |
48.75 |
1.2% |
24% |
False |
True |
157 |
| 20 |
4,105.00 |
3,929.00 |
176.00 |
4.4% |
41.25 |
1.0% |
24% |
False |
True |
87 |
| 40 |
4,105.00 |
3,825.00 |
280.00 |
7.1% |
27.50 |
0.7% |
52% |
False |
False |
46 |
| 60 |
4,105.00 |
3,825.00 |
280.00 |
7.1% |
22.50 |
0.6% |
52% |
False |
False |
32 |
| 80 |
4,105.00 |
3,749.50 |
355.50 |
9.0% |
17.25 |
0.4% |
62% |
False |
False |
25 |
| 100 |
4,105.00 |
3,542.50 |
562.50 |
14.2% |
14.25 |
0.4% |
76% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,236.00 |
|
2.618 |
4,140.75 |
|
1.618 |
4,082.25 |
|
1.000 |
4,046.00 |
|
0.618 |
4,023.75 |
|
HIGH |
3,987.50 |
|
0.618 |
3,965.25 |
|
0.500 |
3,958.25 |
|
0.382 |
3,951.25 |
|
LOW |
3,929.00 |
|
0.618 |
3,892.75 |
|
1.000 |
3,870.50 |
|
1.618 |
3,834.25 |
|
2.618 |
3,775.75 |
|
4.250 |
3,680.50 |
|
|