| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,946.25 |
3,835.00 |
-111.25 |
-2.8% |
4,017.50 |
| High |
3,958.25 |
3,878.00 |
-80.25 |
-2.0% |
4,041.75 |
| Low |
3,842.75 |
3,786.25 |
-56.50 |
-1.5% |
3,842.75 |
| Close |
3,846.50 |
3,792.00 |
-54.50 |
-1.4% |
3,846.50 |
| Range |
115.50 |
91.75 |
-23.75 |
-20.6% |
199.00 |
| ATR |
56.72 |
59.22 |
2.50 |
4.4% |
0.00 |
| Volume |
156 |
230 |
74 |
47.4% |
633 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,094.00 |
4,034.75 |
3,842.50 |
|
| R3 |
4,002.25 |
3,943.00 |
3,817.25 |
|
| R2 |
3,910.50 |
3,910.50 |
3,808.75 |
|
| R1 |
3,851.25 |
3,851.25 |
3,800.50 |
3,835.00 |
| PP |
3,818.75 |
3,818.75 |
3,818.75 |
3,810.50 |
| S1 |
3,759.50 |
3,759.50 |
3,783.50 |
3,743.25 |
| S2 |
3,727.00 |
3,727.00 |
3,775.25 |
|
| S3 |
3,635.25 |
3,667.75 |
3,766.75 |
|
| S4 |
3,543.50 |
3,576.00 |
3,741.50 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,507.25 |
4,376.00 |
3,956.00 |
|
| R3 |
4,308.25 |
4,177.00 |
3,901.25 |
|
| R2 |
4,109.25 |
4,109.25 |
3,883.00 |
|
| R1 |
3,978.00 |
3,978.00 |
3,864.75 |
3,944.00 |
| PP |
3,910.25 |
3,910.25 |
3,910.25 |
3,893.50 |
| S1 |
3,779.00 |
3,779.00 |
3,828.25 |
3,745.00 |
| S2 |
3,711.25 |
3,711.25 |
3,810.00 |
|
| S3 |
3,512.25 |
3,580.00 |
3,791.75 |
|
| S4 |
3,313.25 |
3,381.00 |
3,737.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,041.75 |
3,786.25 |
255.50 |
6.7% |
93.50 |
2.5% |
2% |
False |
True |
149 |
| 10 |
4,057.50 |
3,786.25 |
271.25 |
7.2% |
73.00 |
1.9% |
2% |
False |
True |
219 |
| 20 |
4,105.00 |
3,786.25 |
318.75 |
8.4% |
59.25 |
1.6% |
2% |
False |
True |
136 |
| 40 |
4,105.00 |
3,786.25 |
318.75 |
8.4% |
39.00 |
1.0% |
2% |
False |
True |
73 |
| 60 |
4,105.00 |
3,786.25 |
318.75 |
8.4% |
31.00 |
0.8% |
2% |
False |
True |
50 |
| 80 |
4,105.00 |
3,779.75 |
325.25 |
8.6% |
24.25 |
0.6% |
4% |
False |
False |
38 |
| 100 |
4,105.00 |
3,627.00 |
478.00 |
12.6% |
19.50 |
0.5% |
35% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,268.00 |
|
2.618 |
4,118.25 |
|
1.618 |
4,026.50 |
|
1.000 |
3,969.75 |
|
0.618 |
3,934.75 |
|
HIGH |
3,878.00 |
|
0.618 |
3,843.00 |
|
0.500 |
3,832.00 |
|
0.382 |
3,821.25 |
|
LOW |
3,786.25 |
|
0.618 |
3,729.50 |
|
1.000 |
3,694.50 |
|
1.618 |
3,637.75 |
|
2.618 |
3,546.00 |
|
4.250 |
3,396.25 |
|
|