| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,835.00 |
3,802.00 |
-33.00 |
-0.9% |
4,017.50 |
| High |
3,878.00 |
3,841.00 |
-37.00 |
-1.0% |
4,041.75 |
| Low |
3,786.25 |
3,788.00 |
1.75 |
0.0% |
3,842.75 |
| Close |
3,792.00 |
3,805.25 |
13.25 |
0.3% |
3,846.50 |
| Range |
91.75 |
53.00 |
-38.75 |
-42.2% |
199.00 |
| ATR |
59.22 |
58.78 |
-0.44 |
-0.8% |
0.00 |
| Volume |
230 |
290 |
60 |
26.1% |
633 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,970.50 |
3,940.75 |
3,834.50 |
|
| R3 |
3,917.50 |
3,887.75 |
3,819.75 |
|
| R2 |
3,864.50 |
3,864.50 |
3,815.00 |
|
| R1 |
3,834.75 |
3,834.75 |
3,810.00 |
3,849.50 |
| PP |
3,811.50 |
3,811.50 |
3,811.50 |
3,818.75 |
| S1 |
3,781.75 |
3,781.75 |
3,800.50 |
3,796.50 |
| S2 |
3,758.50 |
3,758.50 |
3,795.50 |
|
| S3 |
3,705.50 |
3,728.75 |
3,790.75 |
|
| S4 |
3,652.50 |
3,675.75 |
3,776.00 |
|
|
| 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% |
93.25 |
2.5% |
7% |
False |
False |
181 |
| 10 |
4,041.75 |
3,786.25 |
255.50 |
6.7% |
75.00 |
2.0% |
7% |
False |
False |
212 |
| 20 |
4,105.00 |
3,786.25 |
318.75 |
8.4% |
58.75 |
1.5% |
6% |
False |
False |
149 |
| 40 |
4,105.00 |
3,786.25 |
318.75 |
8.4% |
40.00 |
1.1% |
6% |
False |
False |
80 |
| 60 |
4,105.00 |
3,786.25 |
318.75 |
8.4% |
31.75 |
0.8% |
6% |
False |
False |
55 |
| 80 |
4,105.00 |
3,781.00 |
324.00 |
8.5% |
25.00 |
0.7% |
7% |
False |
False |
42 |
| 100 |
4,105.00 |
3,654.00 |
451.00 |
11.9% |
20.25 |
0.5% |
34% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,066.25 |
|
2.618 |
3,979.75 |
|
1.618 |
3,926.75 |
|
1.000 |
3,894.00 |
|
0.618 |
3,873.75 |
|
HIGH |
3,841.00 |
|
0.618 |
3,820.75 |
|
0.500 |
3,814.50 |
|
0.382 |
3,808.25 |
|
LOW |
3,788.00 |
|
0.618 |
3,755.25 |
|
1.000 |
3,735.00 |
|
1.618 |
3,702.25 |
|
2.618 |
3,649.25 |
|
4.250 |
3,562.75 |
|
|