| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3,806.00 |
3,733.75 |
-72.25 |
-1.9% |
4,017.50 |
| High |
3,808.00 |
3,779.50 |
-28.50 |
-0.7% |
4,041.75 |
| Low |
3,691.75 |
3,687.00 |
-4.75 |
-0.1% |
3,842.75 |
| Close |
3,745.25 |
3,734.75 |
-10.50 |
-0.3% |
3,846.50 |
| Range |
116.25 |
92.50 |
-23.75 |
-20.4% |
199.00 |
| ATR |
62.88 |
65.00 |
2.12 |
3.4% |
0.00 |
| Volume |
503 |
450 |
-53 |
-10.5% |
633 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,011.25 |
3,965.50 |
3,785.50 |
|
| R3 |
3,918.75 |
3,873.00 |
3,760.25 |
|
| R2 |
3,826.25 |
3,826.25 |
3,751.75 |
|
| R1 |
3,780.50 |
3,780.50 |
3,743.25 |
3,803.50 |
| PP |
3,733.75 |
3,733.75 |
3,733.75 |
3,745.25 |
| S1 |
3,688.00 |
3,688.00 |
3,726.25 |
3,711.00 |
| S2 |
3,641.25 |
3,641.25 |
3,717.75 |
|
| S3 |
3,548.75 |
3,595.50 |
3,709.25 |
|
| S4 |
3,456.25 |
3,503.00 |
3,684.00 |
|
|
| 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 |
3,958.25 |
3,687.00 |
271.25 |
7.3% |
93.75 |
2.5% |
18% |
False |
True |
325 |
| 10 |
4,041.75 |
3,687.00 |
354.75 |
9.5% |
83.00 |
2.2% |
13% |
False |
True |
232 |
| 20 |
4,105.00 |
3,687.00 |
418.00 |
11.2% |
65.75 |
1.8% |
11% |
False |
True |
194 |
| 40 |
4,105.00 |
3,687.00 |
418.00 |
11.2% |
44.75 |
1.2% |
11% |
False |
True |
104 |
| 60 |
4,105.00 |
3,687.00 |
418.00 |
11.2% |
35.25 |
0.9% |
11% |
False |
True |
70 |
| 80 |
4,105.00 |
3,687.00 |
418.00 |
11.2% |
27.50 |
0.7% |
11% |
False |
True |
54 |
| 100 |
4,105.00 |
3,687.00 |
418.00 |
11.2% |
22.25 |
0.6% |
11% |
False |
True |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,172.50 |
|
2.618 |
4,021.75 |
|
1.618 |
3,929.25 |
|
1.000 |
3,872.00 |
|
0.618 |
3,836.75 |
|
HIGH |
3,779.50 |
|
0.618 |
3,744.25 |
|
0.500 |
3,733.25 |
|
0.382 |
3,722.25 |
|
LOW |
3,687.00 |
|
0.618 |
3,629.75 |
|
1.000 |
3,594.50 |
|
1.618 |
3,537.25 |
|
2.618 |
3,444.75 |
|
4.250 |
3,294.00 |
|
|