Day Change Summary |
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Previous |
Current |
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20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3,812.00 |
3,871.50 |
59.50 |
1.6% |
3,835.00 |
High |
3,873.75 |
3,970.00 |
96.25 |
2.5% |
3,878.00 |
Low |
3,787.50 |
3,840.50 |
53.00 |
1.4% |
3,687.00 |
Close |
3,859.25 |
3,964.50 |
105.25 |
2.7% |
3,797.25 |
Range |
86.25 |
129.50 |
43.25 |
50.1% |
191.00 |
ATR |
68.67 |
73.02 |
4.34 |
6.3% |
0.00 |
Volume |
552 |
557 |
5 |
0.9% |
1,676 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,313.50 |
4,268.50 |
4,035.75 |
|
R3 |
4,184.00 |
4,139.00 |
4,000.00 |
|
R2 |
4,054.50 |
4,054.50 |
3,988.25 |
|
R1 |
4,009.50 |
4,009.50 |
3,976.25 |
4,032.00 |
PP |
3,925.00 |
3,925.00 |
3,925.00 |
3,936.25 |
S1 |
3,880.00 |
3,880.00 |
3,952.75 |
3,902.50 |
S2 |
3,795.50 |
3,795.50 |
3,940.75 |
|
S3 |
3,666.00 |
3,750.50 |
3,929.00 |
|
S4 |
3,536.50 |
3,621.00 |
3,893.25 |
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Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,360.50 |
4,269.75 |
3,902.25 |
|
R3 |
4,169.50 |
4,078.75 |
3,849.75 |
|
R2 |
3,978.50 |
3,978.50 |
3,832.25 |
|
R1 |
3,887.75 |
3,887.75 |
3,814.75 |
3,837.50 |
PP |
3,787.50 |
3,787.50 |
3,787.50 |
3,762.25 |
S1 |
3,696.75 |
3,696.75 |
3,779.75 |
3,646.50 |
S2 |
3,596.50 |
3,596.50 |
3,762.25 |
|
S3 |
3,405.50 |
3,505.75 |
3,744.75 |
|
S4 |
3,214.50 |
3,314.75 |
3,692.25 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,970.00 |
3,687.00 |
283.00 |
7.1% |
103.25 |
2.6% |
98% |
True |
False |
453 |
10 |
4,041.75 |
3,687.00 |
354.75 |
8.9% |
98.25 |
2.5% |
78% |
False |
False |
317 |
20 |
4,082.50 |
3,687.00 |
395.50 |
10.0% |
76.00 |
1.9% |
70% |
False |
False |
253 |
40 |
4,105.00 |
3,687.00 |
418.00 |
10.5% |
52.00 |
1.3% |
66% |
False |
False |
136 |
60 |
4,105.00 |
3,687.00 |
418.00 |
10.5% |
39.50 |
1.0% |
66% |
False |
False |
92 |
80 |
4,105.00 |
3,687.00 |
418.00 |
10.5% |
31.25 |
0.8% |
66% |
False |
False |
70 |
100 |
4,105.00 |
3,687.00 |
418.00 |
10.5% |
25.25 |
0.6% |
66% |
False |
False |
56 |
120 |
4,105.00 |
3,516.75 |
588.25 |
14.8% |
21.50 |
0.5% |
76% |
False |
False |
47 |
|
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Fibonacci Retracements and Extensions |
4.250 |
4,520.50 |
2.618 |
4,309.00 |
1.618 |
4,179.50 |
1.000 |
4,099.50 |
0.618 |
4,050.00 |
HIGH |
3,970.00 |
0.618 |
3,920.50 |
0.500 |
3,905.25 |
0.382 |
3,890.00 |
LOW |
3,840.50 |
0.618 |
3,760.50 |
1.000 |
3,711.00 |
1.618 |
3,631.00 |
2.618 |
3,501.50 |
4.250 |
3,290.00 |
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