| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,980.00 |
1,990.50 |
10.50 |
0.5% |
1,984.75 |
| High |
1,991.50 |
1,990.50 |
-1.00 |
-0.1% |
1,996.00 |
| Low |
1,973.00 |
1,979.25 |
6.25 |
0.3% |
1,973.00 |
| Close |
1,990.50 |
1,985.00 |
-5.50 |
-0.3% |
1,990.50 |
| Range |
18.50 |
11.25 |
-7.25 |
-39.2% |
23.00 |
| ATR |
13.42 |
13.27 |
-0.16 |
-1.2% |
0.00 |
| Volume |
172 |
135 |
-37 |
-21.5% |
714 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,018.75 |
2,013.00 |
1,991.25 |
|
| R3 |
2,007.50 |
2,001.75 |
1,988.00 |
|
| R2 |
1,996.25 |
1,996.25 |
1,987.00 |
|
| R1 |
1,990.50 |
1,990.50 |
1,986.00 |
1,987.75 |
| PP |
1,985.00 |
1,985.00 |
1,985.00 |
1,983.50 |
| S1 |
1,979.25 |
1,979.25 |
1,984.00 |
1,976.50 |
| S2 |
1,973.75 |
1,973.75 |
1,983.00 |
|
| S3 |
1,962.50 |
1,968.00 |
1,982.00 |
|
| S4 |
1,951.25 |
1,956.75 |
1,978.75 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,055.50 |
2,046.00 |
2,003.25 |
|
| R3 |
2,032.50 |
2,023.00 |
1,996.75 |
|
| R2 |
2,009.50 |
2,009.50 |
1,994.75 |
|
| R1 |
2,000.00 |
2,000.00 |
1,992.50 |
2,004.75 |
| PP |
1,986.50 |
1,986.50 |
1,986.50 |
1,989.00 |
| S1 |
1,977.00 |
1,977.00 |
1,988.50 |
1,981.75 |
| S2 |
1,963.50 |
1,963.50 |
1,986.25 |
|
| S3 |
1,940.50 |
1,954.00 |
1,984.25 |
|
| S4 |
1,917.50 |
1,931.00 |
1,977.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,996.00 |
1,973.00 |
23.00 |
1.2% |
15.25 |
0.8% |
52% |
False |
False |
169 |
| 10 |
1,996.00 |
1,973.00 |
23.00 |
1.2% |
11.25 |
0.6% |
52% |
False |
False |
100 |
| 20 |
1,996.00 |
1,909.00 |
87.00 |
4.4% |
11.50 |
0.6% |
87% |
False |
False |
71 |
| 40 |
1,996.00 |
1,877.00 |
119.00 |
6.0% |
13.75 |
0.7% |
91% |
False |
False |
57 |
| 60 |
1,996.00 |
1,877.00 |
119.00 |
6.0% |
12.00 |
0.6% |
91% |
False |
False |
48 |
| 80 |
1,996.00 |
1,842.25 |
153.75 |
7.7% |
10.50 |
0.5% |
93% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.25 |
|
2.618 |
2,020.00 |
|
1.618 |
2,008.75 |
|
1.000 |
2,001.75 |
|
0.618 |
1,997.50 |
|
HIGH |
1,990.50 |
|
0.618 |
1,986.25 |
|
0.500 |
1,985.00 |
|
0.382 |
1,983.50 |
|
LOW |
1,979.25 |
|
0.618 |
1,972.25 |
|
1.000 |
1,968.00 |
|
1.618 |
1,961.00 |
|
2.618 |
1,949.75 |
|
4.250 |
1,931.50 |
|
|