| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,981.50 |
1,961.50 |
-20.00 |
-1.0% |
1,990.50 |
| High |
1,982.75 |
1,970.25 |
-12.50 |
-0.6% |
1,990.50 |
| Low |
1,963.75 |
1,961.50 |
-2.25 |
-0.1% |
1,963.75 |
| Close |
1,969.25 |
1,968.50 |
-0.75 |
0.0% |
1,969.25 |
| Range |
19.00 |
8.75 |
-10.25 |
-53.9% |
26.75 |
| ATR |
13.65 |
13.30 |
-0.35 |
-2.6% |
0.00 |
| Volume |
290 |
597 |
307 |
105.9% |
2,204 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.00 |
1,989.50 |
1,973.25 |
|
| R3 |
1,984.25 |
1,980.75 |
1,971.00 |
|
| R2 |
1,975.50 |
1,975.50 |
1,970.00 |
|
| R1 |
1,972.00 |
1,972.00 |
1,969.25 |
1,973.75 |
| PP |
1,966.75 |
1,966.75 |
1,966.75 |
1,967.50 |
| S1 |
1,963.25 |
1,963.25 |
1,967.75 |
1,965.00 |
| S2 |
1,958.00 |
1,958.00 |
1,967.00 |
|
| S3 |
1,949.25 |
1,954.50 |
1,966.00 |
|
| S4 |
1,940.50 |
1,945.75 |
1,963.75 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,054.75 |
2,038.75 |
1,984.00 |
|
| R3 |
2,028.00 |
2,012.00 |
1,976.50 |
|
| R2 |
2,001.25 |
2,001.25 |
1,974.25 |
|
| R1 |
1,985.25 |
1,985.25 |
1,971.75 |
1,980.00 |
| PP |
1,974.50 |
1,974.50 |
1,974.50 |
1,971.75 |
| S1 |
1,958.50 |
1,958.50 |
1,966.75 |
1,953.00 |
| S2 |
1,947.75 |
1,947.75 |
1,964.25 |
|
| S3 |
1,921.00 |
1,931.75 |
1,962.00 |
|
| S4 |
1,894.25 |
1,905.00 |
1,954.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,987.00 |
1,961.50 |
25.50 |
1.3% |
13.50 |
0.7% |
27% |
False |
True |
533 |
| 10 |
1,996.00 |
1,961.50 |
34.50 |
1.8% |
14.25 |
0.7% |
20% |
False |
True |
351 |
| 20 |
1,996.00 |
1,945.25 |
50.75 |
2.6% |
11.25 |
0.6% |
46% |
False |
False |
197 |
| 40 |
1,996.00 |
1,877.00 |
119.00 |
6.0% |
13.25 |
0.7% |
77% |
False |
False |
120 |
| 60 |
1,996.00 |
1,877.00 |
119.00 |
6.0% |
12.75 |
0.6% |
77% |
False |
False |
91 |
| 80 |
1,996.00 |
1,867.25 |
128.75 |
6.5% |
10.75 |
0.6% |
79% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,007.50 |
|
2.618 |
1,993.25 |
|
1.618 |
1,984.50 |
|
1.000 |
1,979.00 |
|
0.618 |
1,975.75 |
|
HIGH |
1,970.25 |
|
0.618 |
1,967.00 |
|
0.500 |
1,966.00 |
|
0.382 |
1,964.75 |
|
LOW |
1,961.50 |
|
0.618 |
1,956.00 |
|
1.000 |
1,952.75 |
|
1.618 |
1,947.25 |
|
2.618 |
1,938.50 |
|
4.250 |
1,924.25 |
|
|