| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
1,987.25 |
1,998.00 |
10.75 |
0.5% |
1,961.50 |
| High |
1,998.50 |
2,006.50 |
8.00 |
0.4% |
2,006.50 |
| Low |
1,985.75 |
1,991.00 |
5.25 |
0.3% |
1,961.50 |
| Close |
1,997.00 |
1,996.00 |
-1.00 |
-0.1% |
1,996.00 |
| Range |
12.75 |
15.50 |
2.75 |
21.6% |
45.00 |
| ATR |
14.10 |
14.20 |
0.10 |
0.7% |
0.00 |
| Volume |
507 |
320 |
-187 |
-36.9% |
2,085 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,044.25 |
2,035.75 |
2,004.50 |
|
| R3 |
2,028.75 |
2,020.25 |
2,000.25 |
|
| R2 |
2,013.25 |
2,013.25 |
1,998.75 |
|
| R1 |
2,004.75 |
2,004.75 |
1,997.50 |
2,001.25 |
| PP |
1,997.75 |
1,997.75 |
1,997.75 |
1,996.00 |
| S1 |
1,989.25 |
1,989.25 |
1,994.50 |
1,985.75 |
| S2 |
1,982.25 |
1,982.25 |
1,993.25 |
|
| S3 |
1,966.75 |
1,973.75 |
1,991.75 |
|
| S4 |
1,951.25 |
1,958.25 |
1,987.50 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.00 |
2,104.50 |
2,020.75 |
|
| R3 |
2,078.00 |
2,059.50 |
2,008.50 |
|
| R2 |
2,033.00 |
2,033.00 |
2,004.25 |
|
| R1 |
2,014.50 |
2,014.50 |
2,000.00 |
2,023.75 |
| PP |
1,988.00 |
1,988.00 |
1,988.00 |
1,992.50 |
| S1 |
1,969.50 |
1,969.50 |
1,992.00 |
1,978.75 |
| S2 |
1,943.00 |
1,943.00 |
1,987.75 |
|
| S3 |
1,898.00 |
1,924.50 |
1,983.50 |
|
| S4 |
1,853.00 |
1,879.50 |
1,971.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,006.50 |
1,961.50 |
45.00 |
2.3% |
15.50 |
0.8% |
77% |
True |
False |
417 |
| 10 |
2,006.50 |
1,961.50 |
45.00 |
2.3% |
14.75 |
0.7% |
77% |
True |
False |
428 |
| 20 |
2,006.50 |
1,961.50 |
45.00 |
2.3% |
12.75 |
0.6% |
77% |
True |
False |
260 |
| 40 |
2,006.50 |
1,877.00 |
129.50 |
6.5% |
14.25 |
0.7% |
92% |
True |
False |
154 |
| 60 |
2,006.50 |
1,877.00 |
129.50 |
6.5% |
13.25 |
0.7% |
92% |
True |
False |
112 |
| 80 |
2,006.50 |
1,877.00 |
129.50 |
6.5% |
11.50 |
0.6% |
92% |
True |
False |
88 |
| 100 |
2,006.50 |
1,841.00 |
165.50 |
8.3% |
10.00 |
0.5% |
94% |
True |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.50 |
|
2.618 |
2,047.00 |
|
1.618 |
2,031.50 |
|
1.000 |
2,022.00 |
|
0.618 |
2,016.00 |
|
HIGH |
2,006.50 |
|
0.618 |
2,000.50 |
|
0.500 |
1,998.75 |
|
0.382 |
1,997.00 |
|
LOW |
1,991.00 |
|
0.618 |
1,981.50 |
|
1.000 |
1,975.50 |
|
1.618 |
1,966.00 |
|
2.618 |
1,950.50 |
|
4.250 |
1,925.00 |
|
|