| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,844.45 |
3,864.14 |
19.69 |
0.5% |
3,802.25 |
| High |
3,860.65 |
3,902.93 |
42.28 |
1.1% |
3,844.89 |
| Low |
3,841.70 |
3,863.81 |
22.11 |
0.6% |
3,791.12 |
| Close |
3,849.48 |
3,894.33 |
44.85 |
1.2% |
3,844.44 |
| Range |
18.95 |
39.12 |
20.17 |
106.4% |
53.77 |
| ATR |
30.02 |
31.70 |
1.67 |
5.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,004.38 |
3,988.48 |
3,915.85 |
|
| R3 |
3,965.26 |
3,949.36 |
3,905.09 |
|
| R2 |
3,926.14 |
3,926.14 |
3,901.50 |
|
| R1 |
3,910.24 |
3,910.24 |
3,897.92 |
3,918.19 |
| PP |
3,887.02 |
3,887.02 |
3,887.02 |
3,891.00 |
| S1 |
3,871.12 |
3,871.12 |
3,890.74 |
3,879.07 |
| S2 |
3,847.90 |
3,847.90 |
3,887.16 |
|
| S3 |
3,808.78 |
3,832.00 |
3,883.57 |
|
| S4 |
3,769.66 |
3,792.88 |
3,872.81 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,988.13 |
3,970.05 |
3,874.01 |
|
| R3 |
3,934.36 |
3,916.28 |
3,859.23 |
|
| R2 |
3,880.59 |
3,880.59 |
3,854.30 |
|
| R1 |
3,862.51 |
3,862.51 |
3,849.37 |
3,871.55 |
| PP |
3,826.82 |
3,826.82 |
3,826.82 |
3,831.34 |
| S1 |
3,808.74 |
3,808.74 |
3,839.51 |
3,817.78 |
| S2 |
3,773.05 |
3,773.05 |
3,834.58 |
|
| S3 |
3,719.28 |
3,754.97 |
3,829.65 |
|
| S4 |
3,665.51 |
3,701.20 |
3,814.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,902.93 |
3,792.31 |
110.62 |
2.8% |
29.67 |
0.8% |
92% |
True |
False |
|
| 10 |
3,902.93 |
3,764.53 |
138.40 |
3.6% |
29.01 |
0.7% |
94% |
True |
False |
|
| 20 |
3,902.93 |
3,715.24 |
187.69 |
4.8% |
27.94 |
0.7% |
95% |
True |
False |
|
| 40 |
3,902.93 |
3,506.35 |
396.58 |
10.2% |
31.74 |
0.8% |
98% |
True |
False |
|
| 60 |
3,902.93 |
3,414.11 |
488.82 |
12.6% |
38.80 |
1.0% |
98% |
True |
False |
|
| 80 |
3,902.93 |
3,414.11 |
488.82 |
12.6% |
42.32 |
1.1% |
98% |
True |
False |
|
| 100 |
3,902.93 |
3,414.11 |
488.82 |
12.6% |
40.76 |
1.0% |
98% |
True |
False |
|
| 120 |
3,902.93 |
3,414.11 |
488.82 |
12.6% |
40.95 |
1.1% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,069.19 |
|
2.618 |
4,005.35 |
|
1.618 |
3,966.23 |
|
1.000 |
3,942.05 |
|
0.618 |
3,927.11 |
|
HIGH |
3,902.93 |
|
0.618 |
3,887.99 |
|
0.500 |
3,883.37 |
|
0.382 |
3,878.75 |
|
LOW |
3,863.81 |
|
0.618 |
3,839.63 |
|
1.000 |
3,824.69 |
|
1.618 |
3,800.51 |
|
2.618 |
3,761.39 |
|
4.250 |
3,697.55 |
|
|