| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,917.89 |
3,903.37 |
-14.52 |
-0.4% |
3,844.45 |
| High |
3,923.92 |
3,906.22 |
-17.70 |
-0.5% |
3,923.15 |
| Low |
3,904.67 |
3,848.18 |
-56.49 |
-1.4% |
3,841.70 |
| Close |
3,910.71 |
3,864.07 |
-46.64 |
-1.2% |
3,923.01 |
| Range |
19.25 |
58.04 |
38.79 |
201.5% |
81.45 |
| ATR |
29.17 |
31.55 |
2.38 |
8.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,046.94 |
4,013.55 |
3,895.99 |
|
| R3 |
3,988.90 |
3,955.51 |
3,880.03 |
|
| R2 |
3,930.86 |
3,930.86 |
3,874.71 |
|
| R1 |
3,897.47 |
3,897.47 |
3,869.39 |
3,885.15 |
| PP |
3,872.82 |
3,872.82 |
3,872.82 |
3,866.66 |
| S1 |
3,839.43 |
3,839.43 |
3,858.75 |
3,827.11 |
| S2 |
3,814.78 |
3,814.78 |
3,853.43 |
|
| S3 |
3,756.74 |
3,781.39 |
3,848.11 |
|
| S4 |
3,698.70 |
3,723.35 |
3,832.15 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,140.30 |
4,113.11 |
3,967.81 |
|
| R3 |
4,058.85 |
4,031.66 |
3,945.41 |
|
| R2 |
3,977.40 |
3,977.40 |
3,937.94 |
|
| R1 |
3,950.21 |
3,950.21 |
3,930.48 |
3,963.81 |
| PP |
3,895.95 |
3,895.95 |
3,895.95 |
3,902.75 |
| S1 |
3,868.76 |
3,868.76 |
3,915.54 |
3,882.36 |
| S2 |
3,814.50 |
3,814.50 |
3,908.08 |
|
| S3 |
3,733.05 |
3,787.31 |
3,900.61 |
|
| S4 |
3,651.60 |
3,705.86 |
3,878.21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,923.92 |
3,848.18 |
75.74 |
2.0% |
30.36 |
0.8% |
21% |
False |
True |
|
| 10 |
3,923.92 |
3,791.12 |
132.80 |
3.4% |
30.71 |
0.8% |
55% |
False |
False |
|
| 20 |
3,923.92 |
3,751.69 |
172.23 |
4.5% |
27.84 |
0.7% |
65% |
False |
False |
|
| 40 |
3,923.92 |
3,542.63 |
381.29 |
9.9% |
29.55 |
0.8% |
84% |
False |
False |
|
| 60 |
3,923.92 |
3,414.11 |
509.81 |
13.2% |
35.81 |
0.9% |
88% |
False |
False |
|
| 80 |
3,923.92 |
3,414.11 |
509.81 |
13.2% |
41.24 |
1.1% |
88% |
False |
False |
|
| 100 |
3,923.92 |
3,414.11 |
509.81 |
13.2% |
40.48 |
1.0% |
88% |
False |
False |
|
| 120 |
3,923.92 |
3,414.11 |
509.81 |
13.2% |
40.23 |
1.0% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,152.89 |
|
2.618 |
4,058.17 |
|
1.618 |
4,000.13 |
|
1.000 |
3,964.26 |
|
0.618 |
3,942.09 |
|
HIGH |
3,906.22 |
|
0.618 |
3,884.05 |
|
0.500 |
3,877.20 |
|
0.382 |
3,870.35 |
|
LOW |
3,848.18 |
|
0.618 |
3,812.31 |
|
1.000 |
3,790.14 |
|
1.618 |
3,754.27 |
|
2.618 |
3,696.23 |
|
4.250 |
3,601.51 |
|
|