| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,903.37 |
3,873.17 |
-30.20 |
-0.8% |
3,844.45 |
| High |
3,906.22 |
3,896.38 |
-9.84 |
-0.3% |
3,923.15 |
| Low |
3,848.18 |
3,863.20 |
15.02 |
0.4% |
3,841.70 |
| Close |
3,864.07 |
3,892.91 |
28.84 |
0.7% |
3,923.01 |
| Range |
58.04 |
33.18 |
-24.86 |
-42.8% |
81.45 |
| ATR |
31.55 |
31.67 |
0.12 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,983.70 |
3,971.49 |
3,911.16 |
|
| R3 |
3,950.52 |
3,938.31 |
3,902.03 |
|
| R2 |
3,917.34 |
3,917.34 |
3,898.99 |
|
| R1 |
3,905.13 |
3,905.13 |
3,895.95 |
3,911.24 |
| PP |
3,884.16 |
3,884.16 |
3,884.16 |
3,887.22 |
| S1 |
3,871.95 |
3,871.95 |
3,889.87 |
3,878.06 |
| S2 |
3,850.98 |
3,850.98 |
3,886.83 |
|
| S3 |
3,817.80 |
3,838.77 |
3,883.79 |
|
| S4 |
3,784.62 |
3,805.59 |
3,874.66 |
|
|
| 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 |
1.9% |
29.18 |
0.7% |
59% |
False |
False |
|
| 10 |
3,923.92 |
3,792.31 |
131.61 |
3.4% |
29.42 |
0.8% |
76% |
False |
False |
|
| 20 |
3,923.92 |
3,751.69 |
172.23 |
4.4% |
28.70 |
0.7% |
82% |
False |
False |
|
| 40 |
3,923.92 |
3,542.63 |
381.29 |
9.8% |
29.39 |
0.8% |
92% |
False |
False |
|
| 60 |
3,923.92 |
3,414.11 |
509.81 |
13.1% |
35.33 |
0.9% |
94% |
False |
False |
|
| 80 |
3,923.92 |
3,414.11 |
509.81 |
13.1% |
41.28 |
1.1% |
94% |
False |
False |
|
| 100 |
3,923.92 |
3,414.11 |
509.81 |
13.1% |
40.23 |
1.0% |
94% |
False |
False |
|
| 120 |
3,923.92 |
3,414.11 |
509.81 |
13.1% |
40.32 |
1.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,037.40 |
|
2.618 |
3,983.25 |
|
1.618 |
3,950.07 |
|
1.000 |
3,929.56 |
|
0.618 |
3,916.89 |
|
HIGH |
3,896.38 |
|
0.618 |
3,883.71 |
|
0.500 |
3,879.79 |
|
0.382 |
3,875.87 |
|
LOW |
3,863.20 |
|
0.618 |
3,842.69 |
|
1.000 |
3,830.02 |
|
1.618 |
3,809.51 |
|
2.618 |
3,776.33 |
|
4.250 |
3,722.19 |
|
|