| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,933.11 |
3,950.83 |
17.72 |
0.5% |
3,923.60 |
| High |
3,941.93 |
3,966.10 |
24.17 |
0.6% |
3,947.49 |
| Low |
3,917.74 |
3,949.09 |
31.35 |
0.8% |
3,866.22 |
| Close |
3,934.14 |
3,961.62 |
27.48 |
0.7% |
3,939.89 |
| Range |
24.19 |
17.01 |
-7.18 |
-29.7% |
81.27 |
| ATR |
37.68 |
37.27 |
-0.41 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,009.97 |
4,002.80 |
3,970.98 |
|
| R3 |
3,992.96 |
3,985.79 |
3,966.30 |
|
| R2 |
3,975.95 |
3,975.95 |
3,964.74 |
|
| R1 |
3,968.78 |
3,968.78 |
3,963.18 |
3,972.37 |
| PP |
3,958.94 |
3,958.94 |
3,958.94 |
3,960.73 |
| S1 |
3,951.77 |
3,951.77 |
3,960.06 |
3,955.36 |
| S2 |
3,941.93 |
3,941.93 |
3,958.50 |
|
| S3 |
3,924.92 |
3,934.76 |
3,956.94 |
|
| S4 |
3,907.91 |
3,917.75 |
3,952.26 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,161.68 |
4,132.05 |
3,984.59 |
|
| R3 |
4,080.41 |
4,050.78 |
3,962.24 |
|
| R2 |
3,999.14 |
3,999.14 |
3,954.79 |
|
| R1 |
3,969.51 |
3,969.51 |
3,947.34 |
3,984.33 |
| PP |
3,917.87 |
3,917.87 |
3,917.87 |
3,925.27 |
| S1 |
3,888.24 |
3,888.24 |
3,932.44 |
3,903.06 |
| S2 |
3,836.60 |
3,836.60 |
3,924.99 |
|
| S3 |
3,755.33 |
3,806.97 |
3,917.54 |
|
| S4 |
3,674.06 |
3,725.70 |
3,895.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,966.10 |
3,866.22 |
99.88 |
2.5% |
35.39 |
0.9% |
96% |
True |
False |
|
| 10 |
3,966.10 |
3,837.16 |
128.94 |
3.3% |
36.89 |
0.9% |
97% |
True |
False |
|
| 20 |
3,966.10 |
3,791.12 |
174.98 |
4.4% |
33.80 |
0.9% |
97% |
True |
False |
|
| 40 |
3,966.10 |
3,691.09 |
275.01 |
6.9% |
29.68 |
0.7% |
98% |
True |
False |
|
| 60 |
3,966.10 |
3,489.61 |
476.49 |
12.0% |
33.75 |
0.9% |
99% |
True |
False |
|
| 80 |
3,966.10 |
3,414.11 |
551.99 |
13.9% |
39.30 |
1.0% |
99% |
True |
False |
|
| 100 |
3,966.10 |
3,414.11 |
551.99 |
13.9% |
40.78 |
1.0% |
99% |
True |
False |
|
| 120 |
3,966.10 |
3,414.11 |
551.99 |
13.9% |
40.54 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,038.39 |
|
2.618 |
4,010.63 |
|
1.618 |
3,993.62 |
|
1.000 |
3,983.11 |
|
0.618 |
3,976.61 |
|
HIGH |
3,966.10 |
|
0.618 |
3,959.60 |
|
0.500 |
3,957.60 |
|
0.382 |
3,955.59 |
|
LOW |
3,949.09 |
|
0.618 |
3,938.58 |
|
1.000 |
3,932.08 |
|
1.618 |
3,921.57 |
|
2.618 |
3,904.56 |
|
4.250 |
3,876.80 |
|
|