| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,974.66 |
3,994.18 |
19.52 |
0.5% |
3,923.60 |
| High |
3,990.64 |
3,997.50 |
6.86 |
0.2% |
3,947.49 |
| Low |
3,967.96 |
3,975.66 |
7.70 |
0.2% |
3,866.22 |
| Close |
3,986.19 |
3,983.19 |
-3.00 |
-0.1% |
3,939.89 |
| Range |
22.68 |
21.84 |
-0.84 |
-3.7% |
81.27 |
| ATR |
36.68 |
35.62 |
-1.06 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,050.97 |
4,038.92 |
3,995.20 |
|
| R3 |
4,029.13 |
4,017.08 |
3,989.20 |
|
| R2 |
4,007.29 |
4,007.29 |
3,987.19 |
|
| R1 |
3,995.24 |
3,995.24 |
3,985.19 |
3,990.35 |
| PP |
3,985.45 |
3,985.45 |
3,985.45 |
3,983.00 |
| S1 |
3,973.40 |
3,973.40 |
3,981.19 |
3,968.51 |
| S2 |
3,963.61 |
3,963.61 |
3,979.19 |
|
| S3 |
3,941.77 |
3,951.56 |
3,977.18 |
|
| S4 |
3,919.93 |
3,929.72 |
3,971.18 |
|
|
| 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 |
3,997.50 |
3,894.56 |
102.94 |
2.6% |
26.66 |
0.7% |
86% |
True |
False |
|
| 10 |
3,997.50 |
3,866.22 |
131.28 |
3.3% |
32.17 |
0.8% |
89% |
True |
False |
|
| 20 |
3,997.50 |
3,798.63 |
198.87 |
5.0% |
31.75 |
0.8% |
93% |
True |
False |
|
| 40 |
3,997.50 |
3,707.89 |
289.61 |
7.3% |
29.55 |
0.7% |
95% |
True |
False |
|
| 60 |
3,997.50 |
3,506.35 |
491.15 |
12.3% |
32.47 |
0.8% |
97% |
True |
False |
|
| 80 |
3,997.50 |
3,414.11 |
583.39 |
14.6% |
38.94 |
1.0% |
98% |
True |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
14.6% |
40.24 |
1.0% |
98% |
True |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
14.6% |
40.18 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,090.32 |
|
2.618 |
4,054.68 |
|
1.618 |
4,032.84 |
|
1.000 |
4,019.34 |
|
0.618 |
4,011.00 |
|
HIGH |
3,997.50 |
|
0.618 |
3,989.16 |
|
0.500 |
3,986.58 |
|
0.382 |
3,984.00 |
|
LOW |
3,975.66 |
|
0.618 |
3,962.16 |
|
1.000 |
3,953.82 |
|
1.618 |
3,940.32 |
|
2.618 |
3,918.48 |
|
4.250 |
3,882.84 |
|
|