| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,966.31 |
3,974.05 |
7.74 |
0.2% |
3,933.11 |
| High |
3,977.00 |
3,983.42 |
6.42 |
0.2% |
3,997.50 |
| Low |
3,936.72 |
3,957.22 |
20.50 |
0.5% |
3,917.74 |
| Close |
3,967.24 |
3,959.03 |
-8.21 |
-0.2% |
3,965.16 |
| Range |
40.28 |
26.20 |
-14.08 |
-35.0% |
79.76 |
| ATR |
36.12 |
35.41 |
-0.71 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,045.16 |
4,028.29 |
3,973.44 |
|
| R3 |
4,018.96 |
4,002.09 |
3,966.24 |
|
| R2 |
3,992.76 |
3,992.76 |
3,963.83 |
|
| R1 |
3,975.89 |
3,975.89 |
3,961.43 |
3,971.23 |
| PP |
3,966.56 |
3,966.56 |
3,966.56 |
3,964.22 |
| S1 |
3,949.69 |
3,949.69 |
3,956.63 |
3,945.03 |
| S2 |
3,940.36 |
3,940.36 |
3,954.23 |
|
| S3 |
3,914.16 |
3,923.49 |
3,951.83 |
|
| S4 |
3,887.96 |
3,897.29 |
3,944.62 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,199.41 |
4,162.05 |
4,009.03 |
|
| R3 |
4,119.65 |
4,082.29 |
3,987.09 |
|
| R2 |
4,039.89 |
4,039.89 |
3,979.78 |
|
| R1 |
4,002.53 |
4,002.53 |
3,972.47 |
4,021.21 |
| PP |
3,960.13 |
3,960.13 |
3,960.13 |
3,969.48 |
| S1 |
3,922.77 |
3,922.77 |
3,957.85 |
3,941.45 |
| S2 |
3,880.37 |
3,880.37 |
3,950.54 |
|
| S3 |
3,800.61 |
3,843.01 |
3,943.23 |
|
| S4 |
3,720.85 |
3,763.25 |
3,921.29 |
|
|
| 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 |
3,936.72 |
60.78 |
1.5% |
27.28 |
0.7% |
37% |
False |
False |
|
| 10 |
3,997.50 |
3,866.22 |
131.28 |
3.3% |
31.33 |
0.8% |
71% |
False |
False |
|
| 20 |
3,997.50 |
3,837.16 |
160.34 |
4.0% |
32.86 |
0.8% |
76% |
False |
False |
|
| 40 |
3,997.50 |
3,715.24 |
282.26 |
7.1% |
29.93 |
0.8% |
86% |
False |
False |
|
| 60 |
3,997.50 |
3,506.35 |
491.15 |
12.4% |
32.28 |
0.8% |
92% |
False |
False |
|
| 80 |
3,997.50 |
3,414.11 |
583.39 |
14.7% |
38.47 |
1.0% |
93% |
False |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
14.7% |
40.54 |
1.0% |
93% |
False |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
14.7% |
39.43 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,094.77 |
|
2.618 |
4,052.01 |
|
1.618 |
4,025.81 |
|
1.000 |
4,009.62 |
|
0.618 |
3,999.61 |
|
HIGH |
3,983.42 |
|
0.618 |
3,973.41 |
|
0.500 |
3,970.32 |
|
0.382 |
3,967.23 |
|
LOW |
3,957.22 |
|
0.618 |
3,941.03 |
|
1.000 |
3,931.02 |
|
1.618 |
3,914.83 |
|
2.618 |
3,888.63 |
|
4.250 |
3,845.87 |
|
|