| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,974.05 |
3,982.10 |
8.05 |
0.2% |
3,933.11 |
| High |
3,983.42 |
3,989.00 |
5.58 |
0.1% |
3,997.50 |
| Low |
3,957.22 |
3,960.29 |
3.07 |
0.1% |
3,917.74 |
| Close |
3,959.03 |
3,976.07 |
17.04 |
0.4% |
3,965.16 |
| Range |
26.20 |
28.71 |
2.51 |
9.6% |
79.76 |
| ATR |
35.41 |
35.02 |
-0.39 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,061.25 |
4,047.37 |
3,991.86 |
|
| R3 |
4,032.54 |
4,018.66 |
3,983.97 |
|
| R2 |
4,003.83 |
4,003.83 |
3,981.33 |
|
| R1 |
3,989.95 |
3,989.95 |
3,978.70 |
3,982.54 |
| PP |
3,975.12 |
3,975.12 |
3,975.12 |
3,971.41 |
| S1 |
3,961.24 |
3,961.24 |
3,973.44 |
3,953.83 |
| S2 |
3,946.41 |
3,946.41 |
3,970.81 |
|
| S3 |
3,917.70 |
3,932.53 |
3,968.17 |
|
| S4 |
3,888.99 |
3,903.82 |
3,960.28 |
|
|
| 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% |
28.48 |
0.7% |
65% |
False |
False |
|
| 10 |
3,997.50 |
3,866.22 |
131.28 |
3.3% |
32.16 |
0.8% |
84% |
False |
False |
|
| 20 |
3,997.50 |
3,837.16 |
160.34 |
4.0% |
32.34 |
0.8% |
87% |
False |
False |
|
| 40 |
3,997.50 |
3,715.24 |
282.26 |
7.1% |
30.14 |
0.8% |
92% |
False |
False |
|
| 60 |
3,997.50 |
3,506.35 |
491.15 |
12.4% |
31.94 |
0.8% |
96% |
False |
False |
|
| 80 |
3,997.50 |
3,414.11 |
583.39 |
14.7% |
37.19 |
0.9% |
96% |
False |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
14.7% |
40.32 |
1.0% |
96% |
False |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
14.7% |
39.36 |
1.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,111.02 |
|
2.618 |
4,064.16 |
|
1.618 |
4,035.45 |
|
1.000 |
4,017.71 |
|
0.618 |
4,006.74 |
|
HIGH |
3,989.00 |
|
0.618 |
3,978.03 |
|
0.500 |
3,974.65 |
|
0.382 |
3,971.26 |
|
LOW |
3,960.29 |
|
0.618 |
3,942.55 |
|
1.000 |
3,931.58 |
|
1.618 |
3,913.84 |
|
2.618 |
3,885.13 |
|
4.250 |
3,838.27 |
|
|