| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,886.10 |
3,890.63 |
4.53 |
0.1% |
3,966.31 |
| High |
3,908.21 |
3,922.25 |
14.04 |
0.4% |
3,989.00 |
| Low |
3,855.35 |
3,875.10 |
19.75 |
0.5% |
3,855.35 |
| Close |
3,879.67 |
3,908.77 |
29.10 |
0.8% |
3,879.67 |
| Range |
52.86 |
47.15 |
-5.71 |
-10.8% |
133.65 |
| ATR |
39.74 |
40.27 |
0.53 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,043.49 |
4,023.28 |
3,934.70 |
|
| R3 |
3,996.34 |
3,976.13 |
3,921.74 |
|
| R2 |
3,949.19 |
3,949.19 |
3,917.41 |
|
| R1 |
3,928.98 |
3,928.98 |
3,913.09 |
3,939.09 |
| PP |
3,902.04 |
3,902.04 |
3,902.04 |
3,907.09 |
| S1 |
3,881.83 |
3,881.83 |
3,904.45 |
3,891.94 |
| S2 |
3,854.89 |
3,854.89 |
3,900.13 |
|
| S3 |
3,807.74 |
3,834.68 |
3,895.80 |
|
| S4 |
3,760.59 |
3,787.53 |
3,882.84 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,308.96 |
4,227.96 |
3,953.18 |
|
| R3 |
4,175.31 |
4,094.31 |
3,916.42 |
|
| R2 |
4,041.66 |
4,041.66 |
3,904.17 |
|
| R1 |
3,960.66 |
3,960.66 |
3,891.92 |
3,934.34 |
| PP |
3,908.01 |
3,908.01 |
3,908.01 |
3,894.84 |
| S1 |
3,827.01 |
3,827.01 |
3,867.42 |
3,800.69 |
| S2 |
3,774.36 |
3,774.36 |
3,855.17 |
|
| S3 |
3,640.71 |
3,693.36 |
3,842.92 |
|
| S4 |
3,507.06 |
3,559.71 |
3,806.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,989.00 |
3,855.35 |
133.65 |
3.4% |
42.94 |
1.1% |
40% |
False |
False |
|
| 10 |
3,997.50 |
3,855.35 |
142.15 |
3.6% |
34.19 |
0.9% |
38% |
False |
False |
|
| 20 |
3,997.50 |
3,837.16 |
160.34 |
4.1% |
37.59 |
1.0% |
45% |
False |
False |
|
| 40 |
3,997.50 |
3,751.69 |
245.81 |
6.3% |
31.77 |
0.8% |
64% |
False |
False |
|
| 60 |
3,997.50 |
3,516.76 |
480.74 |
12.3% |
31.92 |
0.8% |
82% |
False |
False |
|
| 80 |
3,997.50 |
3,414.11 |
583.39 |
14.9% |
37.04 |
0.9% |
85% |
False |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
14.9% |
40.77 |
1.0% |
85% |
False |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
14.9% |
39.67 |
1.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,122.64 |
|
2.618 |
4,045.69 |
|
1.618 |
3,998.54 |
|
1.000 |
3,969.40 |
|
0.618 |
3,951.39 |
|
HIGH |
3,922.25 |
|
0.618 |
3,904.24 |
|
0.500 |
3,898.68 |
|
0.382 |
3,893.11 |
|
LOW |
3,875.10 |
|
0.618 |
3,845.96 |
|
1.000 |
3,827.95 |
|
1.618 |
3,798.81 |
|
2.618 |
3,751.66 |
|
4.250 |
3,674.71 |
|
|