| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,891.13 |
3,851.44 |
-39.69 |
-1.0% |
3,966.31 |
| High |
3,901.17 |
3,896.65 |
-4.52 |
-0.1% |
3,989.00 |
| Low |
3,858.65 |
3,849.45 |
-9.20 |
-0.2% |
3,855.35 |
| Close |
3,874.94 |
3,874.27 |
-0.67 |
0.0% |
3,879.67 |
| Range |
42.52 |
47.20 |
4.68 |
11.0% |
133.65 |
| ATR |
40.97 |
41.42 |
0.44 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,015.06 |
3,991.86 |
3,900.23 |
|
| R3 |
3,967.86 |
3,944.66 |
3,887.25 |
|
| R2 |
3,920.66 |
3,920.66 |
3,882.92 |
|
| R1 |
3,897.46 |
3,897.46 |
3,878.60 |
3,909.06 |
| PP |
3,873.46 |
3,873.46 |
3,873.46 |
3,879.26 |
| S1 |
3,850.26 |
3,850.26 |
3,869.94 |
3,861.86 |
| S2 |
3,826.26 |
3,826.26 |
3,865.62 |
|
| S3 |
3,779.06 |
3,803.06 |
3,861.29 |
|
| S4 |
3,731.86 |
3,755.86 |
3,848.31 |
|
|
| 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 |
3,948.90 |
3,849.45 |
99.45 |
2.6% |
49.91 |
1.3% |
25% |
False |
True |
|
| 10 |
3,997.50 |
3,849.45 |
148.05 |
3.8% |
39.20 |
1.0% |
17% |
False |
True |
|
| 20 |
3,997.50 |
3,837.16 |
160.34 |
4.1% |
37.52 |
1.0% |
23% |
False |
False |
|
| 40 |
3,997.50 |
3,751.69 |
245.81 |
6.3% |
33.11 |
0.9% |
50% |
False |
False |
|
| 60 |
3,997.50 |
3,542.63 |
454.87 |
11.7% |
32.10 |
0.8% |
73% |
False |
False |
|
| 80 |
3,997.50 |
3,414.11 |
583.39 |
15.1% |
35.88 |
0.9% |
79% |
False |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
15.1% |
40.53 |
1.0% |
79% |
False |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
15.1% |
39.78 |
1.0% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,097.25 |
|
2.618 |
4,020.22 |
|
1.618 |
3,973.02 |
|
1.000 |
3,943.85 |
|
0.618 |
3,925.82 |
|
HIGH |
3,896.65 |
|
0.618 |
3,878.62 |
|
0.500 |
3,873.05 |
|
0.382 |
3,867.48 |
|
LOW |
3,849.45 |
|
0.618 |
3,820.28 |
|
1.000 |
3,802.25 |
|
1.618 |
3,773.08 |
|
2.618 |
3,725.88 |
|
4.250 |
3,648.85 |
|
|