| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,889.69 |
3,864.09 |
-25.60 |
-0.7% |
3,890.63 |
| High |
3,895.74 |
3,890.63 |
-5.11 |
-0.1% |
3,922.25 |
| Low |
3,845.20 |
3,848.49 |
3.29 |
0.1% |
3,845.20 |
| Close |
3,857.94 |
3,888.09 |
30.15 |
0.8% |
3,888.09 |
| Range |
50.54 |
42.14 |
-8.40 |
-16.6% |
77.05 |
| ATR |
42.07 |
42.08 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,002.16 |
3,987.26 |
3,911.27 |
|
| R3 |
3,960.02 |
3,945.12 |
3,899.68 |
|
| R2 |
3,917.88 |
3,917.88 |
3,895.82 |
|
| R1 |
3,902.98 |
3,902.98 |
3,891.95 |
3,910.43 |
| PP |
3,875.74 |
3,875.74 |
3,875.74 |
3,879.46 |
| S1 |
3,860.84 |
3,860.84 |
3,884.23 |
3,868.29 |
| S2 |
3,833.60 |
3,833.60 |
3,880.36 |
|
| S3 |
3,791.46 |
3,818.70 |
3,876.50 |
|
| S4 |
3,749.32 |
3,776.56 |
3,864.91 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,116.33 |
4,079.26 |
3,930.47 |
|
| R3 |
4,039.28 |
4,002.21 |
3,909.28 |
|
| R2 |
3,962.23 |
3,962.23 |
3,902.22 |
|
| R1 |
3,925.16 |
3,925.16 |
3,895.15 |
3,905.17 |
| PP |
3,885.18 |
3,885.18 |
3,885.18 |
3,875.19 |
| S1 |
3,848.11 |
3,848.11 |
3,881.03 |
3,828.12 |
| S2 |
3,808.13 |
3,808.13 |
3,873.96 |
|
| S3 |
3,731.08 |
3,771.06 |
3,866.90 |
|
| S4 |
3,654.03 |
3,694.01 |
3,845.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,922.25 |
3,845.20 |
77.05 |
2.0% |
45.91 |
1.2% |
56% |
False |
False |
|
| 10 |
3,989.00 |
3,845.20 |
143.80 |
3.7% |
43.74 |
1.1% |
30% |
False |
False |
|
| 20 |
3,997.50 |
3,845.20 |
152.30 |
3.9% |
37.93 |
1.0% |
28% |
False |
False |
|
| 40 |
3,997.50 |
3,759.87 |
237.63 |
6.1% |
33.84 |
0.9% |
54% |
False |
False |
|
| 60 |
3,997.50 |
3,542.63 |
454.87 |
11.7% |
32.83 |
0.8% |
76% |
False |
False |
|
| 80 |
3,997.50 |
3,489.29 |
508.21 |
13.1% |
35.27 |
0.9% |
78% |
False |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
15.0% |
40.75 |
1.0% |
81% |
False |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
15.0% |
40.10 |
1.0% |
81% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,069.73 |
|
2.618 |
4,000.95 |
|
1.618 |
3,958.81 |
|
1.000 |
3,932.77 |
|
0.618 |
3,916.67 |
|
HIGH |
3,890.63 |
|
0.618 |
3,874.53 |
|
0.500 |
3,869.56 |
|
0.382 |
3,864.59 |
|
LOW |
3,848.49 |
|
0.618 |
3,822.45 |
|
1.000 |
3,806.35 |
|
1.618 |
3,780.31 |
|
2.618 |
3,738.17 |
|
4.250 |
3,669.40 |
|
|