| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,864.09 |
3,899.98 |
35.89 |
0.9% |
3,890.63 |
| High |
3,890.63 |
3,921.19 |
30.56 |
0.8% |
3,922.25 |
| Low |
3,848.49 |
3,899.37 |
50.88 |
1.3% |
3,845.20 |
| Close |
3,888.09 |
3,910.46 |
22.37 |
0.6% |
3,888.09 |
| Range |
42.14 |
21.82 |
-20.32 |
-48.2% |
77.05 |
| ATR |
42.08 |
41.43 |
-0.64 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,975.80 |
3,964.95 |
3,922.46 |
|
| R3 |
3,953.98 |
3,943.13 |
3,916.46 |
|
| R2 |
3,932.16 |
3,932.16 |
3,914.46 |
|
| R1 |
3,921.31 |
3,921.31 |
3,912.46 |
3,926.74 |
| PP |
3,910.34 |
3,910.34 |
3,910.34 |
3,913.05 |
| S1 |
3,899.49 |
3,899.49 |
3,908.46 |
3,904.92 |
| S2 |
3,888.52 |
3,888.52 |
3,906.46 |
|
| S3 |
3,866.70 |
3,877.67 |
3,904.46 |
|
| S4 |
3,844.88 |
3,855.85 |
3,898.46 |
|
|
| 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 |
3,921.19 |
3,845.20 |
75.99 |
1.9% |
40.84 |
1.0% |
86% |
True |
False |
|
| 10 |
3,989.00 |
3,845.20 |
143.80 |
3.7% |
41.89 |
1.1% |
45% |
False |
False |
|
| 20 |
3,997.50 |
3,845.20 |
152.30 |
3.9% |
37.96 |
1.0% |
43% |
False |
False |
|
| 40 |
3,997.50 |
3,761.42 |
236.08 |
6.0% |
33.76 |
0.9% |
63% |
False |
False |
|
| 60 |
3,997.50 |
3,545.63 |
451.87 |
11.6% |
32.27 |
0.8% |
81% |
False |
False |
|
| 80 |
3,997.50 |
3,489.61 |
507.89 |
13.0% |
35.00 |
0.9% |
83% |
False |
False |
|
| 100 |
3,997.50 |
3,414.11 |
583.39 |
14.9% |
40.49 |
1.0% |
85% |
False |
False |
|
| 120 |
3,997.50 |
3,414.11 |
583.39 |
14.9% |
40.00 |
1.0% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,013.93 |
|
2.618 |
3,978.31 |
|
1.618 |
3,956.49 |
|
1.000 |
3,943.01 |
|
0.618 |
3,934.67 |
|
HIGH |
3,921.19 |
|
0.618 |
3,912.85 |
|
0.500 |
3,910.28 |
|
0.382 |
3,907.71 |
|
LOW |
3,899.37 |
|
0.618 |
3,885.89 |
|
1.000 |
3,877.55 |
|
1.618 |
3,864.07 |
|
2.618 |
3,842.25 |
|
4.250 |
3,806.64 |
|
|