| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3,839.75 |
3,880.00 |
40.25 |
1.0% |
3,786.50 |
| High |
3,886.75 |
3,887.00 |
0.25 |
0.0% |
3,829.25 |
| Low |
3,839.75 |
3,871.50 |
31.75 |
0.8% |
3,776.75 |
| Close |
3,877.50 |
3,882.75 |
5.25 |
0.1% |
3,824.25 |
| Range |
47.00 |
15.50 |
-31.50 |
-67.0% |
52.50 |
| ATR |
26.42 |
25.64 |
-0.78 |
-3.0% |
0.00 |
| Volume |
263 |
250 |
-13 |
-4.9% |
1,017 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,927.00 |
3,920.25 |
3,891.25 |
|
| R3 |
3,911.50 |
3,904.75 |
3,887.00 |
|
| R2 |
3,896.00 |
3,896.00 |
3,885.50 |
|
| R1 |
3,889.25 |
3,889.25 |
3,884.25 |
3,892.50 |
| PP |
3,880.50 |
3,880.50 |
3,880.50 |
3,882.00 |
| S1 |
3,873.75 |
3,873.75 |
3,881.25 |
3,877.00 |
| S2 |
3,865.00 |
3,865.00 |
3,880.00 |
|
| S3 |
3,849.50 |
3,858.25 |
3,878.50 |
|
| S4 |
3,834.00 |
3,842.75 |
3,874.25 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,967.50 |
3,948.50 |
3,853.00 |
|
| R3 |
3,915.00 |
3,896.00 |
3,838.75 |
|
| R2 |
3,862.50 |
3,862.50 |
3,834.00 |
|
| R1 |
3,843.50 |
3,843.50 |
3,829.00 |
3,853.00 |
| PP |
3,810.00 |
3,810.00 |
3,810.00 |
3,815.00 |
| S1 |
3,791.00 |
3,791.00 |
3,819.50 |
3,800.50 |
| S2 |
3,757.50 |
3,757.50 |
3,814.50 |
|
| S3 |
3,705.00 |
3,738.50 |
3,809.75 |
|
| S4 |
3,652.50 |
3,686.00 |
3,795.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,887.00 |
3,783.50 |
103.50 |
2.7% |
27.75 |
0.7% |
96% |
True |
False |
275 |
| 10 |
3,887.00 |
3,771.00 |
116.00 |
3.0% |
26.75 |
0.7% |
96% |
True |
False |
193 |
| 20 |
3,887.00 |
3,730.25 |
156.75 |
4.0% |
22.50 |
0.6% |
97% |
True |
False |
101 |
| 40 |
3,887.00 |
3,511.75 |
375.25 |
9.7% |
17.75 |
0.5% |
99% |
True |
False |
53 |
| 60 |
3,887.00 |
3,409.75 |
477.25 |
12.3% |
20.25 |
0.5% |
99% |
True |
False |
36 |
| 80 |
3,887.00 |
3,409.75 |
477.25 |
12.3% |
18.25 |
0.5% |
99% |
True |
False |
28 |
| 100 |
3,887.00 |
3,409.75 |
477.25 |
12.3% |
15.25 |
0.4% |
99% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,953.00 |
|
2.618 |
3,927.50 |
|
1.618 |
3,912.00 |
|
1.000 |
3,902.50 |
|
0.618 |
3,896.50 |
|
HIGH |
3,887.00 |
|
0.618 |
3,881.00 |
|
0.500 |
3,879.25 |
|
0.382 |
3,877.50 |
|
LOW |
3,871.50 |
|
0.618 |
3,862.00 |
|
1.000 |
3,856.00 |
|
1.618 |
3,846.50 |
|
2.618 |
3,831.00 |
|
4.250 |
3,805.50 |
|
|