Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,951.25 |
3,966.25 |
15.00 |
0.4% |
3,922.00 |
High |
3,975.25 |
3,966.25 |
-9.00 |
-0.2% |
3,983.25 |
Low |
3,946.50 |
3,875.00 |
-71.50 |
-1.8% |
3,903.00 |
Close |
3,961.00 |
3,877.50 |
-83.50 |
-2.1% |
3,948.25 |
Range |
28.75 |
91.25 |
62.50 |
217.4% |
80.25 |
ATR |
34.74 |
38.78 |
4.04 |
11.6% |
0.00 |
Volume |
359 |
612 |
253 |
70.5% |
2,068 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,180.00 |
4,120.00 |
3,927.75 |
|
R3 |
4,088.75 |
4,028.75 |
3,902.50 |
|
R2 |
3,997.50 |
3,997.50 |
3,894.25 |
|
R1 |
3,937.50 |
3,937.50 |
3,885.75 |
3,922.00 |
PP |
3,906.25 |
3,906.25 |
3,906.25 |
3,898.50 |
S1 |
3,846.25 |
3,846.25 |
3,869.25 |
3,830.50 |
S2 |
3,815.00 |
3,815.00 |
3,860.75 |
|
S3 |
3,723.75 |
3,755.00 |
3,852.50 |
|
S4 |
3,632.50 |
3,663.75 |
3,827.25 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,185.50 |
4,147.25 |
3,992.50 |
|
R3 |
4,105.25 |
4,067.00 |
3,970.25 |
|
R2 |
4,025.00 |
4,025.00 |
3,963.00 |
|
R1 |
3,986.75 |
3,986.75 |
3,955.50 |
4,006.00 |
PP |
3,944.75 |
3,944.75 |
3,944.75 |
3,954.50 |
S1 |
3,906.50 |
3,906.50 |
3,941.00 |
3,925.50 |
S2 |
3,864.50 |
3,864.50 |
3,933.50 |
|
S3 |
3,784.25 |
3,826.25 |
3,926.25 |
|
S4 |
3,704.00 |
3,746.00 |
3,904.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,975.25 |
3,875.00 |
100.25 |
2.6% |
43.25 |
1.1% |
2% |
False |
True |
444 |
10 |
3,983.25 |
3,848.25 |
135.00 |
3.5% |
41.25 |
1.1% |
22% |
False |
False |
430 |
20 |
3,983.25 |
3,825.00 |
158.25 |
4.1% |
40.25 |
1.0% |
33% |
False |
False |
386 |
40 |
3,983.25 |
3,730.25 |
253.00 |
6.5% |
31.25 |
0.8% |
58% |
False |
False |
243 |
60 |
3,983.25 |
3,511.75 |
471.50 |
12.2% |
25.25 |
0.7% |
78% |
False |
False |
164 |
80 |
3,983.25 |
3,409.75 |
573.50 |
14.8% |
25.25 |
0.6% |
82% |
False |
False |
124 |
100 |
3,983.25 |
3,409.75 |
573.50 |
14.8% |
22.50 |
0.6% |
82% |
False |
False |
99 |
120 |
3,983.25 |
3,409.75 |
573.50 |
14.8% |
19.50 |
0.5% |
82% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,354.00 |
2.618 |
4,205.25 |
1.618 |
4,114.00 |
1.000 |
4,057.50 |
0.618 |
4,022.75 |
HIGH |
3,966.25 |
0.618 |
3,931.50 |
0.500 |
3,920.50 |
0.382 |
3,909.75 |
LOW |
3,875.00 |
0.618 |
3,818.50 |
1.000 |
3,783.75 |
1.618 |
3,727.25 |
2.618 |
3,636.00 |
4.250 |
3,487.25 |
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