| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3,861.50 |
3,846.25 |
-15.25 |
-0.4% |
3,864.25 |
| High |
3,884.75 |
3,879.25 |
-5.50 |
-0.1% |
3,908.00 |
| Low |
3,833.75 |
3,819.75 |
-14.00 |
-0.4% |
3,819.75 |
| Close |
3,849.50 |
3,866.25 |
16.75 |
0.4% |
3,866.25 |
| Range |
51.00 |
59.50 |
8.50 |
16.7% |
88.25 |
| ATR |
41.87 |
43.13 |
1.26 |
3.0% |
0.00 |
| Volume |
570 |
735 |
165 |
28.9% |
3,167 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,033.50 |
4,009.50 |
3,899.00 |
|
| R3 |
3,974.00 |
3,950.00 |
3,882.50 |
|
| R2 |
3,914.50 |
3,914.50 |
3,877.25 |
|
| R1 |
3,890.50 |
3,890.50 |
3,871.75 |
3,902.50 |
| PP |
3,855.00 |
3,855.00 |
3,855.00 |
3,861.00 |
| S1 |
3,831.00 |
3,831.00 |
3,860.75 |
3,843.00 |
| S2 |
3,795.50 |
3,795.50 |
3,855.25 |
|
| S3 |
3,736.00 |
3,771.50 |
3,850.00 |
|
| S4 |
3,676.50 |
3,712.00 |
3,833.50 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,129.50 |
4,086.00 |
3,914.75 |
|
| R3 |
4,041.25 |
3,997.75 |
3,890.50 |
|
| R2 |
3,953.00 |
3,953.00 |
3,882.50 |
|
| R1 |
3,909.50 |
3,909.50 |
3,874.25 |
3,931.25 |
| PP |
3,864.75 |
3,864.75 |
3,864.75 |
3,875.50 |
| S1 |
3,821.25 |
3,821.25 |
3,858.25 |
3,843.00 |
| S2 |
3,776.50 |
3,776.50 |
3,850.00 |
|
| S3 |
3,688.25 |
3,733.00 |
3,842.00 |
|
| S4 |
3,600.00 |
3,644.75 |
3,817.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,908.00 |
3,819.75 |
88.25 |
2.3% |
50.25 |
1.3% |
53% |
False |
True |
633 |
| 10 |
3,975.25 |
3,819.75 |
155.50 |
4.0% |
49.25 |
1.3% |
30% |
False |
True |
577 |
| 20 |
3,983.25 |
3,819.75 |
163.50 |
4.2% |
44.25 |
1.1% |
28% |
False |
True |
451 |
| 40 |
3,983.25 |
3,757.00 |
226.25 |
5.9% |
36.00 |
0.9% |
48% |
False |
False |
339 |
| 60 |
3,983.25 |
3,550.25 |
433.00 |
11.2% |
29.00 |
0.7% |
73% |
False |
False |
229 |
| 80 |
3,983.25 |
3,488.25 |
495.00 |
12.8% |
25.75 |
0.7% |
76% |
False |
False |
172 |
| 100 |
3,983.25 |
3,409.75 |
573.50 |
14.8% |
25.75 |
0.7% |
80% |
False |
False |
138 |
| 120 |
3,983.25 |
3,409.75 |
573.50 |
14.8% |
22.00 |
0.6% |
80% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,132.00 |
|
2.618 |
4,035.00 |
|
1.618 |
3,975.50 |
|
1.000 |
3,938.75 |
|
0.618 |
3,916.00 |
|
HIGH |
3,879.25 |
|
0.618 |
3,856.50 |
|
0.500 |
3,849.50 |
|
0.382 |
3,842.50 |
|
LOW |
3,819.75 |
|
0.618 |
3,783.00 |
|
1.000 |
3,760.25 |
|
1.618 |
3,723.50 |
|
2.618 |
3,664.00 |
|
4.250 |
3,567.00 |
|
|