| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,316.6 |
1,329.0 |
12.4 |
0.9% |
1,315.7 |
| High |
1,329.7 |
1,333.1 |
3.4 |
0.3% |
1,326.3 |
| Low |
1,313.0 |
1,326.6 |
13.6 |
1.0% |
1,308.9 |
| Close |
1,323.2 |
1,327.8 |
4.6 |
0.3% |
1,321.3 |
| Range |
16.7 |
6.5 |
-10.2 |
-61.1% |
17.4 |
| ATR |
11.0 |
10.9 |
-0.1 |
-0.7% |
0.0 |
| Volume |
124 |
207 |
83 |
66.9% |
1,525 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.7 |
1,344.7 |
1,331.4 |
|
| R3 |
1,342.2 |
1,338.2 |
1,329.6 |
|
| R2 |
1,335.7 |
1,335.7 |
1,329.0 |
|
| R1 |
1,331.7 |
1,331.7 |
1,328.4 |
1,330.5 |
| PP |
1,329.2 |
1,329.2 |
1,329.2 |
1,328.5 |
| S1 |
1,325.2 |
1,325.2 |
1,327.2 |
1,324.0 |
| S2 |
1,322.7 |
1,322.7 |
1,326.6 |
|
| S3 |
1,316.2 |
1,318.7 |
1,326.0 |
|
| S4 |
1,309.7 |
1,312.2 |
1,324.2 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.0 |
1,363.6 |
1,330.9 |
|
| R3 |
1,353.6 |
1,346.2 |
1,326.1 |
|
| R2 |
1,336.2 |
1,336.2 |
1,324.5 |
|
| R1 |
1,328.8 |
1,328.8 |
1,322.9 |
1,332.5 |
| PP |
1,318.8 |
1,318.8 |
1,318.8 |
1,320.7 |
| S1 |
1,311.4 |
1,311.4 |
1,319.7 |
1,315.1 |
| S2 |
1,301.4 |
1,301.4 |
1,318.1 |
|
| S3 |
1,284.0 |
1,294.0 |
1,316.5 |
|
| S4 |
1,266.6 |
1,276.6 |
1,311.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,333.1 |
1,308.9 |
24.2 |
1.8% |
10.3 |
0.8% |
78% |
True |
False |
286 |
| 10 |
1,333.1 |
1,269.1 |
64.0 |
4.8% |
12.7 |
1.0% |
92% |
True |
False |
259 |
| 20 |
1,333.1 |
1,244.3 |
88.8 |
6.7% |
9.5 |
0.7% |
94% |
True |
False |
230 |
| 40 |
1,333.1 |
1,243.9 |
89.2 |
6.7% |
7.3 |
0.6% |
94% |
True |
False |
247 |
| 60 |
1,333.1 |
1,243.9 |
89.2 |
6.7% |
6.3 |
0.5% |
94% |
True |
False |
204 |
| 80 |
1,389.1 |
1,243.9 |
145.2 |
10.9% |
6.4 |
0.5% |
58% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.7 |
|
2.618 |
1,350.1 |
|
1.618 |
1,343.6 |
|
1.000 |
1,339.6 |
|
0.618 |
1,337.1 |
|
HIGH |
1,333.1 |
|
0.618 |
1,330.6 |
|
0.500 |
1,329.9 |
|
0.382 |
1,329.1 |
|
LOW |
1,326.6 |
|
0.618 |
1,322.6 |
|
1.000 |
1,320.1 |
|
1.618 |
1,316.1 |
|
2.618 |
1,309.6 |
|
4.250 |
1,299.0 |
|
|