| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,327.2 |
1,327.5 |
0.3 |
0.0% |
1,315.7 |
| High |
1,333.6 |
1,327.5 |
-6.1 |
-0.5% |
1,326.3 |
| Low |
1,323.8 |
1,314.1 |
-9.7 |
-0.7% |
1,308.9 |
| Close |
1,332.2 |
1,322.2 |
-10.0 |
-0.8% |
1,321.3 |
| Range |
9.8 |
13.4 |
3.6 |
36.7% |
17.4 |
| ATR |
10.9 |
11.4 |
0.5 |
4.8% |
0.0 |
| Volume |
464 |
719 |
255 |
55.0% |
1,525 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.5 |
1,355.2 |
1,329.6 |
|
| R3 |
1,348.1 |
1,341.8 |
1,325.9 |
|
| R2 |
1,334.7 |
1,334.7 |
1,324.7 |
|
| R1 |
1,328.4 |
1,328.4 |
1,323.4 |
1,324.9 |
| PP |
1,321.3 |
1,321.3 |
1,321.3 |
1,319.5 |
| S1 |
1,315.0 |
1,315.0 |
1,321.0 |
1,311.5 |
| S2 |
1,307.9 |
1,307.9 |
1,319.7 |
|
| S3 |
1,294.5 |
1,301.6 |
1,318.5 |
|
| S4 |
1,281.1 |
1,288.2 |
1,314.8 |
|
|
| 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 |
1,333.6 |
1,313.0 |
20.6 |
1.6% |
10.6 |
0.8% |
45% |
False |
False |
368 |
| 10 |
1,333.6 |
1,308.9 |
24.7 |
1.9% |
10.2 |
0.8% |
54% |
False |
False |
327 |
| 20 |
1,333.6 |
1,253.7 |
79.9 |
6.0% |
9.9 |
0.7% |
86% |
False |
False |
285 |
| 40 |
1,333.6 |
1,243.9 |
89.7 |
6.8% |
7.5 |
0.6% |
87% |
False |
False |
275 |
| 60 |
1,333.6 |
1,243.9 |
89.7 |
6.8% |
6.7 |
0.5% |
87% |
False |
False |
219 |
| 80 |
1,389.1 |
1,243.9 |
145.2 |
11.0% |
6.4 |
0.5% |
54% |
False |
False |
188 |
| 100 |
1,389.1 |
1,243.9 |
145.2 |
11.0% |
6.2 |
0.5% |
54% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.5 |
|
2.618 |
1,362.6 |
|
1.618 |
1,349.2 |
|
1.000 |
1,340.9 |
|
0.618 |
1,335.8 |
|
HIGH |
1,327.5 |
|
0.618 |
1,322.4 |
|
0.500 |
1,320.8 |
|
0.382 |
1,319.2 |
|
LOW |
1,314.1 |
|
0.618 |
1,305.8 |
|
1.000 |
1,300.7 |
|
1.618 |
1,292.4 |
|
2.618 |
1,279.0 |
|
4.250 |
1,257.2 |
|
|