| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
1,333.6 |
1,341.3 |
7.7 |
0.6% |
1,320.7 |
| High |
1,347.3 |
1,341.3 |
-6.0 |
-0.4% |
1,347.3 |
| Low |
1,333.6 |
1,336.9 |
3.3 |
0.2% |
1,315.6 |
| Close |
1,341.1 |
1,339.4 |
-1.7 |
-0.1% |
1,339.4 |
| Range |
13.7 |
4.4 |
-9.3 |
-67.9% |
31.7 |
| ATR |
12.0 |
11.4 |
-0.5 |
-4.5% |
0.0 |
| Volume |
1,679 |
931 |
-748 |
-44.6% |
6,476 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.4 |
1,350.3 |
1,341.8 |
|
| R3 |
1,348.0 |
1,345.9 |
1,340.6 |
|
| R2 |
1,343.6 |
1,343.6 |
1,340.2 |
|
| R1 |
1,341.5 |
1,341.5 |
1,339.8 |
1,340.4 |
| PP |
1,339.2 |
1,339.2 |
1,339.2 |
1,338.6 |
| S1 |
1,337.1 |
1,337.1 |
1,339.0 |
1,336.0 |
| S2 |
1,334.8 |
1,334.8 |
1,338.6 |
|
| S3 |
1,330.4 |
1,332.7 |
1,338.2 |
|
| S4 |
1,326.0 |
1,328.3 |
1,337.0 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,429.2 |
1,416.0 |
1,356.8 |
|
| R3 |
1,397.5 |
1,384.3 |
1,348.1 |
|
| R2 |
1,365.8 |
1,365.8 |
1,345.2 |
|
| R1 |
1,352.6 |
1,352.6 |
1,342.3 |
1,359.2 |
| PP |
1,334.1 |
1,334.1 |
1,334.1 |
1,337.4 |
| S1 |
1,320.9 |
1,320.9 |
1,336.5 |
1,327.5 |
| S2 |
1,302.4 |
1,302.4 |
1,333.6 |
|
| S3 |
1,270.7 |
1,289.2 |
1,330.7 |
|
| S4 |
1,239.0 |
1,257.5 |
1,322.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,347.3 |
1,315.6 |
31.7 |
2.4% |
8.6 |
0.6% |
75% |
False |
False |
1,295 |
| 10 |
1,347.3 |
1,313.0 |
34.3 |
2.6% |
9.6 |
0.7% |
77% |
False |
False |
832 |
| 20 |
1,347.3 |
1,263.6 |
83.7 |
6.2% |
10.9 |
0.8% |
91% |
False |
False |
560 |
| 40 |
1,347.3 |
1,243.9 |
103.4 |
7.7% |
7.8 |
0.6% |
92% |
False |
False |
432 |
| 60 |
1,347.3 |
1,243.9 |
103.4 |
7.7% |
6.8 |
0.5% |
92% |
False |
False |
306 |
| 80 |
1,347.3 |
1,243.9 |
103.4 |
7.7% |
6.6 |
0.5% |
92% |
False |
False |
265 |
| 100 |
1,389.1 |
1,243.9 |
145.2 |
10.8% |
6.4 |
0.5% |
66% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.0 |
|
2.618 |
1,352.8 |
|
1.618 |
1,348.4 |
|
1.000 |
1,345.7 |
|
0.618 |
1,344.0 |
|
HIGH |
1,341.3 |
|
0.618 |
1,339.6 |
|
0.500 |
1,339.1 |
|
0.382 |
1,338.6 |
|
LOW |
1,336.9 |
|
0.618 |
1,334.2 |
|
1.000 |
1,332.5 |
|
1.618 |
1,329.8 |
|
2.618 |
1,325.4 |
|
4.250 |
1,318.2 |
|
|