Day Change Summary |
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Previous |
Current |
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02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3,895.18 |
3,911.11 |
15.93 |
0.4% |
3,802.25 |
High |
3,904.35 |
3,923.15 |
18.80 |
0.5% |
3,844.89 |
Low |
3,890.77 |
3,901.32 |
10.55 |
0.3% |
3,791.12 |
Close |
3,899.27 |
3,923.01 |
23.74 |
0.6% |
3,844.44 |
Range |
13.58 |
21.83 |
8.25 |
60.8% |
53.77 |
ATR |
30.40 |
29.94 |
-0.47 |
-1.5% |
0.00 |
Volume |
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Daily Pivots for day following 03-Jul-2014 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,981.32 |
3,973.99 |
3,935.02 |
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R3 |
3,959.49 |
3,952.16 |
3,929.01 |
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R2 |
3,937.66 |
3,937.66 |
3,927.01 |
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R1 |
3,930.33 |
3,930.33 |
3,925.01 |
3,934.00 |
PP |
3,915.83 |
3,915.83 |
3,915.83 |
3,917.66 |
S1 |
3,908.50 |
3,908.50 |
3,921.01 |
3,912.17 |
S2 |
3,894.00 |
3,894.00 |
3,919.01 |
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S3 |
3,872.17 |
3,886.67 |
3,917.01 |
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S4 |
3,850.34 |
3,864.84 |
3,911.00 |
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Weekly Pivots for week ending 27-Jun-2014 |
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Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,988.13 |
3,970.05 |
3,874.01 |
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R3 |
3,934.36 |
3,916.28 |
3,859.23 |
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R2 |
3,880.59 |
3,880.59 |
3,854.30 |
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R1 |
3,862.51 |
3,862.51 |
3,849.37 |
3,871.55 |
PP |
3,826.82 |
3,826.82 |
3,826.82 |
3,831.34 |
S1 |
3,808.74 |
3,808.74 |
3,839.51 |
3,817.78 |
S2 |
3,773.05 |
3,773.05 |
3,834.58 |
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S3 |
3,719.28 |
3,754.97 |
3,829.65 |
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S4 |
3,665.51 |
3,701.20 |
3,814.87 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,923.15 |
3,823.21 |
99.94 |
2.5% |
23.03 |
0.6% |
100% |
True |
False |
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10 |
3,923.15 |
3,791.12 |
132.03 |
3.4% |
25.46 |
0.6% |
100% |
True |
False |
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20 |
3,923.15 |
3,751.69 |
171.46 |
4.4% |
25.63 |
0.7% |
100% |
True |
False |
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40 |
3,923.15 |
3,516.76 |
406.39 |
10.4% |
30.01 |
0.8% |
100% |
True |
False |
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60 |
3,923.15 |
3,414.11 |
509.04 |
13.0% |
37.50 |
1.0% |
100% |
True |
False |
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80 |
3,923.15 |
3,414.11 |
509.04 |
13.0% |
41.89 |
1.1% |
100% |
True |
False |
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100 |
3,923.15 |
3,414.11 |
509.04 |
13.0% |
40.32 |
1.0% |
100% |
True |
False |
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120 |
3,923.15 |
3,414.11 |
509.04 |
13.0% |
40.66 |
1.0% |
100% |
True |
False |
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Fibonacci Retracements and Extensions |
4.250 |
4,015.93 |
2.618 |
3,980.30 |
1.618 |
3,958.47 |
1.000 |
3,944.98 |
0.618 |
3,936.64 |
HIGH |
3,923.15 |
0.618 |
3,914.81 |
0.500 |
3,912.24 |
0.382 |
3,909.66 |
LOW |
3,901.32 |
0.618 |
3,887.83 |
1.000 |
3,879.49 |
1.618 |
3,866.00 |
2.618 |
3,844.17 |
4.250 |
3,808.54 |
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