Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3,938.31 |
3,886.10 |
-52.21 |
-1.3% |
3,966.31 |
High |
3,948.90 |
3,908.21 |
-40.69 |
-1.0% |
3,989.00 |
Low |
3,889.10 |
3,855.35 |
-33.75 |
-0.9% |
3,855.35 |
Close |
3,892.50 |
3,879.67 |
-12.83 |
-0.3% |
3,879.67 |
Range |
59.80 |
52.86 |
-6.94 |
-11.6% |
133.65 |
ATR |
38.73 |
39.74 |
1.01 |
2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,039.66 |
4,012.52 |
3,908.74 |
|
R3 |
3,986.80 |
3,959.66 |
3,894.21 |
|
R2 |
3,933.94 |
3,933.94 |
3,889.36 |
|
R1 |
3,906.80 |
3,906.80 |
3,884.52 |
3,893.94 |
PP |
3,881.08 |
3,881.08 |
3,881.08 |
3,874.65 |
S1 |
3,853.94 |
3,853.94 |
3,874.82 |
3,841.08 |
S2 |
3,828.22 |
3,828.22 |
3,869.98 |
|
S3 |
3,775.36 |
3,801.08 |
3,865.13 |
|
S4 |
3,722.50 |
3,748.22 |
3,850.60 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,308.96 |
4,227.96 |
3,953.18 |
|
R3 |
4,175.31 |
4,094.31 |
3,916.42 |
|
R2 |
4,041.66 |
4,041.66 |
3,904.17 |
|
R1 |
3,960.66 |
3,960.66 |
3,891.92 |
3,934.34 |
PP |
3,908.01 |
3,908.01 |
3,908.01 |
3,894.84 |
S1 |
3,827.01 |
3,827.01 |
3,867.42 |
3,800.69 |
S2 |
3,774.36 |
3,774.36 |
3,855.17 |
|
S3 |
3,640.71 |
3,693.36 |
3,842.92 |
|
S4 |
3,507.06 |
3,559.71 |
3,806.16 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,989.00 |
3,855.35 |
133.65 |
3.4% |
41.57 |
1.1% |
18% |
False |
True |
|
10 |
3,997.50 |
3,855.35 |
142.15 |
3.7% |
31.90 |
0.8% |
17% |
False |
True |
|
20 |
3,997.50 |
3,837.16 |
160.34 |
4.1% |
36.20 |
0.9% |
27% |
False |
False |
|
40 |
3,997.50 |
3,751.69 |
245.81 |
6.3% |
30.92 |
0.8% |
52% |
False |
False |
|
60 |
3,997.50 |
3,516.76 |
480.74 |
12.4% |
32.07 |
0.8% |
75% |
False |
False |
|
80 |
3,997.50 |
3,414.11 |
583.39 |
15.0% |
37.18 |
1.0% |
80% |
False |
False |
|
100 |
3,997.50 |
3,414.11 |
583.39 |
15.0% |
40.75 |
1.1% |
80% |
False |
False |
|
120 |
3,997.50 |
3,414.11 |
583.39 |
15.0% |
39.64 |
1.0% |
80% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,132.87 |
2.618 |
4,046.60 |
1.618 |
3,993.74 |
1.000 |
3,961.07 |
0.618 |
3,940.88 |
HIGH |
3,908.21 |
0.618 |
3,888.02 |
0.500 |
3,881.78 |
0.382 |
3,875.54 |
LOW |
3,855.35 |
0.618 |
3,822.68 |
1.000 |
3,802.49 |
1.618 |
3,769.82 |
2.618 |
3,716.96 |
4.250 |
3,630.70 |
|
|