| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,700.0 |
6,733.0 |
33.0 |
0.5% |
6,643.5 |
| High |
6,723.0 |
6,740.5 |
17.5 |
0.3% |
6,716.5 |
| Low |
6,700.0 |
6,724.5 |
24.5 |
0.4% |
6,634.0 |
| Close |
6,721.5 |
6,723.5 |
2.0 |
0.0% |
6,670.5 |
| Range |
23.0 |
16.0 |
-7.0 |
-30.4% |
82.5 |
| ATR |
36.8 |
35.5 |
-1.3 |
-3.4% |
0.0 |
| Volume |
533 |
9 |
-524 |
-98.3% |
53 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,777.5 |
6,766.5 |
6,732.5 |
|
| R3 |
6,761.5 |
6,750.5 |
6,728.0 |
|
| R2 |
6,745.5 |
6,745.5 |
6,726.5 |
|
| R1 |
6,734.5 |
6,734.5 |
6,725.0 |
6,732.0 |
| PP |
6,729.5 |
6,729.5 |
6,729.5 |
6,728.0 |
| S1 |
6,718.5 |
6,718.5 |
6,722.0 |
6,716.0 |
| S2 |
6,713.5 |
6,713.5 |
6,720.5 |
|
| S3 |
6,697.5 |
6,702.5 |
6,719.0 |
|
| S4 |
6,681.5 |
6,686.5 |
6,714.5 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,921.0 |
6,878.5 |
6,716.0 |
|
| R3 |
6,838.5 |
6,796.0 |
6,693.0 |
|
| R2 |
6,756.0 |
6,756.0 |
6,685.5 |
|
| R1 |
6,713.5 |
6,713.5 |
6,678.0 |
6,735.0 |
| PP |
6,673.5 |
6,673.5 |
6,673.5 |
6,684.5 |
| S1 |
6,631.0 |
6,631.0 |
6,663.0 |
6,652.0 |
| S2 |
6,591.0 |
6,591.0 |
6,655.5 |
|
| S3 |
6,508.5 |
6,548.5 |
6,648.0 |
|
| S4 |
6,426.0 |
6,466.0 |
6,625.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,740.5 |
6,635.0 |
105.5 |
1.6% |
18.0 |
0.3% |
84% |
True |
False |
113 |
| 10 |
6,740.5 |
6,585.0 |
155.5 |
2.3% |
25.5 |
0.4% |
89% |
True |
False |
69 |
| 20 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
14.5 |
0.2% |
66% |
False |
False |
40 |
| 40 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
9.0 |
0.1% |
66% |
False |
False |
49 |
| 60 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
7.0 |
0.1% |
66% |
False |
False |
45 |
| 80 |
6,794.0 |
6,412.0 |
382.0 |
5.7% |
5.0 |
0.1% |
82% |
False |
False |
35 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.1% |
4.0 |
0.1% |
83% |
False |
False |
31 |
| 120 |
6,794.0 |
6,271.5 |
522.5 |
7.8% |
3.5 |
0.1% |
87% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,808.5 |
|
2.618 |
6,782.5 |
|
1.618 |
6,766.5 |
|
1.000 |
6,756.5 |
|
0.618 |
6,750.5 |
|
HIGH |
6,740.5 |
|
0.618 |
6,734.5 |
|
0.500 |
6,732.5 |
|
0.382 |
6,730.5 |
|
LOW |
6,724.5 |
|
0.618 |
6,714.5 |
|
1.000 |
6,708.5 |
|
1.618 |
6,698.5 |
|
2.618 |
6,682.5 |
|
4.250 |
6,656.5 |
|
|