| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,733.0 |
6,707.0 |
-26.0 |
-0.4% |
6,643.5 |
| High |
6,740.5 |
6,740.0 |
-0.5 |
0.0% |
6,716.5 |
| Low |
6,724.5 |
6,707.0 |
-17.5 |
-0.3% |
6,634.0 |
| Close |
6,723.5 |
6,744.0 |
20.5 |
0.3% |
6,670.5 |
| Range |
16.0 |
33.0 |
17.0 |
106.3% |
82.5 |
| ATR |
35.5 |
35.3 |
-0.2 |
-0.5% |
0.0 |
| Volume |
9 |
2 |
-7 |
-77.8% |
53 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.5 |
6,819.5 |
6,762.0 |
|
| R3 |
6,796.5 |
6,786.5 |
6,753.0 |
|
| R2 |
6,763.5 |
6,763.5 |
6,750.0 |
|
| R1 |
6,753.5 |
6,753.5 |
6,747.0 |
6,758.5 |
| PP |
6,730.5 |
6,730.5 |
6,730.5 |
6,733.0 |
| S1 |
6,720.5 |
6,720.5 |
6,741.0 |
6,725.5 |
| S2 |
6,697.5 |
6,697.5 |
6,738.0 |
|
| S3 |
6,664.5 |
6,687.5 |
6,735.0 |
|
| S4 |
6,631.5 |
6,654.5 |
6,726.0 |
|
|
| 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 |
6,667.0 |
73.5 |
1.1% |
14.5 |
0.2% |
105% |
False |
False |
111 |
| 10 |
6,740.5 |
6,603.5 |
137.0 |
2.0% |
22.0 |
0.3% |
103% |
False |
False |
64 |
| 20 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
16.0 |
0.2% |
76% |
False |
False |
40 |
| 40 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
10.0 |
0.1% |
76% |
False |
False |
49 |
| 60 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
7.5 |
0.1% |
76% |
False |
False |
45 |
| 80 |
6,794.0 |
6,412.0 |
382.0 |
5.7% |
5.5 |
0.1% |
87% |
False |
False |
34 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.1% |
4.5 |
0.1% |
88% |
False |
False |
31 |
| 120 |
6,794.0 |
6,271.5 |
522.5 |
7.7% |
3.5 |
0.1% |
90% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,880.0 |
|
2.618 |
6,826.5 |
|
1.618 |
6,793.5 |
|
1.000 |
6,773.0 |
|
0.618 |
6,760.5 |
|
HIGH |
6,740.0 |
|
0.618 |
6,727.5 |
|
0.500 |
6,723.5 |
|
0.382 |
6,719.5 |
|
LOW |
6,707.0 |
|
0.618 |
6,686.5 |
|
1.000 |
6,674.0 |
|
1.618 |
6,653.5 |
|
2.618 |
6,620.5 |
|
4.250 |
6,567.0 |
|
|