| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,722.0 |
6,701.0 |
-21.0 |
-0.3% |
6,667.0 |
| High |
6,725.0 |
6,716.5 |
-8.5 |
-0.1% |
6,747.5 |
| Low |
6,698.5 |
6,649.0 |
-49.5 |
-0.7% |
6,667.0 |
| Close |
6,702.0 |
6,656.0 |
-46.0 |
-0.7% |
6,715.5 |
| Range |
26.5 |
67.5 |
41.0 |
154.7% |
80.5 |
| ATR |
31.9 |
34.4 |
2.5 |
8.0% |
0.0 |
| Volume |
11 |
20 |
9 |
81.8% |
547 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.5 |
6,833.5 |
6,693.0 |
|
| R3 |
6,809.0 |
6,766.0 |
6,674.5 |
|
| R2 |
6,741.5 |
6,741.5 |
6,668.5 |
|
| R1 |
6,698.5 |
6,698.5 |
6,662.0 |
6,686.0 |
| PP |
6,674.0 |
6,674.0 |
6,674.0 |
6,667.5 |
| S1 |
6,631.0 |
6,631.0 |
6,650.0 |
6,619.0 |
| S2 |
6,606.5 |
6,606.5 |
6,643.5 |
|
| S3 |
6,539.0 |
6,563.5 |
6,637.5 |
|
| S4 |
6,471.5 |
6,496.0 |
6,619.0 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,951.5 |
6,914.0 |
6,760.0 |
|
| R3 |
6,871.0 |
6,833.5 |
6,737.5 |
|
| R2 |
6,790.5 |
6,790.5 |
6,730.5 |
|
| R1 |
6,753.0 |
6,753.0 |
6,723.0 |
6,772.0 |
| PP |
6,710.0 |
6,710.0 |
6,710.0 |
6,719.5 |
| S1 |
6,672.5 |
6,672.5 |
6,708.0 |
6,691.0 |
| S2 |
6,629.5 |
6,629.5 |
6,700.5 |
|
| S3 |
6,549.0 |
6,592.0 |
6,693.5 |
|
| S4 |
6,468.5 |
6,511.5 |
6,671.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,751.5 |
6,649.0 |
102.5 |
1.5% |
27.5 |
0.4% |
7% |
False |
True |
8 |
| 10 |
6,751.5 |
6,649.0 |
102.5 |
1.5% |
21.0 |
0.3% |
7% |
False |
True |
59 |
| 20 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
22.5 |
0.3% |
34% |
False |
False |
38 |
| 40 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
13.5 |
0.2% |
34% |
False |
False |
47 |
| 60 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
9.5 |
0.1% |
34% |
False |
False |
43 |
| 80 |
6,794.0 |
6,412.0 |
382.0 |
5.7% |
7.0 |
0.1% |
64% |
False |
False |
35 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
6.0 |
0.1% |
67% |
False |
False |
30 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
5.0 |
0.1% |
67% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,003.5 |
|
2.618 |
6,893.0 |
|
1.618 |
6,825.5 |
|
1.000 |
6,784.0 |
|
0.618 |
6,758.0 |
|
HIGH |
6,716.5 |
|
0.618 |
6,690.5 |
|
0.500 |
6,683.0 |
|
0.382 |
6,675.0 |
|
LOW |
6,649.0 |
|
0.618 |
6,607.5 |
|
1.000 |
6,581.5 |
|
1.618 |
6,540.0 |
|
2.618 |
6,472.5 |
|
4.250 |
6,362.0 |
|
|