| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,701.0 |
6,646.0 |
-55.0 |
-0.8% |
6,716.0 |
| High |
6,716.5 |
6,646.0 |
-70.5 |
-1.0% |
6,751.5 |
| Low |
6,649.0 |
6,580.0 |
-69.0 |
-1.0% |
6,580.0 |
| Close |
6,656.0 |
6,598.5 |
-57.5 |
-0.9% |
6,598.5 |
| Range |
67.5 |
66.0 |
-1.5 |
-2.2% |
171.5 |
| ATR |
34.4 |
37.4 |
3.0 |
8.6% |
0.0 |
| Volume |
20 |
20 |
0 |
0.0% |
58 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,806.0 |
6,768.5 |
6,635.0 |
|
| R3 |
6,740.0 |
6,702.5 |
6,616.5 |
|
| R2 |
6,674.0 |
6,674.0 |
6,610.5 |
|
| R1 |
6,636.5 |
6,636.5 |
6,604.5 |
6,622.0 |
| PP |
6,608.0 |
6,608.0 |
6,608.0 |
6,601.0 |
| S1 |
6,570.5 |
6,570.5 |
6,592.5 |
6,556.0 |
| S2 |
6,542.0 |
6,542.0 |
6,586.5 |
|
| S3 |
6,476.0 |
6,504.5 |
6,580.5 |
|
| S4 |
6,410.0 |
6,438.5 |
6,562.0 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,158.0 |
7,049.5 |
6,693.0 |
|
| R3 |
6,986.5 |
6,878.0 |
6,645.5 |
|
| R2 |
6,815.0 |
6,815.0 |
6,630.0 |
|
| R1 |
6,706.5 |
6,706.5 |
6,614.0 |
6,675.0 |
| PP |
6,643.5 |
6,643.5 |
6,643.5 |
6,627.5 |
| S1 |
6,535.0 |
6,535.0 |
6,583.0 |
6,503.5 |
| S2 |
6,472.0 |
6,472.0 |
6,567.0 |
|
| S3 |
6,300.5 |
6,363.5 |
6,551.5 |
|
| S4 |
6,129.0 |
6,192.0 |
6,504.0 |
|
|
| 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 |
6,580.0 |
171.5 |
2.6% |
39.0 |
0.6% |
11% |
False |
True |
11 |
| 10 |
6,751.5 |
6,580.0 |
171.5 |
2.6% |
27.5 |
0.4% |
11% |
False |
True |
60 |
| 20 |
6,754.0 |
6,580.0 |
174.0 |
2.6% |
26.0 |
0.4% |
11% |
False |
True |
39 |
| 40 |
6,794.0 |
6,580.0 |
214.0 |
3.2% |
15.0 |
0.2% |
9% |
False |
True |
47 |
| 60 |
6,794.0 |
6,580.0 |
214.0 |
3.2% |
10.5 |
0.2% |
9% |
False |
True |
43 |
| 80 |
6,794.0 |
6,412.0 |
382.0 |
5.8% |
8.0 |
0.1% |
49% |
False |
False |
35 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.3% |
6.5 |
0.1% |
53% |
False |
False |
30 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.3% |
5.5 |
0.1% |
53% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,926.5 |
|
2.618 |
6,819.0 |
|
1.618 |
6,753.0 |
|
1.000 |
6,712.0 |
|
0.618 |
6,687.0 |
|
HIGH |
6,646.0 |
|
0.618 |
6,621.0 |
|
0.500 |
6,613.0 |
|
0.382 |
6,605.0 |
|
LOW |
6,580.0 |
|
0.618 |
6,539.0 |
|
1.000 |
6,514.0 |
|
1.618 |
6,473.0 |
|
2.618 |
6,407.0 |
|
4.250 |
6,299.5 |
|
|