| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,490.5 |
6,546.0 |
55.5 |
0.9% |
6,607.5 |
| High |
6,515.5 |
6,578.0 |
62.5 |
1.0% |
6,625.0 |
| Low |
6,466.0 |
6,540.0 |
74.0 |
1.1% |
6,466.0 |
| Close |
6,510.0 |
6,573.5 |
63.5 |
1.0% |
6,510.0 |
| Range |
49.5 |
38.0 |
-11.5 |
-23.2% |
159.0 |
| ATR |
38.8 |
40.9 |
2.1 |
5.4% |
0.0 |
| Volume |
3 |
10 |
7 |
233.3% |
56 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,678.0 |
6,663.5 |
6,594.5 |
|
| R3 |
6,640.0 |
6,625.5 |
6,584.0 |
|
| R2 |
6,602.0 |
6,602.0 |
6,580.5 |
|
| R1 |
6,587.5 |
6,587.5 |
6,577.0 |
6,595.0 |
| PP |
6,564.0 |
6,564.0 |
6,564.0 |
6,567.5 |
| S1 |
6,549.5 |
6,549.5 |
6,570.0 |
6,557.0 |
| S2 |
6,526.0 |
6,526.0 |
6,566.5 |
|
| S3 |
6,488.0 |
6,511.5 |
6,563.0 |
|
| S4 |
6,450.0 |
6,473.5 |
6,552.5 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,010.5 |
6,919.5 |
6,597.5 |
|
| R3 |
6,851.5 |
6,760.5 |
6,553.5 |
|
| R2 |
6,692.5 |
6,692.5 |
6,539.0 |
|
| R1 |
6,601.5 |
6,601.5 |
6,524.5 |
6,567.5 |
| PP |
6,533.5 |
6,533.5 |
6,533.5 |
6,517.0 |
| S1 |
6,442.5 |
6,442.5 |
6,495.5 |
6,408.5 |
| S2 |
6,374.5 |
6,374.5 |
6,481.0 |
|
| S3 |
6,215.5 |
6,283.5 |
6,466.5 |
|
| S4 |
6,056.5 |
6,124.5 |
6,422.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,625.0 |
6,466.0 |
159.0 |
2.4% |
35.5 |
0.5% |
68% |
False |
False |
8 |
| 10 |
6,751.5 |
6,466.0 |
285.5 |
4.3% |
37.0 |
0.6% |
38% |
False |
False |
12 |
| 20 |
6,751.5 |
6,466.0 |
285.5 |
4.3% |
28.5 |
0.4% |
38% |
False |
False |
36 |
| 40 |
6,794.0 |
6,466.0 |
328.0 |
5.0% |
18.0 |
0.3% |
33% |
False |
False |
35 |
| 60 |
6,794.0 |
6,466.0 |
328.0 |
5.0% |
13.5 |
0.2% |
33% |
False |
False |
38 |
| 80 |
6,794.0 |
6,449.0 |
345.0 |
5.2% |
10.0 |
0.2% |
36% |
False |
False |
36 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.3% |
8.0 |
0.1% |
47% |
False |
False |
30 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.3% |
7.0 |
0.1% |
47% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,739.5 |
|
2.618 |
6,677.5 |
|
1.618 |
6,639.5 |
|
1.000 |
6,616.0 |
|
0.618 |
6,601.5 |
|
HIGH |
6,578.0 |
|
0.618 |
6,563.5 |
|
0.500 |
6,559.0 |
|
0.382 |
6,554.5 |
|
LOW |
6,540.0 |
|
0.618 |
6,516.5 |
|
1.000 |
6,502.0 |
|
1.618 |
6,478.5 |
|
2.618 |
6,440.5 |
|
4.250 |
6,378.5 |
|
|