| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,600.0 |
6,612.0 |
12.0 |
0.2% |
6,607.5 |
| High |
6,621.0 |
6,650.0 |
29.0 |
0.4% |
6,625.0 |
| Low |
6,600.0 |
6,612.0 |
12.0 |
0.2% |
6,466.0 |
| Close |
6,621.5 |
6,642.5 |
21.0 |
0.3% |
6,510.0 |
| Range |
21.0 |
38.0 |
17.0 |
81.0% |
159.0 |
| ATR |
40.7 |
40.5 |
-0.2 |
-0.5% |
0.0 |
| Volume |
21 |
56 |
35 |
166.7% |
56 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,749.0 |
6,733.5 |
6,663.5 |
|
| R3 |
6,711.0 |
6,695.5 |
6,653.0 |
|
| R2 |
6,673.0 |
6,673.0 |
6,649.5 |
|
| R1 |
6,657.5 |
6,657.5 |
6,646.0 |
6,665.0 |
| PP |
6,635.0 |
6,635.0 |
6,635.0 |
6,638.5 |
| S1 |
6,619.5 |
6,619.5 |
6,639.0 |
6,627.0 |
| S2 |
6,597.0 |
6,597.0 |
6,635.5 |
|
| S3 |
6,559.0 |
6,581.5 |
6,632.0 |
|
| S4 |
6,521.0 |
6,543.5 |
6,621.5 |
|
|
| 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 |
6,650.0 |
6,466.0 |
184.0 |
2.8% |
34.0 |
0.5% |
96% |
True |
False |
19 |
| 10 |
6,650.0 |
6,466.0 |
184.0 |
2.8% |
32.5 |
0.5% |
96% |
True |
False |
16 |
| 20 |
6,751.5 |
6,466.0 |
285.5 |
4.3% |
26.5 |
0.4% |
62% |
False |
False |
38 |
| 40 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
19.5 |
0.3% |
54% |
False |
False |
26 |
| 60 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
14.5 |
0.2% |
54% |
False |
False |
37 |
| 80 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
11.0 |
0.2% |
54% |
False |
False |
37 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
9.0 |
0.1% |
63% |
False |
False |
30 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
7.5 |
0.1% |
63% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,811.5 |
|
2.618 |
6,749.5 |
|
1.618 |
6,711.5 |
|
1.000 |
6,688.0 |
|
0.618 |
6,673.5 |
|
HIGH |
6,650.0 |
|
0.618 |
6,635.5 |
|
0.500 |
6,631.0 |
|
0.382 |
6,626.5 |
|
LOW |
6,612.0 |
|
0.618 |
6,588.5 |
|
1.000 |
6,574.0 |
|
1.618 |
6,550.5 |
|
2.618 |
6,512.5 |
|
4.250 |
6,450.5 |
|
|