| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,612.0 |
6,671.5 |
59.5 |
0.9% |
6,546.0 |
| High |
6,650.0 |
6,698.0 |
48.0 |
0.7% |
6,698.0 |
| Low |
6,612.0 |
6,646.5 |
34.5 |
0.5% |
6,540.0 |
| Close |
6,642.5 |
6,645.0 |
2.5 |
0.0% |
6,645.0 |
| Range |
38.0 |
51.5 |
13.5 |
35.5% |
158.0 |
| ATR |
40.5 |
41.5 |
1.1 |
2.7% |
0.0 |
| Volume |
56 |
56 |
0 |
0.0% |
149 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,817.5 |
6,783.0 |
6,673.5 |
|
| R3 |
6,766.0 |
6,731.5 |
6,659.0 |
|
| R2 |
6,714.5 |
6,714.5 |
6,654.5 |
|
| R1 |
6,680.0 |
6,680.0 |
6,649.5 |
6,671.5 |
| PP |
6,663.0 |
6,663.0 |
6,663.0 |
6,659.0 |
| S1 |
6,628.5 |
6,628.5 |
6,640.5 |
6,620.0 |
| S2 |
6,611.5 |
6,611.5 |
6,635.5 |
|
| S3 |
6,560.0 |
6,577.0 |
6,631.0 |
|
| S4 |
6,508.5 |
6,525.5 |
6,616.5 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,101.5 |
7,031.5 |
6,732.0 |
|
| R3 |
6,943.5 |
6,873.5 |
6,688.5 |
|
| R2 |
6,785.5 |
6,785.5 |
6,674.0 |
|
| R1 |
6,715.5 |
6,715.5 |
6,659.5 |
6,750.5 |
| PP |
6,627.5 |
6,627.5 |
6,627.5 |
6,645.0 |
| S1 |
6,557.5 |
6,557.5 |
6,630.5 |
6,592.5 |
| S2 |
6,469.5 |
6,469.5 |
6,616.0 |
|
| S3 |
6,311.5 |
6,399.5 |
6,601.5 |
|
| S4 |
6,153.5 |
6,241.5 |
6,558.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,698.0 |
6,540.0 |
158.0 |
2.4% |
34.5 |
0.5% |
66% |
True |
False |
29 |
| 10 |
6,698.0 |
6,466.0 |
232.0 |
3.5% |
31.0 |
0.5% |
77% |
True |
False |
20 |
| 20 |
6,751.5 |
6,466.0 |
285.5 |
4.3% |
29.0 |
0.4% |
63% |
False |
False |
40 |
| 40 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
21.0 |
0.3% |
55% |
False |
False |
27 |
| 60 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
15.0 |
0.2% |
55% |
False |
False |
37 |
| 80 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
12.0 |
0.2% |
55% |
False |
False |
37 |
| 100 |
6,794.0 |
6,412.0 |
382.0 |
5.7% |
9.5 |
0.1% |
61% |
False |
False |
31 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
8.0 |
0.1% |
64% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,917.0 |
|
2.618 |
6,833.0 |
|
1.618 |
6,781.5 |
|
1.000 |
6,749.5 |
|
0.618 |
6,730.0 |
|
HIGH |
6,698.0 |
|
0.618 |
6,678.5 |
|
0.500 |
6,672.0 |
|
0.382 |
6,666.0 |
|
LOW |
6,646.5 |
|
0.618 |
6,614.5 |
|
1.000 |
6,595.0 |
|
1.618 |
6,563.0 |
|
2.618 |
6,511.5 |
|
4.250 |
6,427.5 |
|
|