| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,717.0 |
6,747.0 |
30.0 |
0.4% |
6,546.0 |
| High |
6,751.5 |
6,747.0 |
-4.5 |
-0.1% |
6,698.0 |
| Low |
6,717.0 |
6,714.5 |
-2.5 |
0.0% |
6,540.0 |
| Close |
6,742.0 |
6,724.5 |
-17.5 |
-0.3% |
6,645.0 |
| Range |
34.5 |
32.5 |
-2.0 |
-5.8% |
158.0 |
| ATR |
43.2 |
42.5 |
-0.8 |
-1.8% |
0.0 |
| Volume |
122 |
755 |
633 |
518.9% |
149 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,826.0 |
6,808.0 |
6,742.5 |
|
| R3 |
6,793.5 |
6,775.5 |
6,733.5 |
|
| R2 |
6,761.0 |
6,761.0 |
6,730.5 |
|
| R1 |
6,743.0 |
6,743.0 |
6,727.5 |
6,736.0 |
| PP |
6,728.5 |
6,728.5 |
6,728.5 |
6,725.0 |
| S1 |
6,710.5 |
6,710.5 |
6,721.5 |
6,703.0 |
| S2 |
6,696.0 |
6,696.0 |
6,718.5 |
|
| S3 |
6,663.5 |
6,678.0 |
6,715.5 |
|
| S4 |
6,631.0 |
6,645.5 |
6,706.5 |
|
|
| 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 |
6,751.5 |
6,612.0 |
139.5 |
2.1% |
35.5 |
0.5% |
81% |
False |
False |
199 |
| 10 |
6,751.5 |
6,466.0 |
285.5 |
4.2% |
34.0 |
0.5% |
91% |
False |
False |
104 |
| 20 |
6,751.5 |
6,466.0 |
285.5 |
4.2% |
31.5 |
0.5% |
91% |
False |
False |
57 |
| 40 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
23.0 |
0.3% |
79% |
False |
False |
49 |
| 60 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
16.5 |
0.2% |
79% |
False |
False |
52 |
| 80 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
13.0 |
0.2% |
79% |
False |
False |
48 |
| 100 |
6,794.0 |
6,412.0 |
382.0 |
5.7% |
10.5 |
0.2% |
82% |
False |
False |
39 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.1% |
9.0 |
0.1% |
83% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,885.0 |
|
2.618 |
6,832.0 |
|
1.618 |
6,799.5 |
|
1.000 |
6,779.5 |
|
0.618 |
6,767.0 |
|
HIGH |
6,747.0 |
|
0.618 |
6,734.5 |
|
0.500 |
6,731.0 |
|
0.382 |
6,727.0 |
|
LOW |
6,714.5 |
|
0.618 |
6,694.5 |
|
1.000 |
6,682.0 |
|
1.618 |
6,662.0 |
|
2.618 |
6,629.5 |
|
4.250 |
6,576.5 |
|
|