| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
6,747.0 |
6,730.5 |
-16.5 |
-0.2% |
6,546.0 |
| High |
6,747.0 |
6,747.0 |
0.0 |
0.0% |
6,698.0 |
| Low |
6,714.5 |
6,724.0 |
9.5 |
0.1% |
6,540.0 |
| Close |
6,724.5 |
6,742.0 |
17.5 |
0.3% |
6,645.0 |
| Range |
32.5 |
23.0 |
-9.5 |
-29.2% |
158.0 |
| ATR |
42.5 |
41.1 |
-1.4 |
-3.3% |
0.0 |
| Volume |
755 |
97 |
-658 |
-87.2% |
149 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,806.5 |
6,797.5 |
6,754.5 |
|
| R3 |
6,783.5 |
6,774.5 |
6,748.5 |
|
| R2 |
6,760.5 |
6,760.5 |
6,746.0 |
|
| R1 |
6,751.5 |
6,751.5 |
6,744.0 |
6,756.0 |
| PP |
6,737.5 |
6,737.5 |
6,737.5 |
6,740.0 |
| S1 |
6,728.5 |
6,728.5 |
6,740.0 |
6,733.0 |
| S2 |
6,714.5 |
6,714.5 |
6,738.0 |
|
| S3 |
6,691.5 |
6,705.5 |
6,735.5 |
|
| S4 |
6,668.5 |
6,682.5 |
6,729.5 |
|
|
| 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 |
6,646.5 |
105.0 |
1.6% |
32.5 |
0.5% |
91% |
False |
False |
207 |
| 10 |
6,751.5 |
6,466.0 |
285.5 |
4.2% |
33.0 |
0.5% |
97% |
False |
False |
113 |
| 20 |
6,751.5 |
6,466.0 |
285.5 |
4.2% |
31.0 |
0.5% |
97% |
False |
False |
62 |
| 40 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
23.5 |
0.4% |
84% |
False |
False |
51 |
| 60 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
17.0 |
0.3% |
84% |
False |
False |
53 |
| 80 |
6,794.0 |
6,466.0 |
328.0 |
4.9% |
13.5 |
0.2% |
84% |
False |
False |
49 |
| 100 |
6,794.0 |
6,412.0 |
382.0 |
5.7% |
10.5 |
0.2% |
86% |
False |
False |
40 |
| 120 |
6,794.0 |
6,381.0 |
413.0 |
6.1% |
9.0 |
0.1% |
87% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,845.0 |
|
2.618 |
6,807.0 |
|
1.618 |
6,784.0 |
|
1.000 |
6,770.0 |
|
0.618 |
6,761.0 |
|
HIGH |
6,747.0 |
|
0.618 |
6,738.0 |
|
0.500 |
6,735.5 |
|
0.382 |
6,733.0 |
|
LOW |
6,724.0 |
|
0.618 |
6,710.0 |
|
1.000 |
6,701.0 |
|
1.618 |
6,687.0 |
|
2.618 |
6,664.0 |
|
4.250 |
6,626.0 |
|
|