| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
6,687.5 |
6,699.0 |
11.5 |
0.2% |
6,754.0 |
| High |
6,687.5 |
6,716.5 |
29.0 |
0.4% |
6,754.0 |
| Low |
6,634.0 |
6,699.0 |
65.0 |
1.0% |
6,585.0 |
| Close |
6,646.0 |
6,711.0 |
65.0 |
1.0% |
6,603.5 |
| Range |
53.5 |
17.5 |
-36.0 |
-67.3% |
169.0 |
| ATR |
33.8 |
36.4 |
2.6 |
7.8% |
0.0 |
| Volume |
10 |
13 |
3 |
30.0% |
135 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,761.5 |
6,753.5 |
6,720.5 |
|
| R3 |
6,744.0 |
6,736.0 |
6,716.0 |
|
| R2 |
6,726.5 |
6,726.5 |
6,714.0 |
|
| R1 |
6,718.5 |
6,718.5 |
6,712.5 |
6,722.5 |
| PP |
6,709.0 |
6,709.0 |
6,709.0 |
6,711.0 |
| S1 |
6,701.0 |
6,701.0 |
6,709.5 |
6,705.0 |
| S2 |
6,691.5 |
6,691.5 |
6,708.0 |
|
| S3 |
6,674.0 |
6,683.5 |
6,706.0 |
|
| S4 |
6,656.5 |
6,666.0 |
6,701.5 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,154.5 |
7,048.0 |
6,696.5 |
|
| R3 |
6,985.5 |
6,879.0 |
6,650.0 |
|
| R2 |
6,816.5 |
6,816.5 |
6,634.5 |
|
| R1 |
6,710.0 |
6,710.0 |
6,619.0 |
6,679.0 |
| PP |
6,647.5 |
6,647.5 |
6,647.5 |
6,632.0 |
| S1 |
6,541.0 |
6,541.0 |
6,588.0 |
6,510.0 |
| S2 |
6,478.5 |
6,478.5 |
6,572.5 |
|
| S3 |
6,309.5 |
6,372.0 |
6,557.0 |
|
| S4 |
6,140.5 |
6,203.0 |
6,510.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,716.5 |
6,585.0 |
131.5 |
2.0% |
32.5 |
0.5% |
96% |
True |
False |
25 |
| 10 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
19.0 |
0.3% |
60% |
False |
False |
16 |
| 20 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
10.5 |
0.2% |
60% |
False |
False |
16 |
| 40 |
6,794.0 |
6,585.0 |
209.0 |
3.1% |
7.5 |
0.1% |
60% |
False |
False |
36 |
| 60 |
6,794.0 |
6,557.0 |
237.0 |
3.5% |
5.0 |
0.1% |
65% |
False |
False |
36 |
| 80 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
4.0 |
0.1% |
80% |
False |
False |
29 |
| 100 |
6,794.0 |
6,381.0 |
413.0 |
6.2% |
3.5 |
0.0% |
80% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,791.0 |
|
2.618 |
6,762.5 |
|
1.618 |
6,745.0 |
|
1.000 |
6,734.0 |
|
0.618 |
6,727.5 |
|
HIGH |
6,716.5 |
|
0.618 |
6,710.0 |
|
0.500 |
6,708.0 |
|
0.382 |
6,705.5 |
|
LOW |
6,699.0 |
|
0.618 |
6,688.0 |
|
1.000 |
6,681.5 |
|
1.618 |
6,670.5 |
|
2.618 |
6,653.0 |
|
4.250 |
6,624.5 |
|
|