| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.94 |
2,069.52 |
-4.42 |
-0.2% |
2,098.63 |
| High |
2,078.61 |
2,083.73 |
5.12 |
0.2% |
2,098.63 |
| Low |
2,058.40 |
2,044.02 |
-14.38 |
-0.7% |
2,056.32 |
| Close |
2,068.76 |
2,081.34 |
12.58 |
0.6% |
2,076.78 |
| Range |
20.21 |
39.71 |
19.50 |
96.5% |
42.31 |
| ATR |
18.31 |
19.84 |
1.53 |
8.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,188.83 |
2,174.79 |
2,103.18 |
|
| R3 |
2,149.12 |
2,135.08 |
2,092.26 |
|
| R2 |
2,109.41 |
2,109.41 |
2,088.62 |
|
| R1 |
2,095.37 |
2,095.37 |
2,084.98 |
2,102.39 |
| PP |
2,069.70 |
2,069.70 |
2,069.70 |
2,073.21 |
| S1 |
2,055.66 |
2,055.66 |
2,077.70 |
2,062.68 |
| S2 |
2,029.99 |
2,029.99 |
2,074.06 |
|
| S3 |
1,990.28 |
2,015.95 |
2,070.42 |
|
| S4 |
1,950.57 |
1,976.24 |
2,059.50 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,204.17 |
2,182.79 |
2,100.05 |
|
| R3 |
2,161.86 |
2,140.48 |
2,088.42 |
|
| R2 |
2,119.55 |
2,119.55 |
2,084.54 |
|
| R1 |
2,098.17 |
2,098.17 |
2,080.66 |
2,087.71 |
| PP |
2,077.24 |
2,077.24 |
2,077.24 |
2,072.01 |
| S1 |
2,055.86 |
2,055.86 |
2,072.90 |
2,045.40 |
| S2 |
2,034.93 |
2,034.93 |
2,069.02 |
|
| S3 |
1,992.62 |
2,013.55 |
2,065.14 |
|
| S4 |
1,950.31 |
1,971.24 |
2,053.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,085.06 |
2,044.02 |
41.04 |
2.0% |
21.54 |
1.0% |
91% |
False |
True |
|
| 10 |
2,128.03 |
2,044.02 |
84.01 |
4.0% |
20.22 |
1.0% |
44% |
False |
True |
|
| 20 |
2,129.87 |
2,044.02 |
85.85 |
4.1% |
18.73 |
0.9% |
43% |
False |
True |
|
| 40 |
2,134.71 |
2,044.02 |
90.69 |
4.4% |
16.70 |
0.8% |
41% |
False |
True |
|
| 60 |
2,134.71 |
2,044.02 |
90.69 |
4.4% |
17.51 |
0.8% |
41% |
False |
True |
|
| 80 |
2,134.71 |
2,041.17 |
93.54 |
4.5% |
18.20 |
0.9% |
43% |
False |
False |
|
| 100 |
2,134.71 |
2,039.69 |
95.02 |
4.6% |
17.61 |
0.8% |
44% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.4% |
19.05 |
0.9% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.50 |
|
2.618 |
2,187.69 |
|
1.618 |
2,147.98 |
|
1.000 |
2,123.44 |
|
0.618 |
2,108.27 |
|
HIGH |
2,083.73 |
|
0.618 |
2,068.56 |
|
0.500 |
2,063.88 |
|
0.382 |
2,059.19 |
|
LOW |
2,044.02 |
|
0.618 |
2,019.48 |
|
1.000 |
2,004.31 |
|
1.618 |
1,979.77 |
|
2.618 |
1,940.06 |
|
4.250 |
1,875.25 |
|
|