| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,126.80 |
2,126.85 |
0.05 |
0.0% |
2,080.03 |
| High |
2,128.91 |
2,132.82 |
3.91 |
0.2% |
2,128.91 |
| Low |
2,119.88 |
2,123.65 |
3.77 |
0.2% |
2,080.03 |
| Close |
2,126.64 |
2,128.28 |
1.64 |
0.1% |
2,126.64 |
| Range |
9.03 |
9.17 |
0.14 |
1.6% |
48.88 |
| ATR |
19.83 |
19.07 |
-0.76 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.76 |
2,151.19 |
2,133.32 |
|
| R3 |
2,146.59 |
2,142.02 |
2,130.80 |
|
| R2 |
2,137.42 |
2,137.42 |
2,129.96 |
|
| R1 |
2,132.85 |
2,132.85 |
2,129.12 |
2,135.14 |
| PP |
2,128.25 |
2,128.25 |
2,128.25 |
2,129.39 |
| S1 |
2,123.68 |
2,123.68 |
2,127.44 |
2,125.97 |
| S2 |
2,119.08 |
2,119.08 |
2,126.60 |
|
| S3 |
2,109.91 |
2,114.51 |
2,125.76 |
|
| S4 |
2,100.74 |
2,105.34 |
2,123.24 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,258.50 |
2,241.45 |
2,153.52 |
|
| R3 |
2,209.62 |
2,192.57 |
2,140.08 |
|
| R2 |
2,160.74 |
2,160.74 |
2,135.60 |
|
| R1 |
2,143.69 |
2,143.69 |
2,131.12 |
2,152.22 |
| PP |
2,111.86 |
2,111.86 |
2,111.86 |
2,116.12 |
| S1 |
2,094.81 |
2,094.81 |
2,122.16 |
2,103.34 |
| S2 |
2,062.98 |
2,062.98 |
2,117.68 |
|
| S3 |
2,014.10 |
2,045.93 |
2,113.20 |
|
| S4 |
1,965.22 |
1,997.05 |
2,099.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,132.82 |
2,098.17 |
34.65 |
1.6% |
9.08 |
0.4% |
87% |
True |
False |
|
| 10 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
19.19 |
0.9% |
95% |
True |
False |
|
| 20 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
18.58 |
0.9% |
95% |
True |
False |
|
| 40 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
17.54 |
0.8% |
95% |
True |
False |
|
| 60 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.42 |
0.8% |
93% |
False |
False |
|
| 80 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.47 |
0.8% |
93% |
False |
False |
|
| 100 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.99 |
0.8% |
93% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.2% |
18.34 |
0.9% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.79 |
|
2.618 |
2,156.83 |
|
1.618 |
2,147.66 |
|
1.000 |
2,141.99 |
|
0.618 |
2,138.49 |
|
HIGH |
2,132.82 |
|
0.618 |
2,129.32 |
|
0.500 |
2,128.24 |
|
0.382 |
2,127.15 |
|
LOW |
2,123.65 |
|
0.618 |
2,117.98 |
|
1.000 |
2,114.48 |
|
1.618 |
2,108.81 |
|
2.618 |
2,099.64 |
|
4.250 |
2,084.68 |
|
|