| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,118.21 |
2,114.16 |
-4.05 |
-0.2% |
2,080.03 |
| High |
2,118.51 |
2,116.87 |
-1.64 |
-0.1% |
2,128.91 |
| Low |
2,110.00 |
2,098.63 |
-11.37 |
-0.5% |
2,080.03 |
| Close |
2,114.15 |
2,102.15 |
-12.00 |
-0.6% |
2,126.64 |
| Range |
8.51 |
18.24 |
9.73 |
114.3% |
48.88 |
| ATR |
17.96 |
17.98 |
0.02 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.60 |
2,149.62 |
2,112.18 |
|
| R3 |
2,142.36 |
2,131.38 |
2,107.17 |
|
| R2 |
2,124.12 |
2,124.12 |
2,105.49 |
|
| R1 |
2,113.14 |
2,113.14 |
2,103.82 |
2,109.51 |
| PP |
2,105.88 |
2,105.88 |
2,105.88 |
2,104.07 |
| S1 |
2,094.90 |
2,094.90 |
2,100.48 |
2,091.27 |
| S2 |
2,087.64 |
2,087.64 |
2,098.81 |
|
| S3 |
2,069.40 |
2,076.66 |
2,097.13 |
|
| S4 |
2,051.16 |
2,058.42 |
2,092.12 |
|
|
| 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 |
2,098.63 |
34.19 |
1.6% |
11.61 |
0.6% |
10% |
False |
True |
|
| 10 |
2,132.82 |
2,052.73 |
80.09 |
3.8% |
13.45 |
0.6% |
62% |
False |
False |
|
| 20 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
18.47 |
0.9% |
65% |
False |
False |
|
| 40 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
17.20 |
0.8% |
65% |
False |
False |
|
| 60 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.28 |
0.8% |
64% |
False |
False |
|
| 80 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.27 |
0.8% |
64% |
False |
False |
|
| 100 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
18.07 |
0.9% |
66% |
False |
False |
|
| 120 |
2,134.71 |
1,980.90 |
153.81 |
7.3% |
17.78 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,194.39 |
|
2.618 |
2,164.62 |
|
1.618 |
2,146.38 |
|
1.000 |
2,135.11 |
|
0.618 |
2,128.14 |
|
HIGH |
2,116.87 |
|
0.618 |
2,109.90 |
|
0.500 |
2,107.75 |
|
0.382 |
2,105.60 |
|
LOW |
2,098.63 |
|
0.618 |
2,087.36 |
|
1.000 |
2,080.39 |
|
1.618 |
2,069.12 |
|
2.618 |
2,050.88 |
|
4.250 |
2,021.11 |
|
|