| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
2,106.78 |
2,111.60 |
4.82 |
0.2% |
2,078.19 |
| High |
2,110.48 |
2,114.23 |
3.75 |
0.2% |
2,114.23 |
| Low |
2,094.96 |
2,102.07 |
7.11 |
0.3% |
2,063.52 |
| Close |
2,108.63 |
2,103.84 |
-4.79 |
-0.2% |
2,103.84 |
| Range |
15.52 |
12.16 |
-3.36 |
-21.6% |
50.71 |
| ATR |
18.86 |
18.38 |
-0.48 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.19 |
2,135.68 |
2,110.53 |
|
| R3 |
2,131.03 |
2,123.52 |
2,107.18 |
|
| R2 |
2,118.87 |
2,118.87 |
2,106.07 |
|
| R1 |
2,111.36 |
2,111.36 |
2,104.95 |
2,109.04 |
| PP |
2,106.71 |
2,106.71 |
2,106.71 |
2,105.55 |
| S1 |
2,099.20 |
2,099.20 |
2,102.73 |
2,096.88 |
| S2 |
2,094.55 |
2,094.55 |
2,101.61 |
|
| S3 |
2,082.39 |
2,087.04 |
2,100.50 |
|
| S4 |
2,070.23 |
2,074.88 |
2,097.15 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,245.99 |
2,225.63 |
2,131.73 |
|
| R3 |
2,195.28 |
2,174.92 |
2,117.79 |
|
| R2 |
2,144.57 |
2,144.57 |
2,113.14 |
|
| R1 |
2,124.21 |
2,124.21 |
2,108.49 |
2,134.39 |
| PP |
2,093.86 |
2,093.86 |
2,093.86 |
2,098.96 |
| S1 |
2,073.50 |
2,073.50 |
2,099.19 |
2,083.68 |
| S2 |
2,043.15 |
2,043.15 |
2,094.54 |
|
| S3 |
1,992.44 |
2,022.79 |
2,089.89 |
|
| S4 |
1,941.73 |
1,972.08 |
2,075.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,114.23 |
2,063.52 |
50.71 |
2.4% |
17.08 |
0.8% |
80% |
True |
False |
|
| 10 |
2,132.82 |
2,063.52 |
69.30 |
3.3% |
16.33 |
0.8% |
58% |
False |
False |
|
| 20 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
18.31 |
0.9% |
67% |
False |
False |
|
| 40 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
17.75 |
0.8% |
67% |
False |
False |
|
| 60 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
16.96 |
0.8% |
66% |
False |
False |
|
| 80 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.34 |
0.8% |
66% |
False |
False |
|
| 100 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.98 |
0.9% |
68% |
False |
False |
|
| 120 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.54 |
0.8% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,165.91 |
|
2.618 |
2,146.06 |
|
1.618 |
2,133.90 |
|
1.000 |
2,126.39 |
|
0.618 |
2,121.74 |
|
HIGH |
2,114.23 |
|
0.618 |
2,109.58 |
|
0.500 |
2,108.15 |
|
0.382 |
2,106.72 |
|
LOW |
2,102.07 |
|
0.618 |
2,094.56 |
|
1.000 |
2,089.91 |
|
1.618 |
2,082.40 |
|
2.618 |
2,070.24 |
|
4.250 |
2,050.39 |
|
|