| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2,097.67 |
2,095.27 |
-2.40 |
-0.1% |
2,078.19 |
| High |
2,102.51 |
2,112.66 |
10.15 |
0.5% |
2,114.23 |
| Low |
2,088.60 |
2,095.27 |
6.67 |
0.3% |
2,063.52 |
| Close |
2,093.32 |
2,099.84 |
6.52 |
0.3% |
2,103.84 |
| Range |
13.91 |
17.39 |
3.48 |
25.0% |
50.71 |
| ATR |
18.06 |
18.15 |
0.09 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.76 |
2,144.69 |
2,109.40 |
|
| R3 |
2,137.37 |
2,127.30 |
2,104.62 |
|
| R2 |
2,119.98 |
2,119.98 |
2,103.03 |
|
| R1 |
2,109.91 |
2,109.91 |
2,101.43 |
2,114.95 |
| PP |
2,102.59 |
2,102.59 |
2,102.59 |
2,105.11 |
| S1 |
2,092.52 |
2,092.52 |
2,098.25 |
2,097.56 |
| S2 |
2,085.20 |
2,085.20 |
2,096.65 |
|
| S3 |
2,067.81 |
2,075.13 |
2,095.06 |
|
| S4 |
2,050.42 |
2,057.74 |
2,090.28 |
|
|
| 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 |
2,087.31 |
26.92 |
1.3% |
15.47 |
0.7% |
47% |
False |
False |
|
| 10 |
2,116.87 |
2,063.52 |
53.35 |
2.5% |
18.22 |
0.9% |
68% |
False |
False |
|
| 20 |
2,132.82 |
2,049.73 |
83.09 |
4.0% |
16.15 |
0.8% |
60% |
False |
False |
|
| 40 |
2,132.82 |
2,044.02 |
88.80 |
4.2% |
17.93 |
0.9% |
63% |
False |
False |
|
| 60 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
16.85 |
0.8% |
62% |
False |
False |
|
| 80 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.39 |
0.8% |
62% |
False |
False |
|
| 100 |
2,134.71 |
2,044.02 |
90.69 |
4.3% |
17.88 |
0.9% |
62% |
False |
False |
|
| 120 |
2,134.71 |
2,039.69 |
95.02 |
4.5% |
17.49 |
0.8% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.57 |
|
2.618 |
2,158.19 |
|
1.618 |
2,140.80 |
|
1.000 |
2,130.05 |
|
0.618 |
2,123.41 |
|
HIGH |
2,112.66 |
|
0.618 |
2,106.02 |
|
0.500 |
2,103.97 |
|
0.382 |
2,101.91 |
|
LOW |
2,095.27 |
|
0.618 |
2,084.52 |
|
1.000 |
2,077.88 |
|
1.618 |
2,067.13 |
|
2.618 |
2,049.74 |
|
4.250 |
2,021.36 |
|
|