| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,431.39 |
2,430.78 |
-0.61 |
0.0% |
2,443.32 |
| High |
2,439.17 |
2,434.90 |
-4.27 |
-0.2% |
2,450.42 |
| Low |
2,428.69 |
2,422.05 |
-6.64 |
-0.3% |
2,405.70 |
| Close |
2,429.01 |
2,432.54 |
3.53 |
0.1% |
2,423.41 |
| Range |
10.48 |
12.85 |
2.37 |
22.6% |
44.72 |
| ATR |
16.07 |
15.84 |
-0.23 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,468.38 |
2,463.31 |
2,439.61 |
|
| R3 |
2,455.53 |
2,450.46 |
2,436.07 |
|
| R2 |
2,442.68 |
2,442.68 |
2,434.90 |
|
| R1 |
2,437.61 |
2,437.61 |
2,433.72 |
2,440.15 |
| PP |
2,429.83 |
2,429.83 |
2,429.83 |
2,431.10 |
| S1 |
2,424.76 |
2,424.76 |
2,431.36 |
2,427.30 |
| S2 |
2,416.98 |
2,416.98 |
2,430.18 |
|
| S3 |
2,404.13 |
2,411.91 |
2,429.01 |
|
| S4 |
2,391.28 |
2,399.06 |
2,425.47 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.67 |
2,536.76 |
2,448.01 |
|
| R3 |
2,515.95 |
2,492.04 |
2,435.71 |
|
| R2 |
2,471.23 |
2,471.23 |
2,431.61 |
|
| R1 |
2,447.32 |
2,447.32 |
2,427.51 |
2,436.92 |
| PP |
2,426.51 |
2,426.51 |
2,426.51 |
2,421.31 |
| S1 |
2,402.60 |
2,402.60 |
2,419.31 |
2,392.20 |
| S2 |
2,381.79 |
2,381.79 |
2,415.21 |
|
| S3 |
2,337.07 |
2,357.88 |
2,411.11 |
|
| S4 |
2,292.35 |
2,313.16 |
2,398.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,442.97 |
2,405.70 |
37.27 |
1.5% |
17.27 |
0.7% |
72% |
False |
False |
|
| 10 |
2,450.42 |
2,405.70 |
44.72 |
1.8% |
15.07 |
0.6% |
60% |
False |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.54 |
0.6% |
56% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
12.91 |
0.5% |
79% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.77 |
0.5% |
83% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.63 |
0.6% |
84% |
False |
False |
|
| 100 |
2,453.82 |
2,311.10 |
142.72 |
5.9% |
13.34 |
0.5% |
85% |
False |
False |
|
| 120 |
2,453.82 |
2,254.25 |
199.57 |
8.2% |
13.11 |
0.5% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,489.51 |
|
2.618 |
2,468.54 |
|
1.618 |
2,455.69 |
|
1.000 |
2,447.75 |
|
0.618 |
2,442.84 |
|
HIGH |
2,434.90 |
|
0.618 |
2,429.99 |
|
0.500 |
2,428.48 |
|
0.382 |
2,426.96 |
|
LOW |
2,422.05 |
|
0.618 |
2,414.11 |
|
1.000 |
2,409.20 |
|
1.618 |
2,401.26 |
|
2.618 |
2,388.41 |
|
4.250 |
2,367.44 |
|
|