| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,430.78 |
2,423.44 |
-7.34 |
-0.3% |
2,443.32 |
| High |
2,434.90 |
2,424.28 |
-10.62 |
-0.4% |
2,450.42 |
| Low |
2,422.05 |
2,407.70 |
-14.35 |
-0.6% |
2,405.70 |
| Close |
2,432.54 |
2,409.75 |
-22.79 |
-0.9% |
2,423.41 |
| Range |
12.85 |
16.58 |
3.73 |
29.0% |
44.72 |
| ATR |
15.84 |
16.48 |
0.64 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,463.65 |
2,453.28 |
2,418.87 |
|
| R3 |
2,447.07 |
2,436.70 |
2,414.31 |
|
| R2 |
2,430.49 |
2,430.49 |
2,412.79 |
|
| R1 |
2,420.12 |
2,420.12 |
2,411.27 |
2,417.02 |
| PP |
2,413.91 |
2,413.91 |
2,413.91 |
2,412.36 |
| S1 |
2,403.54 |
2,403.54 |
2,408.23 |
2,400.44 |
| S2 |
2,397.33 |
2,397.33 |
2,406.71 |
|
| S3 |
2,380.75 |
2,386.96 |
2,405.19 |
|
| S4 |
2,364.17 |
2,370.38 |
2,400.63 |
|
|
| 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 |
2,442.73 |
2,405.70 |
37.03 |
1.5% |
17.60 |
0.7% |
11% |
False |
False |
|
| 10 |
2,450.42 |
2,405.70 |
44.72 |
1.9% |
15.58 |
0.6% |
9% |
False |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.84 |
0.6% |
8% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.2% |
13.03 |
0.5% |
56% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.2% |
12.80 |
0.5% |
65% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.5% |
13.77 |
0.6% |
67% |
False |
False |
|
| 100 |
2,453.82 |
2,321.42 |
132.40 |
5.5% |
13.42 |
0.6% |
67% |
False |
False |
|
| 120 |
2,453.82 |
2,257.02 |
196.80 |
8.2% |
13.10 |
0.5% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.75 |
|
2.618 |
2,467.69 |
|
1.618 |
2,451.11 |
|
1.000 |
2,440.86 |
|
0.618 |
2,434.53 |
|
HIGH |
2,424.28 |
|
0.618 |
2,417.95 |
|
0.500 |
2,415.99 |
|
0.382 |
2,414.03 |
|
LOW |
2,407.70 |
|
0.618 |
2,397.45 |
|
1.000 |
2,391.12 |
|
1.618 |
2,380.87 |
|
2.618 |
2,364.29 |
|
4.250 |
2,337.24 |
|
|