| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,423.44 |
2,413.52 |
-9.92 |
-0.4% |
2,431.39 |
| High |
2,424.28 |
2,426.92 |
2.64 |
0.1% |
2,439.17 |
| Low |
2,407.70 |
2,413.52 |
5.82 |
0.2% |
2,407.70 |
| Close |
2,409.75 |
2,425.18 |
15.43 |
0.6% |
2,425.18 |
| Range |
16.58 |
13.40 |
-3.18 |
-19.2% |
31.47 |
| ATR |
16.48 |
16.53 |
0.05 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,462.07 |
2,457.03 |
2,432.55 |
|
| R3 |
2,448.67 |
2,443.63 |
2,428.87 |
|
| R2 |
2,435.27 |
2,435.27 |
2,427.64 |
|
| R1 |
2,430.23 |
2,430.23 |
2,426.41 |
2,432.75 |
| PP |
2,421.87 |
2,421.87 |
2,421.87 |
2,423.14 |
| S1 |
2,416.83 |
2,416.83 |
2,423.95 |
2,419.35 |
| S2 |
2,408.47 |
2,408.47 |
2,422.72 |
|
| S3 |
2,395.07 |
2,403.43 |
2,421.50 |
|
| S4 |
2,381.67 |
2,390.03 |
2,417.81 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.43 |
2,503.27 |
2,442.49 |
|
| R3 |
2,486.96 |
2,471.80 |
2,433.83 |
|
| R2 |
2,455.49 |
2,455.49 |
2,430.95 |
|
| R1 |
2,440.33 |
2,440.33 |
2,428.06 |
2,432.18 |
| PP |
2,424.02 |
2,424.02 |
2,424.02 |
2,419.94 |
| S1 |
2,408.86 |
2,408.86 |
2,422.30 |
2,400.71 |
| S2 |
2,392.55 |
2,392.55 |
2,419.41 |
|
| S3 |
2,361.08 |
2,377.39 |
2,416.53 |
|
| S4 |
2,329.61 |
2,345.92 |
2,407.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,439.17 |
2,407.70 |
31.47 |
1.3% |
12.87 |
0.5% |
56% |
False |
False |
|
| 10 |
2,450.42 |
2,405.70 |
44.72 |
1.8% |
16.08 |
0.7% |
44% |
False |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.95 |
0.6% |
40% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
13.20 |
0.5% |
72% |
False |
False |
|
| 60 |
2,453.82 |
2,328.95 |
124.87 |
5.1% |
12.72 |
0.5% |
77% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.80 |
0.6% |
78% |
False |
False |
|
| 100 |
2,453.82 |
2,322.17 |
131.65 |
5.4% |
13.46 |
0.6% |
78% |
False |
False |
|
| 120 |
2,453.82 |
2,257.02 |
196.80 |
8.1% |
13.15 |
0.5% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,483.87 |
|
2.618 |
2,462.00 |
|
1.618 |
2,448.60 |
|
1.000 |
2,440.32 |
|
0.618 |
2,435.20 |
|
HIGH |
2,426.92 |
|
0.618 |
2,421.80 |
|
0.500 |
2,420.22 |
|
0.382 |
2,418.64 |
|
LOW |
2,413.52 |
|
0.618 |
2,405.24 |
|
1.000 |
2,400.12 |
|
1.618 |
2,391.84 |
|
2.618 |
2,378.44 |
|
4.250 |
2,356.57 |
|
|