| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,424.51 |
2,427.35 |
2.84 |
0.1% |
2,431.39 |
| High |
2,432.00 |
2,429.30 |
-2.70 |
-0.1% |
2,439.17 |
| Low |
2,422.27 |
2,412.79 |
-9.48 |
-0.4% |
2,407.70 |
| Close |
2,427.43 |
2,425.53 |
-1.90 |
-0.1% |
2,425.18 |
| Range |
9.73 |
16.51 |
6.78 |
69.7% |
31.47 |
| ATR |
16.05 |
16.08 |
0.03 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,472.07 |
2,465.31 |
2,434.61 |
|
| R3 |
2,455.56 |
2,448.80 |
2,430.07 |
|
| R2 |
2,439.05 |
2,439.05 |
2,428.56 |
|
| R1 |
2,432.29 |
2,432.29 |
2,427.04 |
2,427.42 |
| PP |
2,422.54 |
2,422.54 |
2,422.54 |
2,420.10 |
| S1 |
2,415.78 |
2,415.78 |
2,424.02 |
2,410.91 |
| S2 |
2,406.03 |
2,406.03 |
2,422.50 |
|
| S3 |
2,389.52 |
2,399.27 |
2,420.99 |
|
| S4 |
2,373.01 |
2,382.76 |
2,416.45 |
|
|
| 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 |
2,434.90 |
2,407.70 |
27.20 |
1.1% |
13.81 |
0.6% |
66% |
False |
False |
|
| 10 |
2,442.97 |
2,405.70 |
37.27 |
1.5% |
16.34 |
0.7% |
53% |
False |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.21 |
0.6% |
41% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
13.37 |
0.6% |
72% |
False |
False |
|
| 60 |
2,453.82 |
2,332.51 |
121.31 |
5.0% |
12.65 |
0.5% |
77% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.73 |
0.6% |
78% |
False |
False |
|
| 100 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.40 |
0.6% |
78% |
False |
False |
|
| 120 |
2,453.82 |
2,257.02 |
196.80 |
8.1% |
13.22 |
0.5% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.47 |
|
2.618 |
2,472.52 |
|
1.618 |
2,456.01 |
|
1.000 |
2,445.81 |
|
0.618 |
2,439.50 |
|
HIGH |
2,429.30 |
|
0.618 |
2,422.99 |
|
0.500 |
2,421.05 |
|
0.382 |
2,419.10 |
|
LOW |
2,412.79 |
|
0.618 |
2,402.59 |
|
1.000 |
2,396.28 |
|
1.618 |
2,386.08 |
|
2.618 |
2,369.57 |
|
4.250 |
2,342.62 |
|
|