| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,427.35 |
2,435.75 |
8.40 |
0.3% |
2,431.39 |
| High |
2,429.30 |
2,445.76 |
16.46 |
0.7% |
2,439.17 |
| Low |
2,412.79 |
2,435.75 |
22.96 |
1.0% |
2,407.70 |
| Close |
2,425.53 |
2,443.25 |
17.72 |
0.7% |
2,425.18 |
| Range |
16.51 |
10.01 |
-6.50 |
-39.4% |
31.47 |
| ATR |
16.08 |
16.38 |
0.30 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,471.62 |
2,467.44 |
2,448.76 |
|
| R3 |
2,461.61 |
2,457.43 |
2,446.00 |
|
| R2 |
2,451.60 |
2,451.60 |
2,445.09 |
|
| R1 |
2,447.42 |
2,447.42 |
2,444.17 |
2,449.51 |
| PP |
2,441.59 |
2,441.59 |
2,441.59 |
2,442.63 |
| S1 |
2,437.41 |
2,437.41 |
2,442.33 |
2,439.50 |
| S2 |
2,431.58 |
2,431.58 |
2,441.41 |
|
| S3 |
2,421.57 |
2,427.40 |
2,440.50 |
|
| S4 |
2,411.56 |
2,417.39 |
2,437.74 |
|
|
| 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 |
2,445.76 |
2,407.70 |
38.06 |
1.6% |
13.25 |
0.5% |
93% |
True |
False |
|
| 10 |
2,445.76 |
2,405.70 |
40.06 |
1.6% |
15.26 |
0.6% |
94% |
True |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
14.20 |
0.6% |
78% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
13.37 |
0.5% |
89% |
False |
False |
|
| 60 |
2,453.82 |
2,334.54 |
119.28 |
4.9% |
12.54 |
0.5% |
91% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.76 |
0.6% |
92% |
False |
False |
|
| 100 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.38 |
0.5% |
92% |
False |
False |
|
| 120 |
2,453.82 |
2,257.02 |
196.80 |
8.1% |
13.17 |
0.5% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,488.30 |
|
2.618 |
2,471.97 |
|
1.618 |
2,461.96 |
|
1.000 |
2,455.77 |
|
0.618 |
2,451.95 |
|
HIGH |
2,445.76 |
|
0.618 |
2,441.94 |
|
0.500 |
2,440.76 |
|
0.382 |
2,439.57 |
|
LOW |
2,435.75 |
|
0.618 |
2,429.56 |
|
1.000 |
2,425.74 |
|
1.618 |
2,419.55 |
|
2.618 |
2,409.54 |
|
4.250 |
2,393.21 |
|
|