| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,463.85 |
2,475.56 |
11.71 |
0.5% |
2,424.51 |
| High |
2,473.83 |
2,477.62 |
3.79 |
0.2% |
2,463.54 |
| Low |
2,463.85 |
2,468.43 |
4.58 |
0.2% |
2,412.79 |
| Close |
2,473.83 |
2,473.45 |
-0.38 |
0.0% |
2,459.27 |
| Range |
9.98 |
9.19 |
-0.79 |
-7.9% |
50.75 |
| ATR |
14.67 |
14.28 |
-0.39 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.74 |
2,496.28 |
2,478.50 |
|
| R3 |
2,491.55 |
2,487.09 |
2,475.98 |
|
| R2 |
2,482.36 |
2,482.36 |
2,475.13 |
|
| R1 |
2,477.90 |
2,477.90 |
2,474.29 |
2,475.54 |
| PP |
2,473.17 |
2,473.17 |
2,473.17 |
2,471.98 |
| S1 |
2,468.71 |
2,468.71 |
2,472.61 |
2,466.35 |
| S2 |
2,463.98 |
2,463.98 |
2,471.77 |
|
| S3 |
2,454.79 |
2,459.52 |
2,470.92 |
|
| S4 |
2,445.60 |
2,450.33 |
2,468.40 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,597.45 |
2,579.11 |
2,487.18 |
|
| R3 |
2,546.70 |
2,528.36 |
2,473.23 |
|
| R2 |
2,495.95 |
2,495.95 |
2,468.57 |
|
| R1 |
2,477.61 |
2,477.61 |
2,463.92 |
2,486.78 |
| PP |
2,445.20 |
2,445.20 |
2,445.20 |
2,449.79 |
| S1 |
2,426.86 |
2,426.86 |
2,454.62 |
2,436.03 |
| S2 |
2,394.45 |
2,394.45 |
2,449.97 |
|
| S3 |
2,343.70 |
2,376.11 |
2,445.31 |
|
| S4 |
2,292.95 |
2,325.36 |
2,431.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.62 |
2,446.69 |
30.93 |
1.3% |
10.45 |
0.4% |
87% |
True |
False |
|
| 10 |
2,477.62 |
2,412.79 |
64.83 |
2.6% |
10.95 |
0.4% |
94% |
True |
False |
|
| 20 |
2,477.62 |
2,405.70 |
71.92 |
2.9% |
13.26 |
0.5% |
94% |
True |
False |
|
| 40 |
2,477.62 |
2,398.09 |
79.53 |
3.2% |
12.50 |
0.5% |
95% |
True |
False |
|
| 60 |
2,477.62 |
2,353.29 |
124.33 |
5.0% |
12.16 |
0.5% |
97% |
True |
False |
|
| 80 |
2,477.62 |
2,328.95 |
148.67 |
6.0% |
12.94 |
0.5% |
97% |
True |
False |
|
| 100 |
2,477.62 |
2,322.25 |
155.37 |
6.3% |
13.30 |
0.5% |
97% |
True |
False |
|
| 120 |
2,477.62 |
2,267.21 |
210.41 |
8.5% |
13.09 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.68 |
|
2.618 |
2,501.68 |
|
1.618 |
2,492.49 |
|
1.000 |
2,486.81 |
|
0.618 |
2,483.30 |
|
HIGH |
2,477.62 |
|
0.618 |
2,474.11 |
|
0.500 |
2,473.03 |
|
0.382 |
2,471.94 |
|
LOW |
2,468.43 |
|
0.618 |
2,462.75 |
|
1.000 |
2,459.24 |
|
1.618 |
2,453.56 |
|
2.618 |
2,444.37 |
|
4.250 |
2,429.37 |
|
|