| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,475.56 |
2,467.40 |
-8.16 |
-0.3% |
2,459.50 |
| High |
2,477.62 |
2,472.54 |
-5.08 |
-0.2% |
2,477.62 |
| Low |
2,468.43 |
2,465.06 |
-3.37 |
-0.1% |
2,450.34 |
| Close |
2,473.45 |
2,472.54 |
-0.91 |
0.0% |
2,472.54 |
| Range |
9.19 |
7.48 |
-1.71 |
-18.6% |
27.28 |
| ATR |
14.28 |
13.86 |
-0.42 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,492.49 |
2,489.99 |
2,476.65 |
|
| R3 |
2,485.01 |
2,482.51 |
2,474.60 |
|
| R2 |
2,477.53 |
2,477.53 |
2,473.91 |
|
| R1 |
2,475.03 |
2,475.03 |
2,473.23 |
2,476.28 |
| PP |
2,470.05 |
2,470.05 |
2,470.05 |
2,470.67 |
| S1 |
2,467.55 |
2,467.55 |
2,471.85 |
2,468.80 |
| S2 |
2,462.57 |
2,462.57 |
2,471.17 |
|
| S3 |
2,455.09 |
2,460.07 |
2,470.48 |
|
| S4 |
2,447.61 |
2,452.59 |
2,468.43 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.67 |
2,537.89 |
2,487.54 |
|
| R3 |
2,521.39 |
2,510.61 |
2,480.04 |
|
| R2 |
2,494.11 |
2,494.11 |
2,477.54 |
|
| R1 |
2,483.33 |
2,483.33 |
2,475.04 |
2,488.72 |
| PP |
2,466.83 |
2,466.83 |
2,466.83 |
2,469.53 |
| S1 |
2,456.05 |
2,456.05 |
2,470.04 |
2,461.44 |
| S2 |
2,439.55 |
2,439.55 |
2,467.54 |
|
| S3 |
2,412.27 |
2,428.77 |
2,465.04 |
|
| S4 |
2,384.99 |
2,401.49 |
2,457.54 |
|
|
| 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 |
2,450.34 |
27.28 |
1.1% |
8.58 |
0.3% |
81% |
False |
False |
|
| 10 |
2,477.62 |
2,412.79 |
64.83 |
2.6% |
10.36 |
0.4% |
92% |
False |
False |
|
| 20 |
2,477.62 |
2,405.70 |
71.92 |
2.9% |
13.22 |
0.5% |
93% |
False |
False |
|
| 40 |
2,477.62 |
2,403.62 |
74.00 |
3.0% |
12.50 |
0.5% |
93% |
False |
False |
|
| 60 |
2,477.62 |
2,353.29 |
124.33 |
5.0% |
12.10 |
0.5% |
96% |
False |
False |
|
| 80 |
2,477.62 |
2,328.95 |
148.67 |
6.0% |
12.71 |
0.5% |
97% |
False |
False |
|
| 100 |
2,477.62 |
2,322.25 |
155.37 |
6.3% |
13.29 |
0.5% |
97% |
False |
False |
|
| 120 |
2,477.62 |
2,267.21 |
210.41 |
8.5% |
13.01 |
0.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,504.33 |
|
2.618 |
2,492.12 |
|
1.618 |
2,484.64 |
|
1.000 |
2,480.02 |
|
0.618 |
2,477.16 |
|
HIGH |
2,472.54 |
|
0.618 |
2,469.68 |
|
0.500 |
2,468.80 |
|
0.382 |
2,467.92 |
|
LOW |
2,465.06 |
|
0.618 |
2,460.44 |
|
1.000 |
2,457.58 |
|
1.618 |
2,452.96 |
|
2.618 |
2,445.48 |
|
4.250 |
2,433.27 |
|
|