| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,482.76 |
2,469.12 |
-13.64 |
-0.5% |
2,472.04 |
| High |
2,484.04 |
2,473.53 |
-10.51 |
-0.4% |
2,484.04 |
| Low |
2,459.93 |
2,464.66 |
4.73 |
0.2% |
2,459.93 |
| Close |
2,475.42 |
2,472.10 |
-3.32 |
-0.1% |
2,472.10 |
| Range |
24.11 |
8.87 |
-15.24 |
-63.2% |
24.11 |
| ATR |
13.56 |
13.36 |
-0.20 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.71 |
2,493.27 |
2,476.98 |
|
| R3 |
2,487.84 |
2,484.40 |
2,474.54 |
|
| R2 |
2,478.97 |
2,478.97 |
2,473.73 |
|
| R1 |
2,475.53 |
2,475.53 |
2,472.91 |
2,477.25 |
| PP |
2,470.10 |
2,470.10 |
2,470.10 |
2,470.96 |
| S1 |
2,466.66 |
2,466.66 |
2,471.29 |
2,468.38 |
| S2 |
2,461.23 |
2,461.23 |
2,470.47 |
|
| S3 |
2,452.36 |
2,457.79 |
2,469.66 |
|
| S4 |
2,443.49 |
2,448.92 |
2,467.22 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.35 |
2,532.34 |
2,485.36 |
|
| R3 |
2,520.24 |
2,508.23 |
2,478.73 |
|
| R2 |
2,496.13 |
2,496.13 |
2,476.52 |
|
| R1 |
2,484.12 |
2,484.12 |
2,474.31 |
2,490.13 |
| PP |
2,472.02 |
2,472.02 |
2,472.02 |
2,475.03 |
| S1 |
2,460.01 |
2,460.01 |
2,469.89 |
2,466.02 |
| S2 |
2,447.91 |
2,447.91 |
2,467.68 |
|
| S3 |
2,423.80 |
2,435.90 |
2,465.47 |
|
| S4 |
2,399.69 |
2,411.79 |
2,458.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,484.04 |
2,459.93 |
24.11 |
1.0% |
10.57 |
0.4% |
50% |
False |
False |
|
| 10 |
2,484.04 |
2,450.34 |
33.70 |
1.4% |
9.57 |
0.4% |
65% |
False |
False |
|
| 20 |
2,484.04 |
2,407.70 |
76.34 |
3.1% |
11.04 |
0.4% |
84% |
False |
False |
|
| 40 |
2,484.04 |
2,405.70 |
78.34 |
3.2% |
12.58 |
0.5% |
85% |
False |
False |
|
| 60 |
2,484.04 |
2,353.29 |
130.75 |
5.3% |
12.18 |
0.5% |
91% |
False |
False |
|
| 80 |
2,484.04 |
2,328.95 |
155.09 |
6.3% |
12.61 |
0.5% |
92% |
False |
False |
|
| 100 |
2,484.04 |
2,322.25 |
161.79 |
6.5% |
13.17 |
0.5% |
93% |
False |
False |
|
| 120 |
2,484.04 |
2,285.38 |
198.66 |
8.0% |
12.96 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.23 |
|
2.618 |
2,496.75 |
|
1.618 |
2,487.88 |
|
1.000 |
2,482.40 |
|
0.618 |
2,479.01 |
|
HIGH |
2,473.53 |
|
0.618 |
2,470.14 |
|
0.500 |
2,469.10 |
|
0.382 |
2,468.05 |
|
LOW |
2,464.66 |
|
0.618 |
2,459.18 |
|
1.000 |
2,455.79 |
|
1.618 |
2,450.31 |
|
2.618 |
2,441.44 |
|
4.250 |
2,426.96 |
|
|