| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,475.94 |
2,477.10 |
1.16 |
0.0% |
2,472.04 |
| High |
2,477.96 |
2,478.51 |
0.55 |
0.0% |
2,484.04 |
| Low |
2,468.53 |
2,471.14 |
2.61 |
0.1% |
2,459.93 |
| Close |
2,470.30 |
2,476.35 |
6.05 |
0.2% |
2,472.10 |
| Range |
9.43 |
7.37 |
-2.06 |
-21.8% |
24.11 |
| ATR |
13.08 |
12.73 |
-0.35 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.44 |
2,494.27 |
2,480.40 |
|
| R3 |
2,490.07 |
2,486.90 |
2,478.38 |
|
| R2 |
2,482.70 |
2,482.70 |
2,477.70 |
|
| R1 |
2,479.53 |
2,479.53 |
2,477.03 |
2,477.43 |
| PP |
2,475.33 |
2,475.33 |
2,475.33 |
2,474.29 |
| S1 |
2,472.16 |
2,472.16 |
2,475.67 |
2,470.06 |
| S2 |
2,467.96 |
2,467.96 |
2,475.00 |
|
| S3 |
2,460.59 |
2,464.79 |
2,474.32 |
|
| S4 |
2,453.22 |
2,457.42 |
2,472.30 |
|
|
| 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% |
11.31 |
0.5% |
68% |
False |
False |
|
| 10 |
2,484.04 |
2,459.93 |
24.11 |
1.0% |
9.63 |
0.4% |
68% |
False |
False |
|
| 20 |
2,484.04 |
2,407.70 |
76.34 |
3.1% |
10.80 |
0.4% |
90% |
False |
False |
|
| 40 |
2,484.04 |
2,405.70 |
78.34 |
3.2% |
12.55 |
0.5% |
90% |
False |
False |
|
| 60 |
2,484.04 |
2,353.29 |
130.75 |
5.3% |
12.11 |
0.5% |
94% |
False |
False |
|
| 80 |
2,484.04 |
2,328.95 |
155.09 |
6.3% |
12.28 |
0.5% |
95% |
False |
False |
|
| 100 |
2,484.04 |
2,322.25 |
161.79 |
6.5% |
13.08 |
0.5% |
95% |
False |
False |
|
| 120 |
2,484.04 |
2,296.61 |
187.43 |
7.6% |
12.93 |
0.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.83 |
|
2.618 |
2,497.80 |
|
1.618 |
2,490.43 |
|
1.000 |
2,485.88 |
|
0.618 |
2,483.06 |
|
HIGH |
2,478.51 |
|
0.618 |
2,475.69 |
|
0.500 |
2,474.83 |
|
0.382 |
2,473.96 |
|
LOW |
2,471.14 |
|
0.618 |
2,466.59 |
|
1.000 |
2,463.77 |
|
1.618 |
2,459.22 |
|
2.618 |
2,451.85 |
|
4.250 |
2,439.82 |
|
|