| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,480.38 |
2,476.03 |
-4.35 |
-0.2% |
2,472.04 |
| High |
2,480.38 |
2,476.03 |
-4.35 |
-0.2% |
2,484.04 |
| Low |
2,466.48 |
2,468.85 |
2.37 |
0.1% |
2,459.93 |
| Close |
2,477.57 |
2,472.16 |
-5.41 |
-0.2% |
2,472.10 |
| Range |
13.90 |
7.18 |
-6.72 |
-48.3% |
24.11 |
| ATR |
12.81 |
12.52 |
-0.29 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.89 |
2,490.20 |
2,476.11 |
|
| R3 |
2,486.71 |
2,483.02 |
2,474.13 |
|
| R2 |
2,479.53 |
2,479.53 |
2,473.48 |
|
| R1 |
2,475.84 |
2,475.84 |
2,472.82 |
2,474.10 |
| PP |
2,472.35 |
2,472.35 |
2,472.35 |
2,471.47 |
| S1 |
2,468.66 |
2,468.66 |
2,471.50 |
2,466.92 |
| S2 |
2,465.17 |
2,465.17 |
2,470.84 |
|
| S3 |
2,457.99 |
2,461.48 |
2,470.19 |
|
| S4 |
2,450.81 |
2,454.30 |
2,468.21 |
|
|
| 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 |
2,480.38 |
2,464.66 |
15.72 |
0.6% |
9.35 |
0.4% |
48% |
False |
False |
|
| 10 |
2,484.04 |
2,459.93 |
24.11 |
1.0% |
9.82 |
0.4% |
51% |
False |
False |
|
| 20 |
2,484.04 |
2,412.79 |
71.25 |
2.9% |
10.39 |
0.4% |
83% |
False |
False |
|
| 40 |
2,484.04 |
2,405.70 |
78.34 |
3.2% |
12.62 |
0.5% |
85% |
False |
False |
|
| 60 |
2,484.04 |
2,353.29 |
130.75 |
5.3% |
12.15 |
0.5% |
91% |
False |
False |
|
| 80 |
2,484.04 |
2,328.95 |
155.09 |
6.3% |
12.20 |
0.5% |
92% |
False |
False |
|
| 100 |
2,484.04 |
2,322.25 |
161.79 |
6.5% |
13.09 |
0.5% |
93% |
False |
False |
|
| 120 |
2,484.04 |
2,321.42 |
162.62 |
6.6% |
12.92 |
0.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,506.55 |
|
2.618 |
2,494.83 |
|
1.618 |
2,487.65 |
|
1.000 |
2,483.21 |
|
0.618 |
2,480.47 |
|
HIGH |
2,476.03 |
|
0.618 |
2,473.29 |
|
0.500 |
2,472.44 |
|
0.382 |
2,471.59 |
|
LOW |
2,468.85 |
|
0.618 |
2,464.41 |
|
1.000 |
2,461.67 |
|
1.618 |
2,457.23 |
|
2.618 |
2,450.05 |
|
4.250 |
2,438.34 |
|
|