| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,476.03 |
2,476.88 |
0.85 |
0.0% |
2,475.94 |
| High |
2,476.03 |
2,480.00 |
3.97 |
0.2% |
2,480.38 |
| Low |
2,468.85 |
2,472.08 |
3.23 |
0.1% |
2,466.48 |
| Close |
2,472.16 |
2,476.83 |
4.67 |
0.2% |
2,476.83 |
| Range |
7.18 |
7.92 |
0.74 |
10.3% |
13.90 |
| ATR |
12.52 |
12.19 |
-0.33 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.06 |
2,496.37 |
2,481.19 |
|
| R3 |
2,492.14 |
2,488.45 |
2,479.01 |
|
| R2 |
2,484.22 |
2,484.22 |
2,478.28 |
|
| R1 |
2,480.53 |
2,480.53 |
2,477.56 |
2,478.42 |
| PP |
2,476.30 |
2,476.30 |
2,476.30 |
2,475.25 |
| S1 |
2,472.61 |
2,472.61 |
2,476.10 |
2,470.50 |
| S2 |
2,468.38 |
2,468.38 |
2,475.38 |
|
| S3 |
2,460.46 |
2,464.69 |
2,474.65 |
|
| S4 |
2,452.54 |
2,456.77 |
2,472.47 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.26 |
2,510.45 |
2,484.48 |
|
| R3 |
2,502.36 |
2,496.55 |
2,480.65 |
|
| R2 |
2,488.46 |
2,488.46 |
2,479.38 |
|
| R1 |
2,482.65 |
2,482.65 |
2,478.10 |
2,485.56 |
| PP |
2,474.56 |
2,474.56 |
2,474.56 |
2,476.02 |
| S1 |
2,468.75 |
2,468.75 |
2,475.56 |
2,471.66 |
| S2 |
2,460.66 |
2,460.66 |
2,474.28 |
|
| S3 |
2,446.76 |
2,454.85 |
2,473.01 |
|
| S4 |
2,432.86 |
2,440.95 |
2,469.19 |
|
|
| 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 |
2,466.48 |
13.90 |
0.6% |
9.16 |
0.4% |
74% |
False |
False |
|
| 10 |
2,484.04 |
2,459.93 |
24.11 |
1.0% |
9.86 |
0.4% |
70% |
False |
False |
|
| 20 |
2,484.04 |
2,412.79 |
71.25 |
2.9% |
10.11 |
0.4% |
90% |
False |
False |
|
| 40 |
2,484.04 |
2,405.70 |
78.34 |
3.2% |
12.53 |
0.5% |
91% |
False |
False |
|
| 60 |
2,484.04 |
2,353.29 |
130.75 |
5.3% |
12.17 |
0.5% |
94% |
False |
False |
|
| 80 |
2,484.04 |
2,328.95 |
155.09 |
6.3% |
12.07 |
0.5% |
95% |
False |
False |
|
| 100 |
2,484.04 |
2,322.25 |
161.79 |
6.5% |
13.06 |
0.5% |
96% |
False |
False |
|
| 120 |
2,484.04 |
2,322.17 |
161.87 |
6.5% |
12.90 |
0.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,513.66 |
|
2.618 |
2,500.73 |
|
1.618 |
2,492.81 |
|
1.000 |
2,487.92 |
|
0.618 |
2,484.89 |
|
HIGH |
2,480.00 |
|
0.618 |
2,476.97 |
|
0.500 |
2,476.04 |
|
0.382 |
2,475.11 |
|
LOW |
2,472.08 |
|
0.618 |
2,467.19 |
|
1.000 |
2,464.16 |
|
1.618 |
2,459.27 |
|
2.618 |
2,451.35 |
|
4.250 |
2,438.42 |
|
|