| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
9,960.0 |
10,025.0 |
65.0 |
0.7% |
9,708.5 |
| High |
10,083.0 |
10,068.0 |
-15.0 |
-0.1% |
10,083.0 |
| Low |
9,959.5 |
9,966.0 |
6.5 |
0.1% |
9,677.0 |
| Close |
10,057.0 |
10,035.0 |
-22.0 |
-0.2% |
10,035.0 |
| Range |
123.5 |
102.0 |
-21.5 |
-17.4% |
406.0 |
| ATR |
202.2 |
195.1 |
-7.2 |
-3.5% |
0.0 |
| Volume |
46 |
109 |
63 |
137.0% |
380 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,329.0 |
10,284.0 |
10,091.1 |
|
| R3 |
10,227.0 |
10,182.0 |
10,063.1 |
|
| R2 |
10,125.0 |
10,125.0 |
10,053.7 |
|
| R1 |
10,080.0 |
10,080.0 |
10,044.4 |
10,102.5 |
| PP |
10,023.0 |
10,023.0 |
10,023.0 |
10,034.3 |
| S1 |
9,978.0 |
9,978.0 |
10,025.7 |
10,000.5 |
| S2 |
9,921.0 |
9,921.0 |
10,016.3 |
|
| S3 |
9,819.0 |
9,876.0 |
10,007.0 |
|
| S4 |
9,717.0 |
9,774.0 |
9,978.9 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,149.7 |
10,998.3 |
10,258.3 |
|
| R3 |
10,743.7 |
10,592.3 |
10,146.7 |
|
| R2 |
10,337.7 |
10,337.7 |
10,109.4 |
|
| R1 |
10,186.3 |
10,186.3 |
10,072.2 |
10,262.0 |
| PP |
9,931.7 |
9,931.7 |
9,931.7 |
9,969.5 |
| S1 |
9,780.3 |
9,780.3 |
9,997.8 |
9,856.0 |
| S2 |
9,525.7 |
9,525.7 |
9,960.6 |
|
| S3 |
9,119.7 |
9,374.3 |
9,923.4 |
|
| S4 |
8,713.7 |
8,968.3 |
9,811.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,083.0 |
9,677.0 |
406.0 |
4.0% |
127.7 |
1.3% |
88% |
False |
False |
76 |
| 10 |
10,083.0 |
9,281.0 |
802.0 |
8.0% |
155.3 |
1.5% |
94% |
False |
False |
148 |
| 20 |
10,318.0 |
9,164.5 |
1,153.5 |
11.5% |
184.5 |
1.8% |
75% |
False |
False |
181 |
| 40 |
10,350.5 |
9,164.5 |
1,186.0 |
11.8% |
139.1 |
1.4% |
73% |
False |
False |
111 |
| 60 |
10,353.0 |
9,164.5 |
1,188.5 |
11.8% |
109.8 |
1.1% |
73% |
False |
False |
76 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
13.0% |
88.2 |
0.9% |
67% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,501.5 |
|
2.618 |
10,335.0 |
|
1.618 |
10,233.0 |
|
1.000 |
10,170.0 |
|
0.618 |
10,131.0 |
|
HIGH |
10,068.0 |
|
0.618 |
10,029.0 |
|
0.500 |
10,017.0 |
|
0.382 |
10,005.0 |
|
LOW |
9,966.0 |
|
0.618 |
9,903.0 |
|
1.000 |
9,864.0 |
|
1.618 |
9,801.0 |
|
2.618 |
9,699.0 |
|
4.250 |
9,532.5 |
|
|