| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,025.0 |
10,075.0 |
50.0 |
0.5% |
9,708.5 |
| High |
10,068.0 |
10,130.0 |
62.0 |
0.6% |
10,083.0 |
| Low |
9,966.0 |
9,994.5 |
28.5 |
0.3% |
9,677.0 |
| Close |
10,035.0 |
10,054.0 |
19.0 |
0.2% |
10,035.0 |
| Range |
102.0 |
135.5 |
33.5 |
32.8% |
406.0 |
| ATR |
195.1 |
190.8 |
-4.3 |
-2.2% |
0.0 |
| Volume |
109 |
65 |
-44 |
-40.4% |
380 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,466.0 |
10,395.5 |
10,128.5 |
|
| R3 |
10,330.5 |
10,260.0 |
10,091.3 |
|
| R2 |
10,195.0 |
10,195.0 |
10,078.8 |
|
| R1 |
10,124.5 |
10,124.5 |
10,066.4 |
10,092.0 |
| PP |
10,059.5 |
10,059.5 |
10,059.5 |
10,043.3 |
| S1 |
9,989.0 |
9,989.0 |
10,041.6 |
9,956.5 |
| S2 |
9,924.0 |
9,924.0 |
10,029.2 |
|
| S3 |
9,788.5 |
9,853.5 |
10,016.7 |
|
| S4 |
9,653.0 |
9,718.0 |
9,979.5 |
|
|
| 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 |
10,130.0 |
9,777.5 |
352.5 |
3.5% |
128.2 |
1.3% |
78% |
True |
False |
65 |
| 10 |
10,130.0 |
9,281.0 |
849.0 |
8.4% |
159.4 |
1.6% |
91% |
True |
False |
138 |
| 20 |
10,318.0 |
9,164.5 |
1,153.5 |
11.5% |
184.9 |
1.8% |
77% |
False |
False |
178 |
| 40 |
10,350.5 |
9,164.5 |
1,186.0 |
11.8% |
140.7 |
1.4% |
75% |
False |
False |
113 |
| 60 |
10,353.0 |
9,164.5 |
1,188.5 |
11.8% |
112.0 |
1.1% |
75% |
False |
False |
77 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
12.9% |
89.9 |
0.9% |
68% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,705.9 |
|
2.618 |
10,484.7 |
|
1.618 |
10,349.2 |
|
1.000 |
10,265.5 |
|
0.618 |
10,213.7 |
|
HIGH |
10,130.0 |
|
0.618 |
10,078.2 |
|
0.500 |
10,062.3 |
|
0.382 |
10,046.3 |
|
LOW |
9,994.5 |
|
0.618 |
9,910.8 |
|
1.000 |
9,859.0 |
|
1.618 |
9,775.3 |
|
2.618 |
9,639.8 |
|
4.250 |
9,418.6 |
|
|