| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,007.5 |
9,974.0 |
-33.5 |
-0.3% |
9,708.5 |
| High |
10,007.5 |
10,121.0 |
113.5 |
1.1% |
10,083.0 |
| Low |
9,903.0 |
9,974.0 |
71.0 |
0.7% |
9,677.0 |
| Close |
9,959.0 |
10,121.0 |
162.0 |
1.6% |
10,035.0 |
| Range |
104.5 |
147.0 |
42.5 |
40.7% |
406.0 |
| ATR |
188.0 |
186.1 |
-1.9 |
-1.0% |
0.0 |
| Volume |
48 |
131 |
83 |
172.9% |
380 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,513.0 |
10,464.0 |
10,201.9 |
|
| R3 |
10,366.0 |
10,317.0 |
10,161.4 |
|
| R2 |
10,219.0 |
10,219.0 |
10,148.0 |
|
| R1 |
10,170.0 |
10,170.0 |
10,134.5 |
10,194.5 |
| PP |
10,072.0 |
10,072.0 |
10,072.0 |
10,084.3 |
| S1 |
10,023.0 |
10,023.0 |
10,107.5 |
10,047.5 |
| S2 |
9,925.0 |
9,925.0 |
10,094.1 |
|
| S3 |
9,778.0 |
9,876.0 |
10,080.6 |
|
| S4 |
9,631.0 |
9,729.0 |
10,040.2 |
|
|
| 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 |
9,903.0 |
227.0 |
2.2% |
122.5 |
1.2% |
96% |
False |
False |
79 |
| 10 |
10,130.0 |
9,339.0 |
791.0 |
7.8% |
143.0 |
1.4% |
99% |
False |
False |
82 |
| 20 |
10,318.0 |
9,164.5 |
1,153.5 |
11.4% |
183.2 |
1.8% |
83% |
False |
False |
171 |
| 40 |
10,350.5 |
9,164.5 |
1,186.0 |
11.7% |
139.1 |
1.4% |
81% |
False |
False |
116 |
| 60 |
10,350.5 |
9,164.5 |
1,186.0 |
11.7% |
115.0 |
1.1% |
81% |
False |
False |
80 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
12.8% |
92.1 |
0.9% |
74% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,745.8 |
|
2.618 |
10,505.8 |
|
1.618 |
10,358.8 |
|
1.000 |
10,268.0 |
|
0.618 |
10,211.8 |
|
HIGH |
10,121.0 |
|
0.618 |
10,064.8 |
|
0.500 |
10,047.5 |
|
0.382 |
10,030.2 |
|
LOW |
9,974.0 |
|
0.618 |
9,883.2 |
|
1.000 |
9,827.0 |
|
1.618 |
9,736.2 |
|
2.618 |
9,589.2 |
|
4.250 |
9,349.3 |
|
|