| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,171.0 |
10,290.0 |
119.0 |
1.2% |
10,075.0 |
| High |
10,249.0 |
10,315.0 |
66.0 |
0.6% |
10,174.0 |
| Low |
10,140.0 |
10,277.5 |
137.5 |
1.4% |
9,903.0 |
| Close |
10,232.5 |
10,293.5 |
61.0 |
0.6% |
10,122.5 |
| Range |
109.0 |
37.5 |
-71.5 |
-65.6% |
271.0 |
| ATR |
165.4 |
159.5 |
-5.9 |
-3.6% |
0.0 |
| Volume |
831 |
215 |
-616 |
-74.1% |
339 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,407.8 |
10,388.2 |
10,314.1 |
|
| R3 |
10,370.3 |
10,350.7 |
10,303.8 |
|
| R2 |
10,332.8 |
10,332.8 |
10,300.4 |
|
| R1 |
10,313.2 |
10,313.2 |
10,296.9 |
10,323.0 |
| PP |
10,295.3 |
10,295.3 |
10,295.3 |
10,300.3 |
| S1 |
10,275.7 |
10,275.7 |
10,290.1 |
10,285.5 |
| S2 |
10,257.8 |
10,257.8 |
10,286.6 |
|
| S3 |
10,220.3 |
10,238.2 |
10,283.2 |
|
| S4 |
10,182.8 |
10,200.7 |
10,272.9 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,879.5 |
10,772.0 |
10,271.6 |
|
| R3 |
10,608.5 |
10,501.0 |
10,197.0 |
|
| R2 |
10,337.5 |
10,337.5 |
10,172.2 |
|
| R1 |
10,230.0 |
10,230.0 |
10,147.3 |
10,283.8 |
| PP |
10,066.5 |
10,066.5 |
10,066.5 |
10,093.4 |
| S1 |
9,959.0 |
9,959.0 |
10,097.7 |
10,012.8 |
| S2 |
9,795.5 |
9,795.5 |
10,072.8 |
|
| S3 |
9,524.5 |
9,688.0 |
10,048.0 |
|
| S4 |
9,253.5 |
9,417.0 |
9,973.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,315.0 |
10,050.0 |
265.0 |
2.6% |
88.8 |
0.9% |
92% |
True |
False |
236 |
| 10 |
10,315.0 |
9,903.0 |
412.0 |
4.0% |
105.7 |
1.0% |
95% |
True |
False |
158 |
| 20 |
10,315.0 |
9,281.0 |
1,034.0 |
10.0% |
138.3 |
1.3% |
98% |
True |
False |
173 |
| 40 |
10,318.0 |
9,164.5 |
1,153.5 |
11.2% |
143.4 |
1.4% |
98% |
False |
False |
145 |
| 60 |
10,350.5 |
9,164.5 |
1,186.0 |
11.5% |
120.0 |
1.2% |
95% |
False |
False |
99 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
12.6% |
95.0 |
0.9% |
87% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,474.4 |
|
2.618 |
10,413.2 |
|
1.618 |
10,375.7 |
|
1.000 |
10,352.5 |
|
0.618 |
10,338.2 |
|
HIGH |
10,315.0 |
|
0.618 |
10,300.7 |
|
0.500 |
10,296.3 |
|
0.382 |
10,291.8 |
|
LOW |
10,277.5 |
|
0.618 |
10,254.3 |
|
1.000 |
10,240.0 |
|
1.618 |
10,216.8 |
|
2.618 |
10,179.3 |
|
4.250 |
10,118.1 |
|
|