| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,290.0 |
10,277.0 |
-13.0 |
-0.1% |
10,075.0 |
| High |
10,315.0 |
10,361.5 |
46.5 |
0.5% |
10,174.0 |
| Low |
10,277.5 |
10,252.0 |
-25.5 |
-0.2% |
9,903.0 |
| Close |
10,293.5 |
10,281.5 |
-12.0 |
-0.1% |
10,122.5 |
| Range |
37.5 |
109.5 |
72.0 |
192.0% |
271.0 |
| ATR |
159.5 |
155.9 |
-3.6 |
-2.2% |
0.0 |
| Volume |
215 |
49 |
-166 |
-77.2% |
339 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,626.8 |
10,563.7 |
10,341.7 |
|
| R3 |
10,517.3 |
10,454.2 |
10,311.6 |
|
| R2 |
10,407.8 |
10,407.8 |
10,301.6 |
|
| R1 |
10,344.7 |
10,344.7 |
10,291.5 |
10,376.3 |
| PP |
10,298.3 |
10,298.3 |
10,298.3 |
10,314.1 |
| S1 |
10,235.2 |
10,235.2 |
10,271.5 |
10,266.8 |
| S2 |
10,188.8 |
10,188.8 |
10,261.4 |
|
| S3 |
10,079.3 |
10,125.7 |
10,251.4 |
|
| S4 |
9,969.8 |
10,016.2 |
10,221.3 |
|
|
| 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 |
10,361.5 |
10,050.0 |
311.5 |
3.0% |
91.9 |
0.9% |
74% |
True |
False |
236 |
| 10 |
10,361.5 |
9,903.0 |
458.5 |
4.5% |
104.3 |
1.0% |
83% |
True |
False |
158 |
| 20 |
10,361.5 |
9,281.0 |
1,080.5 |
10.5% |
130.8 |
1.3% |
93% |
True |
False |
171 |
| 40 |
10,361.5 |
9,164.5 |
1,197.0 |
11.6% |
144.2 |
1.4% |
93% |
True |
False |
146 |
| 60 |
10,361.5 |
9,164.5 |
1,197.0 |
11.6% |
121.9 |
1.2% |
93% |
True |
False |
100 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
12.6% |
95.7 |
0.9% |
86% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,826.9 |
|
2.618 |
10,648.2 |
|
1.618 |
10,538.7 |
|
1.000 |
10,471.0 |
|
0.618 |
10,429.2 |
|
HIGH |
10,361.5 |
|
0.618 |
10,319.7 |
|
0.500 |
10,306.8 |
|
0.382 |
10,293.8 |
|
LOW |
10,252.0 |
|
0.618 |
10,184.3 |
|
1.000 |
10,142.5 |
|
1.618 |
10,074.8 |
|
2.618 |
9,965.3 |
|
4.250 |
9,786.6 |
|
|