| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
10,277.0 |
10,318.0 |
41.0 |
0.4% |
10,152.0 |
| High |
10,361.5 |
10,335.0 |
-26.5 |
-0.3% |
10,361.5 |
| Low |
10,252.0 |
10,273.5 |
21.5 |
0.2% |
10,130.0 |
| Close |
10,281.5 |
10,312.0 |
30.5 |
0.3% |
10,312.0 |
| Range |
109.5 |
61.5 |
-48.0 |
-43.8% |
231.5 |
| ATR |
155.9 |
149.2 |
-6.7 |
-4.3% |
0.0 |
| Volume |
49 |
57 |
8 |
16.3% |
1,192 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,491.3 |
10,463.2 |
10,345.8 |
|
| R3 |
10,429.8 |
10,401.7 |
10,328.9 |
|
| R2 |
10,368.3 |
10,368.3 |
10,323.3 |
|
| R1 |
10,340.2 |
10,340.2 |
10,317.6 |
10,323.5 |
| PP |
10,306.8 |
10,306.8 |
10,306.8 |
10,298.5 |
| S1 |
10,278.7 |
10,278.7 |
10,306.4 |
10,262.0 |
| S2 |
10,245.3 |
10,245.3 |
10,300.7 |
|
| S3 |
10,183.8 |
10,217.2 |
10,295.1 |
|
| S4 |
10,122.3 |
10,155.7 |
10,278.2 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,962.3 |
10,868.7 |
10,439.3 |
|
| R3 |
10,730.8 |
10,637.2 |
10,375.7 |
|
| R2 |
10,499.3 |
10,499.3 |
10,354.4 |
|
| R1 |
10,405.7 |
10,405.7 |
10,333.2 |
10,452.5 |
| PP |
10,267.8 |
10,267.8 |
10,267.8 |
10,291.3 |
| S1 |
10,174.2 |
10,174.2 |
10,290.8 |
10,221.0 |
| S2 |
10,036.3 |
10,036.3 |
10,269.6 |
|
| S3 |
9,804.8 |
9,942.7 |
10,248.3 |
|
| S4 |
9,573.3 |
9,711.2 |
10,184.7 |
|
|
| 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 |
10,130.0 |
231.5 |
2.2% |
85.4 |
0.8% |
79% |
False |
False |
238 |
| 10 |
10,361.5 |
9,903.0 |
458.5 |
4.4% |
100.2 |
1.0% |
89% |
False |
False |
153 |
| 20 |
10,361.5 |
9,281.0 |
1,080.5 |
10.5% |
127.7 |
1.2% |
95% |
False |
False |
150 |
| 40 |
10,361.5 |
9,164.5 |
1,197.0 |
11.6% |
140.3 |
1.4% |
96% |
False |
False |
147 |
| 60 |
10,361.5 |
9,164.5 |
1,197.0 |
11.6% |
122.3 |
1.2% |
96% |
False |
False |
101 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
12.6% |
96.2 |
0.9% |
88% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,596.4 |
|
2.618 |
10,496.0 |
|
1.618 |
10,434.5 |
|
1.000 |
10,396.5 |
|
0.618 |
10,373.0 |
|
HIGH |
10,335.0 |
|
0.618 |
10,311.5 |
|
0.500 |
10,304.3 |
|
0.382 |
10,297.0 |
|
LOW |
10,273.5 |
|
0.618 |
10,235.5 |
|
1.000 |
10,212.0 |
|
1.618 |
10,174.0 |
|
2.618 |
10,112.5 |
|
4.250 |
10,012.1 |
|
|