| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
10,401.5 |
10,294.5 |
-107.0 |
-1.0% |
10,152.0 |
| High |
10,439.5 |
10,294.5 |
-145.0 |
-1.4% |
10,361.5 |
| Low |
10,261.0 |
10,100.0 |
-161.0 |
-1.6% |
10,130.0 |
| Close |
10,323.5 |
10,132.5 |
-191.0 |
-1.9% |
10,312.0 |
| Range |
178.5 |
194.5 |
16.0 |
9.0% |
231.5 |
| ATR |
151.3 |
156.4 |
5.2 |
3.4% |
0.0 |
| Volume |
102 |
64 |
-38 |
-37.3% |
1,192 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,759.2 |
10,640.3 |
10,239.5 |
|
| R3 |
10,564.7 |
10,445.8 |
10,186.0 |
|
| R2 |
10,370.2 |
10,370.2 |
10,168.2 |
|
| R1 |
10,251.3 |
10,251.3 |
10,150.3 |
10,213.5 |
| PP |
10,175.7 |
10,175.7 |
10,175.7 |
10,156.8 |
| S1 |
10,056.8 |
10,056.8 |
10,114.7 |
10,019.0 |
| S2 |
9,981.2 |
9,981.2 |
10,096.8 |
|
| S3 |
9,786.7 |
9,862.3 |
10,079.0 |
|
| S4 |
9,592.2 |
9,667.8 |
10,025.5 |
|
|
| 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 |
10,439.5 |
10,100.0 |
339.5 |
3.4% |
116.3 |
1.1% |
10% |
False |
True |
97 |
| 10 |
10,439.5 |
9,974.0 |
465.5 |
4.6% |
113.5 |
1.1% |
34% |
False |
False |
158 |
| 20 |
10,439.5 |
9,281.0 |
1,158.5 |
11.4% |
131.8 |
1.3% |
74% |
False |
False |
115 |
| 40 |
10,439.5 |
9,164.5 |
1,275.0 |
12.6% |
145.8 |
1.4% |
76% |
False |
False |
151 |
| 60 |
10,439.5 |
9,164.5 |
1,275.0 |
12.6% |
128.5 |
1.3% |
76% |
False |
False |
103 |
| 80 |
10,465.0 |
9,164.5 |
1,300.5 |
12.8% |
100.9 |
1.0% |
74% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,121.1 |
|
2.618 |
10,803.7 |
|
1.618 |
10,609.2 |
|
1.000 |
10,489.0 |
|
0.618 |
10,414.7 |
|
HIGH |
10,294.5 |
|
0.618 |
10,220.2 |
|
0.500 |
10,197.3 |
|
0.382 |
10,174.3 |
|
LOW |
10,100.0 |
|
0.618 |
9,979.8 |
|
1.000 |
9,905.5 |
|
1.618 |
9,785.3 |
|
2.618 |
9,590.8 |
|
4.250 |
9,273.4 |
|
|