| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,751.0 |
2,835.0 |
84.0 |
3.1% |
2,869.0 |
| High |
2,821.0 |
2,866.0 |
45.0 |
1.6% |
2,869.0 |
| Low |
2,751.0 |
2,822.0 |
71.0 |
2.6% |
2,721.0 |
| Close |
2,817.0 |
2,862.0 |
45.0 |
1.6% |
2,817.0 |
| Range |
70.0 |
44.0 |
-26.0 |
-37.1% |
148.0 |
| ATR |
69.7 |
68.3 |
-1.5 |
-2.1% |
0.0 |
| Volume |
22,585 |
783 |
-21,802 |
-96.5% |
100,192 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,966.0 |
2,886.2 |
|
| R3 |
2,938.0 |
2,922.0 |
2,874.1 |
|
| R2 |
2,894.0 |
2,894.0 |
2,870.1 |
|
| R1 |
2,878.0 |
2,878.0 |
2,866.0 |
2,886.0 |
| PP |
2,850.0 |
2,850.0 |
2,850.0 |
2,854.0 |
| S1 |
2,834.0 |
2,834.0 |
2,858.0 |
2,842.0 |
| S2 |
2,806.0 |
2,806.0 |
2,853.9 |
|
| S3 |
2,762.0 |
2,790.0 |
2,849.9 |
|
| S4 |
2,718.0 |
2,746.0 |
2,837.8 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.3 |
3,179.7 |
2,898.4 |
|
| R3 |
3,098.3 |
3,031.7 |
2,857.7 |
|
| R2 |
2,950.3 |
2,950.3 |
2,844.1 |
|
| R1 |
2,883.7 |
2,883.7 |
2,830.6 |
2,843.0 |
| PP |
2,802.3 |
2,802.3 |
2,802.3 |
2,782.0 |
| S1 |
2,735.7 |
2,735.7 |
2,803.4 |
2,695.0 |
| S2 |
2,654.3 |
2,654.3 |
2,789.9 |
|
| S3 |
2,506.3 |
2,587.7 |
2,776.3 |
|
| S4 |
2,358.3 |
2,439.7 |
2,735.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.0 |
2,721.0 |
145.0 |
5.1% |
53.8 |
1.9% |
97% |
True |
False |
19,575 |
| 10 |
2,880.0 |
2,716.0 |
164.0 |
5.7% |
52.7 |
1.8% |
89% |
False |
False |
10,748 |
| 20 |
3,040.0 |
2,649.0 |
391.0 |
13.7% |
58.5 |
2.0% |
54% |
False |
False |
12,173 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
14.2% |
39.8 |
1.4% |
52% |
False |
False |
8,169 |
| 60 |
3,064.0 |
2,649.0 |
415.0 |
14.5% |
29.5 |
1.0% |
51% |
False |
False |
6,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.0 |
|
2.618 |
2,981.2 |
|
1.618 |
2,937.2 |
|
1.000 |
2,910.0 |
|
0.618 |
2,893.2 |
|
HIGH |
2,866.0 |
|
0.618 |
2,849.2 |
|
0.500 |
2,844.0 |
|
0.382 |
2,838.8 |
|
LOW |
2,822.0 |
|
0.618 |
2,794.8 |
|
1.000 |
2,778.0 |
|
1.618 |
2,750.8 |
|
2.618 |
2,706.8 |
|
4.250 |
2,635.0 |
|
|