| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,946.0 |
2,941.0 |
-5.0 |
-0.2% |
2,944.0 |
| High |
2,957.0 |
2,961.0 |
4.0 |
0.1% |
2,961.0 |
| Low |
2,922.0 |
2,930.0 |
8.0 |
0.3% |
2,890.0 |
| Close |
2,952.0 |
2,950.0 |
-2.0 |
-0.1% |
2,950.0 |
| Range |
35.0 |
31.0 |
-4.0 |
-11.4% |
71.0 |
| ATR |
55.9 |
54.1 |
-1.8 |
-3.2% |
0.0 |
| Volume |
49 |
72 |
23 |
46.9% |
490 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.0 |
3,026.0 |
2,967.1 |
|
| R3 |
3,009.0 |
2,995.0 |
2,958.5 |
|
| R2 |
2,978.0 |
2,978.0 |
2,955.7 |
|
| R1 |
2,964.0 |
2,964.0 |
2,952.8 |
2,971.0 |
| PP |
2,947.0 |
2,947.0 |
2,947.0 |
2,950.5 |
| S1 |
2,933.0 |
2,933.0 |
2,947.2 |
2,940.0 |
| S2 |
2,916.0 |
2,916.0 |
2,944.3 |
|
| S3 |
2,885.0 |
2,902.0 |
2,941.5 |
|
| S4 |
2,854.0 |
2,871.0 |
2,933.0 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,119.3 |
2,989.1 |
|
| R3 |
3,075.7 |
3,048.3 |
2,969.5 |
|
| R2 |
3,004.7 |
3,004.7 |
2,963.0 |
|
| R1 |
2,977.3 |
2,977.3 |
2,956.5 |
2,991.0 |
| PP |
2,933.7 |
2,933.7 |
2,933.7 |
2,940.5 |
| S1 |
2,906.3 |
2,906.3 |
2,943.5 |
2,920.0 |
| S2 |
2,862.7 |
2,862.7 |
2,937.0 |
|
| S3 |
2,791.7 |
2,835.3 |
2,930.5 |
|
| S4 |
2,720.7 |
2,764.3 |
2,911.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,961.0 |
2,890.0 |
71.0 |
2.4% |
35.0 |
1.2% |
85% |
True |
False |
98 |
| 10 |
2,961.0 |
2,822.0 |
139.0 |
4.7% |
38.1 |
1.3% |
92% |
True |
False |
6,362 |
| 20 |
2,961.0 |
2,655.0 |
306.0 |
10.4% |
48.8 |
1.7% |
96% |
True |
False |
10,662 |
| 40 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
43.9 |
1.5% |
74% |
False |
False |
8,437 |
| 60 |
3,056.0 |
2,649.0 |
407.0 |
13.8% |
33.6 |
1.1% |
74% |
False |
False |
7,501 |
| 80 |
3,064.0 |
2,649.0 |
415.0 |
14.1% |
27.2 |
0.9% |
73% |
False |
False |
5,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.8 |
|
2.618 |
3,042.2 |
|
1.618 |
3,011.2 |
|
1.000 |
2,992.0 |
|
0.618 |
2,980.2 |
|
HIGH |
2,961.0 |
|
0.618 |
2,949.2 |
|
0.500 |
2,945.5 |
|
0.382 |
2,941.8 |
|
LOW |
2,930.0 |
|
0.618 |
2,910.8 |
|
1.000 |
2,899.0 |
|
1.618 |
2,879.8 |
|
2.618 |
2,848.8 |
|
4.250 |
2,798.3 |
|
|