| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,472.25 |
2,472.50 |
0.25 |
0.0% |
2,451.75 |
| High |
2,477.50 |
2,478.50 |
1.00 |
0.0% |
2,474.00 |
| Low |
2,470.00 |
2,455.25 |
-14.75 |
-0.6% |
2,445.75 |
| Close |
2,471.50 |
2,470.00 |
-1.50 |
-0.1% |
2,467.25 |
| Range |
7.50 |
23.25 |
15.75 |
210.0% |
28.25 |
| ATR |
13.91 |
14.57 |
0.67 |
4.8% |
0.00 |
| Volume |
4,239 |
3,031 |
-1,208 |
-28.5% |
8,520 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.75 |
2,527.00 |
2,482.75 |
|
| R3 |
2,514.50 |
2,503.75 |
2,476.50 |
|
| R2 |
2,491.25 |
2,491.25 |
2,474.25 |
|
| R1 |
2,480.50 |
2,480.50 |
2,472.25 |
2,474.25 |
| PP |
2,468.00 |
2,468.00 |
2,468.00 |
2,464.75 |
| S1 |
2,457.25 |
2,457.25 |
2,467.75 |
2,451.00 |
| S2 |
2,444.75 |
2,444.75 |
2,465.75 |
|
| S3 |
2,421.50 |
2,434.00 |
2,463.50 |
|
| S4 |
2,398.25 |
2,410.75 |
2,457.25 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,547.00 |
2,535.50 |
2,482.75 |
|
| R3 |
2,518.75 |
2,507.25 |
2,475.00 |
|
| R2 |
2,490.50 |
2,490.50 |
2,472.50 |
|
| R1 |
2,479.00 |
2,479.00 |
2,469.75 |
2,484.75 |
| PP |
2,462.25 |
2,462.25 |
2,462.25 |
2,465.25 |
| S1 |
2,450.75 |
2,450.75 |
2,464.75 |
2,456.50 |
| S2 |
2,434.00 |
2,434.00 |
2,462.00 |
|
| S3 |
2,405.75 |
2,422.50 |
2,459.50 |
|
| S4 |
2,377.50 |
2,394.25 |
2,451.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,478.50 |
2,455.25 |
23.25 |
0.9% |
12.50 |
0.5% |
63% |
True |
True |
2,944 |
| 10 |
2,478.50 |
2,440.00 |
38.50 |
1.6% |
12.75 |
0.5% |
78% |
True |
False |
2,402 |
| 20 |
2,478.50 |
2,400.75 |
77.75 |
3.1% |
15.50 |
0.6% |
89% |
True |
False |
2,516 |
| 40 |
2,478.50 |
2,400.75 |
77.75 |
3.1% |
15.25 |
0.6% |
89% |
True |
False |
1,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.25 |
|
2.618 |
2,539.25 |
|
1.618 |
2,516.00 |
|
1.000 |
2,501.75 |
|
0.618 |
2,492.75 |
|
HIGH |
2,478.50 |
|
0.618 |
2,469.50 |
|
0.500 |
2,467.00 |
|
0.382 |
2,464.25 |
|
LOW |
2,455.25 |
|
0.618 |
2,441.00 |
|
1.000 |
2,432.00 |
|
1.618 |
2,417.75 |
|
2.618 |
2,394.50 |
|
4.250 |
2,356.50 |
|
|