| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,472.50 |
2,468.50 |
-4.00 |
-0.2% |
2,467.25 |
| High |
2,478.50 |
2,469.25 |
-9.25 |
-0.4% |
2,478.50 |
| Low |
2,455.25 |
2,459.25 |
4.00 |
0.2% |
2,455.25 |
| Close |
2,470.00 |
2,468.25 |
-1.75 |
-0.1% |
2,468.25 |
| Range |
23.25 |
10.00 |
-13.25 |
-57.0% |
23.25 |
| ATR |
14.57 |
14.30 |
-0.27 |
-1.9% |
0.00 |
| Volume |
3,031 |
3,068 |
37 |
1.2% |
16,529 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.50 |
2,492.00 |
2,473.75 |
|
| R3 |
2,485.50 |
2,482.00 |
2,471.00 |
|
| R2 |
2,475.50 |
2,475.50 |
2,470.00 |
|
| R1 |
2,472.00 |
2,472.00 |
2,469.25 |
2,468.75 |
| PP |
2,465.50 |
2,465.50 |
2,465.50 |
2,464.00 |
| S1 |
2,462.00 |
2,462.00 |
2,467.25 |
2,458.75 |
| S2 |
2,455.50 |
2,455.50 |
2,466.50 |
|
| S3 |
2,445.50 |
2,452.00 |
2,465.50 |
|
| S4 |
2,435.50 |
2,442.00 |
2,462.75 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.00 |
2,526.00 |
2,481.00 |
|
| R3 |
2,513.75 |
2,502.75 |
2,474.75 |
|
| R2 |
2,490.50 |
2,490.50 |
2,472.50 |
|
| R1 |
2,479.50 |
2,479.50 |
2,470.50 |
2,485.00 |
| PP |
2,467.25 |
2,467.25 |
2,467.25 |
2,470.00 |
| S1 |
2,456.25 |
2,456.25 |
2,466.00 |
2,461.75 |
| S2 |
2,444.00 |
2,444.00 |
2,464.00 |
|
| S3 |
2,420.75 |
2,433.00 |
2,461.75 |
|
| S4 |
2,397.50 |
2,409.75 |
2,455.50 |
|
|
| 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% |
12.00 |
0.5% |
56% |
False |
False |
3,305 |
| 10 |
2,478.50 |
2,445.75 |
32.75 |
1.3% |
12.00 |
0.5% |
69% |
False |
False |
2,504 |
| 20 |
2,478.50 |
2,403.50 |
75.00 |
3.0% |
14.00 |
0.6% |
86% |
False |
False |
2,331 |
| 40 |
2,478.50 |
2,400.75 |
77.75 |
3.2% |
15.00 |
0.6% |
87% |
False |
False |
1,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.75 |
|
2.618 |
2,495.50 |
|
1.618 |
2,485.50 |
|
1.000 |
2,479.25 |
|
0.618 |
2,475.50 |
|
HIGH |
2,469.25 |
|
0.618 |
2,465.50 |
|
0.500 |
2,464.25 |
|
0.382 |
2,463.00 |
|
LOW |
2,459.25 |
|
0.618 |
2,453.00 |
|
1.000 |
2,449.25 |
|
1.618 |
2,443.00 |
|
2.618 |
2,433.00 |
|
4.250 |
2,416.75 |
|
|