| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,467.00 |
2,466.00 |
-1.00 |
0.0% |
2,467.25 |
| High |
2,472.75 |
2,475.00 |
2.25 |
0.1% |
2,478.50 |
| Low |
2,463.50 |
2,464.50 |
1.00 |
0.0% |
2,455.25 |
| Close |
2,466.00 |
2,470.25 |
4.25 |
0.2% |
2,468.25 |
| Range |
9.25 |
10.50 |
1.25 |
13.5% |
23.25 |
| ATR |
13.94 |
13.69 |
-0.25 |
-1.8% |
0.00 |
| Volume |
1,945 |
2,111 |
166 |
8.5% |
16,529 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.50 |
2,496.25 |
2,476.00 |
|
| R3 |
2,491.00 |
2,485.75 |
2,473.25 |
|
| R2 |
2,480.50 |
2,480.50 |
2,472.25 |
|
| R1 |
2,475.25 |
2,475.25 |
2,471.25 |
2,478.00 |
| PP |
2,470.00 |
2,470.00 |
2,470.00 |
2,471.25 |
| S1 |
2,464.75 |
2,464.75 |
2,469.25 |
2,467.50 |
| S2 |
2,459.50 |
2,459.50 |
2,468.25 |
|
| S3 |
2,449.00 |
2,454.25 |
2,467.25 |
|
| S4 |
2,438.50 |
2,443.75 |
2,464.50 |
|
|
| 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% |
65% |
False |
False |
2,878 |
| 10 |
2,478.50 |
2,455.25 |
23.25 |
0.9% |
11.75 |
0.5% |
65% |
False |
False |
2,581 |
| 20 |
2,478.50 |
2,403.50 |
75.00 |
3.0% |
13.50 |
0.5% |
89% |
False |
False |
2,371 |
| 40 |
2,478.50 |
2,400.75 |
77.75 |
3.1% |
15.25 |
0.6% |
89% |
False |
False |
1,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,519.50 |
|
2.618 |
2,502.50 |
|
1.618 |
2,492.00 |
|
1.000 |
2,485.50 |
|
0.618 |
2,481.50 |
|
HIGH |
2,475.00 |
|
0.618 |
2,471.00 |
|
0.500 |
2,469.75 |
|
0.382 |
2,468.50 |
|
LOW |
2,464.50 |
|
0.618 |
2,458.00 |
|
1.000 |
2,454.00 |
|
1.618 |
2,447.50 |
|
2.618 |
2,437.00 |
|
4.250 |
2,420.00 |
|
|