| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,466.00 |
2,473.00 |
7.00 |
0.3% |
2,467.25 |
| High |
2,475.00 |
2,473.75 |
-1.25 |
-0.1% |
2,478.50 |
| Low |
2,464.50 |
2,461.25 |
-3.25 |
-0.1% |
2,455.25 |
| Close |
2,470.25 |
2,471.50 |
1.25 |
0.1% |
2,468.25 |
| Range |
10.50 |
12.50 |
2.00 |
19.0% |
23.25 |
| ATR |
13.69 |
13.61 |
-0.09 |
-0.6% |
0.00 |
| Volume |
2,111 |
4,273 |
2,162 |
102.4% |
16,529 |
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.25 |
2,501.50 |
2,478.50 |
|
| R3 |
2,493.75 |
2,489.00 |
2,475.00 |
|
| R2 |
2,481.25 |
2,481.25 |
2,473.75 |
|
| R1 |
2,476.50 |
2,476.50 |
2,472.75 |
2,472.50 |
| PP |
2,468.75 |
2,468.75 |
2,468.75 |
2,467.00 |
| S1 |
2,464.00 |
2,464.00 |
2,470.25 |
2,460.00 |
| S2 |
2,456.25 |
2,456.25 |
2,469.25 |
|
| S3 |
2,443.75 |
2,451.50 |
2,468.00 |
|
| S4 |
2,431.25 |
2,439.00 |
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% |
13.00 |
0.5% |
70% |
False |
False |
2,885 |
| 10 |
2,478.50 |
2,455.25 |
23.25 |
0.9% |
11.50 |
0.5% |
70% |
False |
False |
2,851 |
| 20 |
2,478.50 |
2,403.50 |
75.00 |
3.0% |
13.50 |
0.5% |
91% |
False |
False |
2,473 |
| 40 |
2,478.50 |
2,400.75 |
77.75 |
3.1% |
15.25 |
0.6% |
91% |
False |
False |
2,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.00 |
|
2.618 |
2,506.50 |
|
1.618 |
2,494.00 |
|
1.000 |
2,486.25 |
|
0.618 |
2,481.50 |
|
HIGH |
2,473.75 |
|
0.618 |
2,469.00 |
|
0.500 |
2,467.50 |
|
0.382 |
2,466.00 |
|
LOW |
2,461.25 |
|
0.618 |
2,453.50 |
|
1.000 |
2,448.75 |
|
1.618 |
2,441.00 |
|
2.618 |
2,428.50 |
|
4.250 |
2,408.00 |
|
|