| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,470.75 |
2,469.00 |
-1.75 |
-0.1% |
2,467.00 |
| High |
2,472.25 |
2,475.50 |
3.25 |
0.1% |
2,475.50 |
| Low |
2,464.25 |
2,466.00 |
1.75 |
0.1% |
2,461.25 |
| Close |
2,469.75 |
2,470.00 |
0.25 |
0.0% |
2,470.00 |
| Range |
8.00 |
9.50 |
1.50 |
18.8% |
14.25 |
| ATR |
13.21 |
12.94 |
-0.26 |
-2.0% |
0.00 |
| Volume |
5,875 |
3,795 |
-2,080 |
-35.4% |
17,999 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.00 |
2,494.00 |
2,475.25 |
|
| R3 |
2,489.50 |
2,484.50 |
2,472.50 |
|
| R2 |
2,480.00 |
2,480.00 |
2,471.75 |
|
| R1 |
2,475.00 |
2,475.00 |
2,470.75 |
2,477.50 |
| PP |
2,470.50 |
2,470.50 |
2,470.50 |
2,471.75 |
| S1 |
2,465.50 |
2,465.50 |
2,469.25 |
2,468.00 |
| S2 |
2,461.00 |
2,461.00 |
2,468.25 |
|
| S3 |
2,451.50 |
2,456.00 |
2,467.50 |
|
| S4 |
2,442.00 |
2,446.50 |
2,464.75 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.75 |
2,505.00 |
2,477.75 |
|
| R3 |
2,497.50 |
2,490.75 |
2,474.00 |
|
| R2 |
2,483.25 |
2,483.25 |
2,472.50 |
|
| R1 |
2,476.50 |
2,476.50 |
2,471.25 |
2,480.00 |
| PP |
2,469.00 |
2,469.00 |
2,469.00 |
2,470.50 |
| S1 |
2,462.25 |
2,462.25 |
2,468.75 |
2,465.50 |
| S2 |
2,454.75 |
2,454.75 |
2,467.50 |
|
| S3 |
2,440.50 |
2,448.00 |
2,466.00 |
|
| S4 |
2,426.25 |
2,433.75 |
2,462.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,475.50 |
2,461.25 |
14.25 |
0.6% |
10.00 |
0.4% |
61% |
True |
False |
3,599 |
| 10 |
2,478.50 |
2,455.25 |
23.25 |
0.9% |
11.00 |
0.4% |
63% |
False |
False |
3,452 |
| 20 |
2,478.50 |
2,408.50 |
70.00 |
2.8% |
12.25 |
0.5% |
88% |
False |
False |
2,618 |
| 40 |
2,478.50 |
2,400.75 |
77.75 |
3.1% |
15.25 |
0.6% |
89% |
False |
False |
2,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,516.00 |
|
2.618 |
2,500.25 |
|
1.618 |
2,490.75 |
|
1.000 |
2,485.00 |
|
0.618 |
2,481.25 |
|
HIGH |
2,475.50 |
|
0.618 |
2,471.75 |
|
0.500 |
2,470.75 |
|
0.382 |
2,469.75 |
|
LOW |
2,466.00 |
|
0.618 |
2,460.25 |
|
1.000 |
2,456.50 |
|
1.618 |
2,450.75 |
|
2.618 |
2,441.25 |
|
4.250 |
2,425.50 |
|
|