| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
03-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,182.5 |
11,147.0 |
-35.5 |
-0.3% |
10,988.0 |
| High |
11,217.5 |
11,147.0 |
-70.5 |
-0.6% |
11,288.0 |
| Low |
11,087.0 |
11,016.0 |
-71.0 |
-0.6% |
10,869.0 |
| Close |
11,105.5 |
11,052.5 |
-53.0 |
-0.5% |
11,052.5 |
| Range |
130.5 |
131.0 |
0.5 |
0.4% |
419.0 |
| ATR |
249.1 |
240.6 |
-8.4 |
-3.4% |
0.0 |
| Volume |
173 |
93 |
-80 |
-46.2% |
1,134 |
|
| Daily Pivots for day following 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,464.8 |
11,389.7 |
11,124.6 |
|
| R3 |
11,333.8 |
11,258.7 |
11,088.5 |
|
| R2 |
11,202.8 |
11,202.8 |
11,076.5 |
|
| R1 |
11,127.7 |
11,127.7 |
11,064.5 |
11,099.8 |
| PP |
11,071.8 |
11,071.8 |
11,071.8 |
11,057.9 |
| S1 |
10,996.7 |
10,996.7 |
11,040.5 |
10,968.8 |
| S2 |
10,940.8 |
10,940.8 |
11,028.5 |
|
| S3 |
10,809.8 |
10,865.7 |
11,016.5 |
|
| S4 |
10,678.8 |
10,734.7 |
10,980.5 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,326.8 |
12,108.7 |
11,283.0 |
|
| R3 |
11,907.8 |
11,689.7 |
11,167.7 |
|
| R2 |
11,488.8 |
11,488.8 |
11,129.3 |
|
| R1 |
11,270.7 |
11,270.7 |
11,090.9 |
11,379.8 |
| PP |
11,069.8 |
11,069.8 |
11,069.8 |
11,124.4 |
| S1 |
10,851.7 |
10,851.7 |
11,014.1 |
10,960.8 |
| S2 |
10,650.8 |
10,650.8 |
10,975.7 |
|
| S3 |
10,231.8 |
10,432.7 |
10,937.3 |
|
| S4 |
9,812.8 |
10,013.7 |
10,822.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,288.0 |
10,869.0 |
419.0 |
3.8% |
234.2 |
2.1% |
44% |
False |
False |
226 |
| 10 |
11,647.0 |
10,869.0 |
778.0 |
7.0% |
217.9 |
2.0% |
24% |
False |
False |
375 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.5% |
230.1 |
2.1% |
28% |
False |
False |
399 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.8% |
199.0 |
1.8% |
21% |
False |
False |
231 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
14.5% |
197.5 |
1.8% |
14% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,703.8 |
|
2.618 |
11,490.0 |
|
1.618 |
11,359.0 |
|
1.000 |
11,278.0 |
|
0.618 |
11,228.0 |
|
HIGH |
11,147.0 |
|
0.618 |
11,097.0 |
|
0.500 |
11,081.5 |
|
0.382 |
11,066.0 |
|
LOW |
11,016.0 |
|
0.618 |
10,935.0 |
|
1.000 |
10,885.0 |
|
1.618 |
10,804.0 |
|
2.618 |
10,673.0 |
|
4.250 |
10,459.3 |
|
|