| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,147.0 |
10,784.0 |
-363.0 |
-3.3% |
10,988.0 |
| High |
11,147.0 |
10,992.0 |
-155.0 |
-1.4% |
11,288.0 |
| Low |
11,016.0 |
10,740.0 |
-276.0 |
-2.5% |
10,869.0 |
| Close |
11,052.5 |
10,883.0 |
-169.5 |
-1.5% |
11,052.5 |
| Range |
131.0 |
252.0 |
121.0 |
92.4% |
419.0 |
| ATR |
240.6 |
245.8 |
5.1 |
2.1% |
0.0 |
| Volume |
93 |
373 |
280 |
301.1% |
1,134 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,627.7 |
11,507.3 |
11,021.6 |
|
| R3 |
11,375.7 |
11,255.3 |
10,952.3 |
|
| R2 |
11,123.7 |
11,123.7 |
10,929.2 |
|
| R1 |
11,003.3 |
11,003.3 |
10,906.1 |
11,063.5 |
| PP |
10,871.7 |
10,871.7 |
10,871.7 |
10,901.8 |
| S1 |
10,751.3 |
10,751.3 |
10,859.9 |
10,811.5 |
| S2 |
10,619.7 |
10,619.7 |
10,836.8 |
|
| S3 |
10,367.7 |
10,499.3 |
10,813.7 |
|
| S4 |
10,115.7 |
10,247.3 |
10,744.4 |
|
|
| 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 |
11,285.0 |
10,740.0 |
545.0 |
5.0% |
200.8 |
1.8% |
26% |
False |
True |
211 |
| 10 |
11,647.0 |
10,740.0 |
907.0 |
8.3% |
213.7 |
2.0% |
16% |
False |
True |
313 |
| 20 |
11,647.0 |
10,740.0 |
907.0 |
8.3% |
233.1 |
2.1% |
16% |
False |
True |
409 |
| 40 |
11,900.5 |
10,740.0 |
1,160.5 |
10.7% |
200.9 |
1.8% |
12% |
False |
True |
239 |
| 60 |
12,421.0 |
10,740.0 |
1,681.0 |
15.4% |
199.1 |
1.8% |
9% |
False |
True |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,063.0 |
|
2.618 |
11,651.7 |
|
1.618 |
11,399.7 |
|
1.000 |
11,244.0 |
|
0.618 |
11,147.7 |
|
HIGH |
10,992.0 |
|
0.618 |
10,895.7 |
|
0.500 |
10,866.0 |
|
0.382 |
10,836.3 |
|
LOW |
10,740.0 |
|
0.618 |
10,584.3 |
|
1.000 |
10,488.0 |
|
1.618 |
10,332.3 |
|
2.618 |
10,080.3 |
|
4.250 |
9,669.0 |
|
|