| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
10,784.0 |
10,937.5 |
153.5 |
1.4% |
10,988.0 |
| High |
10,992.0 |
10,950.0 |
-42.0 |
-0.4% |
11,288.0 |
| Low |
10,740.0 |
10,677.5 |
-62.5 |
-0.6% |
10,869.0 |
| Close |
10,883.0 |
10,673.5 |
-209.5 |
-1.9% |
11,052.5 |
| Range |
252.0 |
272.5 |
20.5 |
8.1% |
419.0 |
| ATR |
245.8 |
247.7 |
1.9 |
0.8% |
0.0 |
| Volume |
373 |
221 |
-152 |
-40.8% |
1,134 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,584.5 |
11,401.5 |
10,823.4 |
|
| R3 |
11,312.0 |
11,129.0 |
10,748.4 |
|
| R2 |
11,039.5 |
11,039.5 |
10,723.5 |
|
| R1 |
10,856.5 |
10,856.5 |
10,698.5 |
10,811.8 |
| PP |
10,767.0 |
10,767.0 |
10,767.0 |
10,744.6 |
| S1 |
10,584.0 |
10,584.0 |
10,648.5 |
10,539.3 |
| S2 |
10,494.5 |
10,494.5 |
10,623.5 |
|
| S3 |
10,222.0 |
10,311.5 |
10,598.6 |
|
| S4 |
9,949.5 |
10,039.0 |
10,523.6 |
|
|
| 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 |
10,677.5 |
607.5 |
5.7% |
211.7 |
2.0% |
-1% |
False |
True |
210 |
| 10 |
11,600.0 |
10,677.5 |
922.5 |
8.6% |
228.8 |
2.1% |
0% |
False |
True |
290 |
| 20 |
11,647.0 |
10,677.5 |
969.5 |
9.1% |
237.5 |
2.2% |
0% |
False |
True |
417 |
| 40 |
11,900.5 |
10,677.5 |
1,223.0 |
11.5% |
206.0 |
1.9% |
0% |
False |
True |
243 |
| 60 |
12,388.0 |
10,677.5 |
1,710.5 |
16.0% |
202.1 |
1.9% |
0% |
False |
True |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,108.1 |
|
2.618 |
11,663.4 |
|
1.618 |
11,390.9 |
|
1.000 |
11,222.5 |
|
0.618 |
11,118.4 |
|
HIGH |
10,950.0 |
|
0.618 |
10,845.9 |
|
0.500 |
10,813.8 |
|
0.382 |
10,781.6 |
|
LOW |
10,677.5 |
|
0.618 |
10,509.1 |
|
1.000 |
10,405.0 |
|
1.618 |
10,236.6 |
|
2.618 |
9,964.1 |
|
4.250 |
9,519.4 |
|
|