| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
10,937.5 |
10,766.5 |
-171.0 |
-1.6% |
10,988.0 |
| High |
10,950.0 |
10,800.0 |
-150.0 |
-1.4% |
11,288.0 |
| Low |
10,677.5 |
10,661.0 |
-16.5 |
-0.2% |
10,869.0 |
| Close |
10,673.5 |
10,756.0 |
82.5 |
0.8% |
11,052.5 |
| Range |
272.5 |
139.0 |
-133.5 |
-49.0% |
419.0 |
| ATR |
247.7 |
239.9 |
-7.8 |
-3.1% |
0.0 |
| Volume |
221 |
161 |
-60 |
-27.1% |
1,134 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,156.0 |
11,095.0 |
10,832.5 |
|
| R3 |
11,017.0 |
10,956.0 |
10,794.2 |
|
| R2 |
10,878.0 |
10,878.0 |
10,781.5 |
|
| R1 |
10,817.0 |
10,817.0 |
10,768.7 |
10,778.0 |
| PP |
10,739.0 |
10,739.0 |
10,739.0 |
10,719.5 |
| S1 |
10,678.0 |
10,678.0 |
10,743.3 |
10,639.0 |
| S2 |
10,600.0 |
10,600.0 |
10,730.5 |
|
| S3 |
10,461.0 |
10,539.0 |
10,717.8 |
|
| S4 |
10,322.0 |
10,400.0 |
10,679.6 |
|
|
| 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 |
11,217.5 |
10,661.0 |
556.5 |
5.2% |
185.0 |
1.7% |
17% |
False |
True |
204 |
| 10 |
11,600.0 |
10,661.0 |
939.0 |
8.7% |
222.7 |
2.1% |
10% |
False |
True |
243 |
| 20 |
11,647.0 |
10,661.0 |
986.0 |
9.2% |
228.4 |
2.1% |
10% |
False |
True |
422 |
| 40 |
11,900.5 |
10,661.0 |
1,239.5 |
11.5% |
204.4 |
1.9% |
8% |
False |
True |
246 |
| 60 |
12,360.0 |
10,661.0 |
1,699.0 |
15.8% |
203.6 |
1.9% |
6% |
False |
True |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,390.8 |
|
2.618 |
11,163.9 |
|
1.618 |
11,024.9 |
|
1.000 |
10,939.0 |
|
0.618 |
10,885.9 |
|
HIGH |
10,800.0 |
|
0.618 |
10,746.9 |
|
0.500 |
10,730.5 |
|
0.382 |
10,714.1 |
|
LOW |
10,661.0 |
|
0.618 |
10,575.1 |
|
1.000 |
10,522.0 |
|
1.618 |
10,436.1 |
|
2.618 |
10,297.1 |
|
4.250 |
10,070.3 |
|
|