| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,619.0 |
11,742.0 |
123.0 |
1.1% |
11,328.5 |
| High |
11,789.0 |
11,767.5 |
-21.5 |
-0.2% |
11,789.0 |
| Low |
11,618.0 |
11,657.5 |
39.5 |
0.3% |
11,265.0 |
| Close |
11,735.0 |
11,679.5 |
-55.5 |
-0.5% |
11,679.5 |
| Range |
171.0 |
110.0 |
-61.0 |
-35.7% |
524.0 |
| ATR |
231.1 |
222.5 |
-8.7 |
-3.7% |
0.0 |
| Volume |
437 |
107 |
-330 |
-75.5% |
1,075 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,031.5 |
11,965.5 |
11,740.0 |
|
| R3 |
11,921.5 |
11,855.5 |
11,709.8 |
|
| R2 |
11,811.5 |
11,811.5 |
11,699.7 |
|
| R1 |
11,745.5 |
11,745.5 |
11,689.6 |
11,723.5 |
| PP |
11,701.5 |
11,701.5 |
11,701.5 |
11,690.5 |
| S1 |
11,635.5 |
11,635.5 |
11,669.4 |
11,613.5 |
| S2 |
11,591.5 |
11,591.5 |
11,659.3 |
|
| S3 |
11,481.5 |
11,525.5 |
11,649.3 |
|
| S4 |
11,371.5 |
11,415.5 |
11,619.0 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,149.8 |
12,938.7 |
11,967.7 |
|
| R3 |
12,625.8 |
12,414.7 |
11,823.6 |
|
| R2 |
12,101.8 |
12,101.8 |
11,775.6 |
|
| R1 |
11,890.7 |
11,890.7 |
11,727.5 |
11,996.3 |
| PP |
11,577.8 |
11,577.8 |
11,577.8 |
11,630.6 |
| S1 |
11,366.7 |
11,366.7 |
11,631.5 |
11,472.3 |
| S2 |
11,053.8 |
11,053.8 |
11,583.4 |
|
| S3 |
10,529.8 |
10,842.7 |
11,535.4 |
|
| S4 |
10,005.8 |
10,318.7 |
11,391.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,789.0 |
11,265.0 |
524.0 |
4.5% |
144.9 |
1.2% |
79% |
False |
False |
215 |
| 10 |
11,789.0 |
10,661.0 |
1,128.0 |
9.7% |
187.7 |
1.6% |
90% |
False |
False |
223 |
| 20 |
11,789.0 |
10,661.0 |
1,128.0 |
9.7% |
202.8 |
1.7% |
90% |
False |
False |
299 |
| 40 |
11,900.5 |
10,661.0 |
1,239.5 |
10.6% |
202.2 |
1.7% |
82% |
False |
False |
273 |
| 60 |
12,080.0 |
10,661.0 |
1,419.0 |
12.1% |
203.9 |
1.7% |
72% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,235.0 |
|
2.618 |
12,055.5 |
|
1.618 |
11,945.5 |
|
1.000 |
11,877.5 |
|
0.618 |
11,835.5 |
|
HIGH |
11,767.5 |
|
0.618 |
11,725.5 |
|
0.500 |
11,712.5 |
|
0.382 |
11,699.5 |
|
LOW |
11,657.5 |
|
0.618 |
11,589.5 |
|
1.000 |
11,547.5 |
|
1.618 |
11,479.5 |
|
2.618 |
11,369.5 |
|
4.250 |
11,190.0 |
|
|