| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,742.0 |
11,754.5 |
12.5 |
0.1% |
11,328.5 |
| High |
11,767.5 |
11,811.0 |
43.5 |
0.4% |
11,789.0 |
| Low |
11,657.5 |
11,736.0 |
78.5 |
0.7% |
11,265.0 |
| Close |
11,679.5 |
11,760.0 |
80.5 |
0.7% |
11,679.5 |
| Range |
110.0 |
75.0 |
-35.0 |
-31.8% |
524.0 |
| ATR |
222.5 |
216.0 |
-6.5 |
-2.9% |
0.0 |
| Volume |
107 |
219 |
112 |
104.7% |
1,075 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,994.0 |
11,952.0 |
11,801.3 |
|
| R3 |
11,919.0 |
11,877.0 |
11,780.6 |
|
| R2 |
11,844.0 |
11,844.0 |
11,773.8 |
|
| R1 |
11,802.0 |
11,802.0 |
11,766.9 |
11,823.0 |
| PP |
11,769.0 |
11,769.0 |
11,769.0 |
11,779.5 |
| S1 |
11,727.0 |
11,727.0 |
11,753.1 |
11,748.0 |
| S2 |
11,694.0 |
11,694.0 |
11,746.3 |
|
| S3 |
11,619.0 |
11,652.0 |
11,739.4 |
|
| S4 |
11,544.0 |
11,577.0 |
11,718.8 |
|
|
| 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 |
11,811.0 |
11,426.0 |
385.0 |
3.3% |
111.1 |
0.9% |
87% |
True |
False |
211 |
| 10 |
11,811.0 |
10,661.0 |
1,150.0 |
9.8% |
170.0 |
1.4% |
96% |
True |
False |
207 |
| 20 |
11,811.0 |
10,661.0 |
1,150.0 |
9.8% |
191.8 |
1.6% |
96% |
True |
False |
260 |
| 40 |
11,900.5 |
10,661.0 |
1,239.5 |
10.5% |
203.0 |
1.7% |
89% |
False |
False |
278 |
| 60 |
12,080.0 |
10,661.0 |
1,419.0 |
12.1% |
201.1 |
1.7% |
77% |
False |
False |
202 |
| 80 |
12,421.0 |
10,661.0 |
1,760.0 |
15.0% |
179.1 |
1.5% |
62% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,129.8 |
|
2.618 |
12,007.4 |
|
1.618 |
11,932.4 |
|
1.000 |
11,886.0 |
|
0.618 |
11,857.4 |
|
HIGH |
11,811.0 |
|
0.618 |
11,782.4 |
|
0.500 |
11,773.5 |
|
0.382 |
11,764.7 |
|
LOW |
11,736.0 |
|
0.618 |
11,689.7 |
|
1.000 |
11,661.0 |
|
1.618 |
11,614.7 |
|
2.618 |
11,539.7 |
|
4.250 |
11,417.3 |
|
|