| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,312.5 |
11,410.0 |
97.5 |
0.9% |
11,302.0 |
| High |
11,465.5 |
11,474.5 |
9.0 |
0.1% |
11,328.0 |
| Low |
11,261.5 |
11,388.5 |
127.0 |
1.1% |
11,039.0 |
| Close |
11,443.5 |
11,464.5 |
21.0 |
0.2% |
11,310.5 |
| Range |
204.0 |
86.0 |
-118.0 |
-57.8% |
289.0 |
| ATR |
200.5 |
192.3 |
-8.2 |
-4.1% |
0.0 |
| Volume |
275 |
96 |
-179 |
-65.1% |
3,256 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700.5 |
11,668.5 |
11,511.8 |
|
| R3 |
11,614.5 |
11,582.5 |
11,488.2 |
|
| R2 |
11,528.5 |
11,528.5 |
11,480.3 |
|
| R1 |
11,496.5 |
11,496.5 |
11,472.4 |
11,512.5 |
| PP |
11,442.5 |
11,442.5 |
11,442.5 |
11,450.5 |
| S1 |
11,410.5 |
11,410.5 |
11,456.6 |
11,426.5 |
| S2 |
11,356.5 |
11,356.5 |
11,448.7 |
|
| S3 |
11,270.5 |
11,324.5 |
11,440.9 |
|
| S4 |
11,184.5 |
11,238.5 |
11,417.2 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,092.8 |
11,990.7 |
11,469.5 |
|
| R3 |
11,803.8 |
11,701.7 |
11,390.0 |
|
| R2 |
11,514.8 |
11,514.8 |
11,363.5 |
|
| R1 |
11,412.7 |
11,412.7 |
11,337.0 |
11,463.8 |
| PP |
11,225.8 |
11,225.8 |
11,225.8 |
11,251.4 |
| S1 |
11,123.7 |
11,123.7 |
11,284.0 |
11,174.8 |
| S2 |
10,936.8 |
10,936.8 |
11,257.5 |
|
| S3 |
10,647.8 |
10,834.7 |
11,231.0 |
|
| S4 |
10,358.8 |
10,545.7 |
11,151.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,474.5 |
11,145.0 |
329.5 |
2.9% |
147.3 |
1.3% |
97% |
True |
False |
537 |
| 10 |
11,608.5 |
11,039.0 |
569.5 |
5.0% |
168.3 |
1.5% |
75% |
False |
False |
473 |
| 20 |
11,811.0 |
10,661.0 |
1,150.0 |
10.0% |
166.0 |
1.4% |
70% |
False |
False |
338 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.0% |
201.7 |
1.8% |
70% |
False |
False |
377 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
10.8% |
192.7 |
1.7% |
65% |
False |
False |
274 |
| 80 |
12,388.0 |
10,661.0 |
1,727.0 |
15.1% |
193.1 |
1.7% |
47% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,840.0 |
|
2.618 |
11,699.6 |
|
1.618 |
11,613.6 |
|
1.000 |
11,560.5 |
|
0.618 |
11,527.6 |
|
HIGH |
11,474.5 |
|
0.618 |
11,441.6 |
|
0.500 |
11,431.5 |
|
0.382 |
11,421.4 |
|
LOW |
11,388.5 |
|
0.618 |
11,335.4 |
|
1.000 |
11,302.5 |
|
1.618 |
11,249.4 |
|
2.618 |
11,163.4 |
|
4.250 |
11,023.0 |
|
|