| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,410.0 |
11,490.0 |
80.0 |
0.7% |
11,302.0 |
| High |
11,474.5 |
11,662.0 |
187.5 |
1.6% |
11,328.0 |
| Low |
11,388.5 |
11,490.0 |
101.5 |
0.9% |
11,039.0 |
| Close |
11,464.5 |
11,654.5 |
190.0 |
1.7% |
11,310.5 |
| Range |
86.0 |
172.0 |
86.0 |
100.0% |
289.0 |
| ATR |
192.3 |
192.6 |
0.4 |
0.2% |
0.0 |
| Volume |
96 |
231 |
135 |
140.6% |
3,256 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,118.2 |
12,058.3 |
11,749.1 |
|
| R3 |
11,946.2 |
11,886.3 |
11,701.8 |
|
| R2 |
11,774.2 |
11,774.2 |
11,686.0 |
|
| R1 |
11,714.3 |
11,714.3 |
11,670.3 |
11,744.3 |
| PP |
11,602.2 |
11,602.2 |
11,602.2 |
11,617.1 |
| S1 |
11,542.3 |
11,542.3 |
11,638.7 |
11,572.3 |
| S2 |
11,430.2 |
11,430.2 |
11,623.0 |
|
| S3 |
11,258.2 |
11,370.3 |
11,607.2 |
|
| S4 |
11,086.2 |
11,198.3 |
11,559.9 |
|
|
| 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 |
11,662.0 |
11,148.5 |
513.5 |
4.4% |
154.7 |
1.3% |
99% |
True |
False |
192 |
| 10 |
11,662.0 |
11,039.0 |
623.0 |
5.3% |
176.1 |
1.5% |
99% |
True |
False |
485 |
| 20 |
11,811.0 |
10,787.5 |
1,023.5 |
8.8% |
167.7 |
1.4% |
85% |
False |
False |
341 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
9.9% |
198.0 |
1.7% |
86% |
False |
False |
382 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
10.6% |
192.2 |
1.6% |
80% |
False |
False |
278 |
| 80 |
12,360.0 |
10,661.0 |
1,699.0 |
14.6% |
194.6 |
1.7% |
58% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,393.0 |
|
2.618 |
12,112.3 |
|
1.618 |
11,940.3 |
|
1.000 |
11,834.0 |
|
0.618 |
11,768.3 |
|
HIGH |
11,662.0 |
|
0.618 |
11,596.3 |
|
0.500 |
11,576.0 |
|
0.382 |
11,555.7 |
|
LOW |
11,490.0 |
|
0.618 |
11,383.7 |
|
1.000 |
11,318.0 |
|
1.618 |
11,211.7 |
|
2.618 |
11,039.7 |
|
4.250 |
10,759.0 |
|
|