| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,490.0 |
11,607.5 |
117.5 |
1.0% |
11,302.0 |
| High |
11,662.0 |
11,670.5 |
8.5 |
0.1% |
11,328.0 |
| Low |
11,490.0 |
11,540.0 |
50.0 |
0.4% |
11,039.0 |
| Close |
11,654.5 |
11,593.5 |
-61.0 |
-0.5% |
11,310.5 |
| Range |
172.0 |
130.5 |
-41.5 |
-24.1% |
289.0 |
| ATR |
192.6 |
188.2 |
-4.4 |
-2.3% |
0.0 |
| Volume |
231 |
75 |
-156 |
-67.5% |
3,256 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,992.8 |
11,923.7 |
11,665.3 |
|
| R3 |
11,862.3 |
11,793.2 |
11,629.4 |
|
| R2 |
11,731.8 |
11,731.8 |
11,617.4 |
|
| R1 |
11,662.7 |
11,662.7 |
11,605.5 |
11,632.0 |
| PP |
11,601.3 |
11,601.3 |
11,601.3 |
11,586.0 |
| S1 |
11,532.2 |
11,532.2 |
11,581.5 |
11,501.5 |
| S2 |
11,470.8 |
11,470.8 |
11,569.6 |
|
| S3 |
11,340.3 |
11,401.7 |
11,557.6 |
|
| S4 |
11,209.8 |
11,271.2 |
11,521.7 |
|
|
| 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 |
11,670.5 |
11,178.0 |
492.5 |
4.2% |
148.5 |
1.3% |
84% |
True |
False |
168 |
| 10 |
11,670.5 |
11,039.0 |
631.5 |
5.4% |
172.7 |
1.5% |
88% |
True |
False |
414 |
| 20 |
11,811.0 |
11,039.0 |
772.0 |
6.7% |
161.9 |
1.4% |
72% |
False |
False |
337 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
9.9% |
197.0 |
1.7% |
81% |
False |
False |
377 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
10.7% |
190.2 |
1.6% |
75% |
False |
False |
278 |
| 80 |
12,352.0 |
10,661.0 |
1,691.0 |
14.6% |
194.8 |
1.7% |
55% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,225.1 |
|
2.618 |
12,012.1 |
|
1.618 |
11,881.6 |
|
1.000 |
11,801.0 |
|
0.618 |
11,751.1 |
|
HIGH |
11,670.5 |
|
0.618 |
11,620.6 |
|
0.500 |
11,605.3 |
|
0.382 |
11,589.9 |
|
LOW |
11,540.0 |
|
0.618 |
11,459.4 |
|
1.000 |
11,409.5 |
|
1.618 |
11,328.9 |
|
2.618 |
11,198.4 |
|
4.250 |
10,985.4 |
|
|