| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
11,607.5 |
11,603.0 |
-4.5 |
0.0% |
11,312.5 |
| High |
11,670.5 |
11,603.0 |
-67.5 |
-0.6% |
11,670.5 |
| Low |
11,540.0 |
11,488.5 |
-51.5 |
-0.4% |
11,261.5 |
| Close |
11,593.5 |
11,499.0 |
-94.5 |
-0.8% |
11,499.0 |
| Range |
130.5 |
114.5 |
-16.0 |
-12.3% |
409.0 |
| ATR |
188.2 |
182.9 |
-5.3 |
-2.8% |
0.0 |
| Volume |
75 |
116 |
41 |
54.7% |
793 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,873.7 |
11,800.8 |
11,562.0 |
|
| R3 |
11,759.2 |
11,686.3 |
11,530.5 |
|
| R2 |
11,644.7 |
11,644.7 |
11,520.0 |
|
| R1 |
11,571.8 |
11,571.8 |
11,509.5 |
11,551.0 |
| PP |
11,530.2 |
11,530.2 |
11,530.2 |
11,519.8 |
| S1 |
11,457.3 |
11,457.3 |
11,488.5 |
11,436.5 |
| S2 |
11,415.7 |
11,415.7 |
11,478.0 |
|
| S3 |
11,301.2 |
11,342.8 |
11,467.5 |
|
| S4 |
11,186.7 |
11,228.3 |
11,436.0 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,704.0 |
12,510.5 |
11,724.0 |
|
| R3 |
12,295.0 |
12,101.5 |
11,611.5 |
|
| R2 |
11,886.0 |
11,886.0 |
11,574.0 |
|
| R1 |
11,692.5 |
11,692.5 |
11,536.5 |
11,789.3 |
| PP |
11,477.0 |
11,477.0 |
11,477.0 |
11,525.4 |
| S1 |
11,283.5 |
11,283.5 |
11,461.5 |
11,380.3 |
| S2 |
11,068.0 |
11,068.0 |
11,424.0 |
|
| S3 |
10,659.0 |
10,874.5 |
11,386.5 |
|
| S4 |
10,250.0 |
10,465.5 |
11,274.1 |
|
|
| 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 |
11,261.5 |
409.0 |
3.6% |
141.4 |
1.2% |
58% |
False |
False |
158 |
| 10 |
11,670.5 |
11,039.0 |
631.5 |
5.5% |
158.5 |
1.4% |
73% |
False |
False |
404 |
| 20 |
11,811.0 |
11,039.0 |
772.0 |
6.7% |
155.5 |
1.4% |
60% |
False |
False |
331 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.0% |
193.4 |
1.7% |
73% |
False |
False |
375 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
10.8% |
187.0 |
1.6% |
68% |
False |
False |
278 |
| 80 |
12,210.0 |
10,661.0 |
1,549.0 |
13.5% |
194.9 |
1.7% |
54% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,089.6 |
|
2.618 |
11,902.8 |
|
1.618 |
11,788.3 |
|
1.000 |
11,717.5 |
|
0.618 |
11,673.8 |
|
HIGH |
11,603.0 |
|
0.618 |
11,559.3 |
|
0.500 |
11,545.8 |
|
0.382 |
11,532.2 |
|
LOW |
11,488.5 |
|
0.618 |
11,417.7 |
|
1.000 |
11,374.0 |
|
1.618 |
11,303.2 |
|
2.618 |
11,188.7 |
|
4.250 |
11,001.9 |
|
|