| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2,099.34 |
2,095.05 |
-4.29 |
-0.2% |
2,031.45 |
| High |
2,108.71 |
2,095.05 |
-13.66 |
-0.6% |
2,108.71 |
| Low |
2,097.90 |
2,080.86 |
-17.04 |
-0.8% |
1,991.68 |
| Close |
2,102.94 |
2,088.55 |
-14.39 |
-0.7% |
2,102.94 |
| Range |
10.81 |
14.19 |
3.38 |
31.3% |
117.03 |
| ATR |
25.32 |
25.09 |
-0.23 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.72 |
2,123.83 |
2,096.35 |
|
| R3 |
2,116.53 |
2,109.64 |
2,092.45 |
|
| R2 |
2,102.34 |
2,102.34 |
2,091.15 |
|
| R1 |
2,095.45 |
2,095.45 |
2,089.85 |
2,091.80 |
| PP |
2,088.15 |
2,088.15 |
2,088.15 |
2,086.33 |
| S1 |
2,081.26 |
2,081.26 |
2,087.25 |
2,077.61 |
| S2 |
2,073.96 |
2,073.96 |
2,085.95 |
|
| S3 |
2,059.77 |
2,067.07 |
2,084.65 |
|
| S4 |
2,045.58 |
2,052.88 |
2,080.75 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,418.87 |
2,377.93 |
2,167.31 |
|
| R3 |
2,301.84 |
2,260.90 |
2,135.12 |
|
| R2 |
2,184.81 |
2,184.81 |
2,124.40 |
|
| R1 |
2,143.87 |
2,143.87 |
2,113.67 |
2,164.34 |
| PP |
2,067.78 |
2,067.78 |
2,067.78 |
2,078.01 |
| S1 |
2,026.84 |
2,026.84 |
2,092.21 |
2,047.31 |
| S2 |
1,950.75 |
1,950.75 |
2,081.48 |
|
| S3 |
1,833.72 |
1,909.81 |
2,070.76 |
|
| S4 |
1,716.69 |
1,792.78 |
2,038.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.71 |
2,006.67 |
102.04 |
4.9% |
22.76 |
1.1% |
80% |
False |
False |
|
| 10 |
2,113.32 |
1,991.68 |
121.64 |
5.8% |
27.13 |
1.3% |
80% |
False |
False |
|
| 20 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
22.01 |
1.1% |
75% |
False |
False |
|
| 40 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
19.82 |
0.9% |
75% |
False |
False |
|
| 60 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
18.77 |
0.9% |
75% |
False |
False |
|
| 80 |
2,120.55 |
1,991.68 |
128.87 |
6.2% |
18.57 |
0.9% |
75% |
False |
False |
|
| 100 |
2,120.55 |
1,810.10 |
310.45 |
14.9% |
19.81 |
0.9% |
90% |
False |
False |
|
| 120 |
2,120.55 |
1,810.10 |
310.45 |
14.9% |
23.29 |
1.1% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.36 |
|
2.618 |
2,132.20 |
|
1.618 |
2,118.01 |
|
1.000 |
2,109.24 |
|
0.618 |
2,103.82 |
|
HIGH |
2,095.05 |
|
0.618 |
2,089.63 |
|
0.500 |
2,087.96 |
|
0.382 |
2,086.28 |
|
LOW |
2,080.86 |
|
0.618 |
2,072.09 |
|
1.000 |
2,066.67 |
|
1.618 |
2,057.90 |
|
2.618 |
2,043.71 |
|
4.250 |
2,020.55 |
|
|