| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
2,435.75 |
2,444.99 |
9.24 |
0.4% |
2,431.39 |
| High |
2,445.76 |
2,449.32 |
3.56 |
0.1% |
2,439.17 |
| Low |
2,435.75 |
2,441.69 |
5.94 |
0.2% |
2,407.70 |
| Close |
2,443.25 |
2,447.83 |
4.58 |
0.2% |
2,425.18 |
| Range |
10.01 |
7.63 |
-2.38 |
-23.8% |
31.47 |
| ATR |
16.38 |
15.75 |
-0.62 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.17 |
2,466.13 |
2,452.03 |
|
| R3 |
2,461.54 |
2,458.50 |
2,449.93 |
|
| R2 |
2,453.91 |
2,453.91 |
2,449.23 |
|
| R1 |
2,450.87 |
2,450.87 |
2,448.53 |
2,452.39 |
| PP |
2,446.28 |
2,446.28 |
2,446.28 |
2,447.04 |
| S1 |
2,443.24 |
2,443.24 |
2,447.13 |
2,444.76 |
| S2 |
2,438.65 |
2,438.65 |
2,446.43 |
|
| S3 |
2,431.02 |
2,435.61 |
2,445.73 |
|
| S4 |
2,423.39 |
2,427.98 |
2,443.63 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.43 |
2,503.27 |
2,442.49 |
|
| R3 |
2,486.96 |
2,471.80 |
2,433.83 |
|
| R2 |
2,455.49 |
2,455.49 |
2,430.95 |
|
| R1 |
2,440.33 |
2,440.33 |
2,428.06 |
2,432.18 |
| PP |
2,424.02 |
2,424.02 |
2,424.02 |
2,419.94 |
| S1 |
2,408.86 |
2,408.86 |
2,422.30 |
2,400.71 |
| S2 |
2,392.55 |
2,392.55 |
2,419.41 |
|
| S3 |
2,361.08 |
2,377.39 |
2,416.53 |
|
| S4 |
2,329.61 |
2,345.92 |
2,407.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,449.32 |
2,412.79 |
36.53 |
1.5% |
11.46 |
0.5% |
96% |
True |
False |
|
| 10 |
2,449.32 |
2,405.70 |
43.62 |
1.8% |
14.53 |
0.6% |
97% |
True |
False |
|
| 20 |
2,453.82 |
2,405.70 |
48.12 |
2.0% |
13.82 |
0.6% |
88% |
False |
False |
|
| 40 |
2,453.82 |
2,353.29 |
100.53 |
4.1% |
13.32 |
0.5% |
94% |
False |
False |
|
| 60 |
2,453.82 |
2,335.05 |
118.77 |
4.9% |
12.43 |
0.5% |
95% |
False |
False |
|
| 80 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.73 |
0.6% |
95% |
False |
False |
|
| 100 |
2,453.82 |
2,322.25 |
131.57 |
5.4% |
13.34 |
0.5% |
95% |
False |
False |
|
| 120 |
2,453.82 |
2,257.02 |
196.80 |
8.0% |
13.14 |
0.5% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,481.75 |
|
2.618 |
2,469.30 |
|
1.618 |
2,461.67 |
|
1.000 |
2,456.95 |
|
0.618 |
2,454.04 |
|
HIGH |
2,449.32 |
|
0.618 |
2,446.41 |
|
0.500 |
2,445.51 |
|
0.382 |
2,444.60 |
|
LOW |
2,441.69 |
|
0.618 |
2,436.97 |
|
1.000 |
2,434.06 |
|
1.618 |
2,429.34 |
|
2.618 |
2,421.71 |
|
4.250 |
2,409.26 |
|
|