| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
5,236.0 |
5,231.0 |
-5.0 |
-0.1% |
5,054.0 |
| High |
5,236.0 |
5,231.0 |
-5.0 |
-0.1% |
5,189.0 |
| Low |
5,236.0 |
5,172.0 |
-64.0 |
-1.2% |
5,030.0 |
| Close |
5,236.0 |
5,172.0 |
-64.0 |
-1.2% |
5,189.0 |
| Range |
0.0 |
59.0 |
59.0 |
|
159.0 |
| ATR |
45.7 |
47.0 |
1.3 |
2.9% |
0.0 |
| Volume |
24 |
0 |
-24 |
-100.0% |
58 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,368.7 |
5,329.3 |
5,204.5 |
|
| R3 |
5,309.7 |
5,270.3 |
5,188.2 |
|
| R2 |
5,250.7 |
5,250.7 |
5,182.8 |
|
| R1 |
5,211.3 |
5,211.3 |
5,177.4 |
5,201.5 |
| PP |
5,191.7 |
5,191.7 |
5,191.7 |
5,186.8 |
| S1 |
5,152.3 |
5,152.3 |
5,166.6 |
5,142.5 |
| S2 |
5,132.7 |
5,132.7 |
5,161.2 |
|
| S3 |
5,073.7 |
5,093.3 |
5,155.8 |
|
| S4 |
5,014.7 |
5,034.3 |
5,139.6 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,613.0 |
5,560.0 |
5,276.5 |
|
| R3 |
5,454.0 |
5,401.0 |
5,232.7 |
|
| R2 |
5,295.0 |
5,295.0 |
5,218.2 |
|
| R1 |
5,242.0 |
5,242.0 |
5,203.6 |
5,268.5 |
| PP |
5,136.0 |
5,136.0 |
5,136.0 |
5,149.3 |
| S1 |
5,083.0 |
5,083.0 |
5,174.4 |
5,109.5 |
| S2 |
4,977.0 |
4,977.0 |
5,159.9 |
|
| S3 |
4,818.0 |
4,924.0 |
5,145.3 |
|
| S4 |
4,659.0 |
4,765.0 |
5,101.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,236.0 |
5,075.0 |
161.0 |
3.1% |
13.2 |
0.3% |
60% |
False |
False |
16 |
| 10 |
5,236.0 |
5,030.0 |
206.0 |
4.0% |
11.7 |
0.2% |
69% |
False |
False |
25 |
| 20 |
5,313.0 |
5,030.0 |
283.0 |
5.5% |
12.3 |
0.2% |
50% |
False |
False |
18 |
| 40 |
5,347.0 |
5,030.0 |
317.0 |
6.1% |
6.7 |
0.1% |
45% |
False |
False |
27 |
| 60 |
5,347.0 |
4,840.0 |
507.0 |
9.8% |
4.5 |
0.1% |
65% |
False |
False |
22 |
| 80 |
5,347.0 |
4,840.0 |
507.0 |
9.8% |
3.4 |
0.1% |
65% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,481.8 |
|
2.618 |
5,385.5 |
|
1.618 |
5,326.5 |
|
1.000 |
5,290.0 |
|
0.618 |
5,267.5 |
|
HIGH |
5,231.0 |
|
0.618 |
5,208.5 |
|
0.500 |
5,201.5 |
|
0.382 |
5,194.5 |
|
LOW |
5,172.0 |
|
0.618 |
5,135.5 |
|
1.000 |
5,113.0 |
|
1.618 |
5,076.5 |
|
2.618 |
5,017.5 |
|
4.250 |
4,921.3 |
|
|