| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
5,370.0 |
5,379.0 |
9.0 |
0.2% |
5,287.0 |
| High |
5,370.0 |
5,379.0 |
9.0 |
0.2% |
5,379.0 |
| Low |
5,370.0 |
5,376.0 |
6.0 |
0.1% |
5,287.0 |
| Close |
5,370.0 |
5,376.0 |
6.0 |
0.1% |
5,376.0 |
| Range |
0.0 |
3.0 |
3.0 |
|
92.0 |
| ATR |
43.5 |
41.0 |
-2.5 |
-5.7% |
0.0 |
| Volume |
3 |
0 |
-3 |
-100.0% |
97 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,386.0 |
5,384.0 |
5,377.7 |
|
| R3 |
5,383.0 |
5,381.0 |
5,376.8 |
|
| R2 |
5,380.0 |
5,380.0 |
5,376.6 |
|
| R1 |
5,378.0 |
5,378.0 |
5,376.3 |
5,377.5 |
| PP |
5,377.0 |
5,377.0 |
5,377.0 |
5,376.8 |
| S1 |
5,375.0 |
5,375.0 |
5,375.7 |
5,374.5 |
| S2 |
5,374.0 |
5,374.0 |
5,375.5 |
|
| S3 |
5,371.0 |
5,372.0 |
5,375.2 |
|
| S4 |
5,368.0 |
5,369.0 |
5,374.4 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,623.3 |
5,591.7 |
5,426.6 |
|
| R3 |
5,531.3 |
5,499.7 |
5,401.3 |
|
| R2 |
5,439.3 |
5,439.3 |
5,392.9 |
|
| R1 |
5,407.7 |
5,407.7 |
5,384.4 |
5,423.5 |
| PP |
5,347.3 |
5,347.3 |
5,347.3 |
5,355.3 |
| S1 |
5,315.7 |
5,315.7 |
5,367.6 |
5,331.5 |
| S2 |
5,255.3 |
5,255.3 |
5,359.1 |
|
| S3 |
5,163.3 |
5,223.7 |
5,350.7 |
|
| S4 |
5,071.3 |
5,131.7 |
5,325.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,379.0 |
5,287.0 |
92.0 |
1.7% |
0.6 |
0.0% |
97% |
True |
False |
19 |
| 10 |
5,379.0 |
5,140.0 |
239.0 |
4.4% |
6.2 |
0.1% |
99% |
True |
False |
32 |
| 20 |
5,379.0 |
5,030.0 |
349.0 |
6.5% |
10.0 |
0.2% |
99% |
True |
False |
28 |
| 40 |
5,379.0 |
5,030.0 |
349.0 |
6.5% |
6.2 |
0.1% |
99% |
True |
False |
26 |
| 60 |
5,379.0 |
5,030.0 |
349.0 |
6.5% |
4.5 |
0.1% |
99% |
True |
False |
24 |
| 80 |
5,379.0 |
4,840.0 |
539.0 |
10.0% |
3.4 |
0.1% |
99% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,391.8 |
|
2.618 |
5,386.9 |
|
1.618 |
5,383.9 |
|
1.000 |
5,382.0 |
|
0.618 |
5,380.9 |
|
HIGH |
5,379.0 |
|
0.618 |
5,377.9 |
|
0.500 |
5,377.5 |
|
0.382 |
5,377.1 |
|
LOW |
5,376.0 |
|
0.618 |
5,374.1 |
|
1.000 |
5,373.0 |
|
1.618 |
5,371.1 |
|
2.618 |
5,368.1 |
|
4.250 |
5,363.3 |
|
|