| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
1,372.7 |
1,380.7 |
8.0 |
0.6% |
1,353.3 |
| High |
1,380.0 |
1,383.6 |
3.6 |
0.3% |
1,387.1 |
| Low |
1,347.1 |
1,363.1 |
16.0 |
1.2% |
1,347.1 |
| Close |
1,368.9 |
1,367.2 |
-1.7 |
-0.1% |
1,368.9 |
| Range |
32.9 |
20.5 |
-12.4 |
-37.7% |
40.0 |
| ATR |
20.2 |
20.2 |
0.0 |
0.1% |
0.0 |
| Volume |
862 |
1,037 |
175 |
20.3% |
3,456 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,432.8 |
1,420.5 |
1,378.5 |
|
| R3 |
1,412.3 |
1,400.0 |
1,372.8 |
|
| R2 |
1,391.8 |
1,391.8 |
1,371.0 |
|
| R1 |
1,379.5 |
1,379.5 |
1,369.1 |
1,375.4 |
| PP |
1,371.3 |
1,371.3 |
1,371.3 |
1,369.3 |
| S1 |
1,359.0 |
1,359.0 |
1,365.3 |
1,354.9 |
| S2 |
1,350.8 |
1,350.8 |
1,363.4 |
|
| S3 |
1,330.3 |
1,338.5 |
1,361.6 |
|
| S4 |
1,309.8 |
1,318.0 |
1,355.9 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,487.7 |
1,468.3 |
1,390.9 |
|
| R3 |
1,447.7 |
1,428.3 |
1,379.9 |
|
| R2 |
1,407.7 |
1,407.7 |
1,376.2 |
|
| R1 |
1,388.3 |
1,388.3 |
1,372.6 |
1,398.0 |
| PP |
1,367.7 |
1,367.7 |
1,367.7 |
1,372.6 |
| S1 |
1,348.3 |
1,348.3 |
1,365.2 |
1,358.0 |
| S2 |
1,327.7 |
1,327.7 |
1,361.6 |
|
| S3 |
1,287.7 |
1,308.3 |
1,357.9 |
|
| S4 |
1,247.7 |
1,268.3 |
1,346.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,387.1 |
1,347.1 |
40.0 |
2.9% |
20.6 |
1.5% |
50% |
False |
False |
898 |
| 10 |
1,387.1 |
1,323.0 |
64.1 |
4.7% |
16.2 |
1.2% |
69% |
False |
False |
1,338 |
| 20 |
1,387.1 |
1,267.8 |
119.3 |
8.7% |
20.5 |
1.5% |
83% |
False |
False |
1,590 |
| 40 |
1,387.1 |
1,210.0 |
177.1 |
13.0% |
15.9 |
1.2% |
89% |
False |
False |
1,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,470.7 |
|
2.618 |
1,437.3 |
|
1.618 |
1,416.8 |
|
1.000 |
1,404.1 |
|
0.618 |
1,396.3 |
|
HIGH |
1,383.6 |
|
0.618 |
1,375.8 |
|
0.500 |
1,373.4 |
|
0.382 |
1,370.9 |
|
LOW |
1,363.1 |
|
0.618 |
1,350.4 |
|
1.000 |
1,342.6 |
|
1.618 |
1,329.9 |
|
2.618 |
1,309.4 |
|
4.250 |
1,276.0 |
|
|