| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
4,531.32 |
4,567.06 |
35.74 |
0.8% |
4,394.44 |
| High |
4,547.18 |
4,595.02 |
47.84 |
1.1% |
4,444.41 |
| Low |
4,517.40 |
4,558.32 |
40.92 |
0.9% |
4,344.15 |
| Close |
4,528.36 |
4,594.90 |
66.54 |
1.5% |
4,420.15 |
| Range |
29.78 |
36.70 |
6.92 |
23.2% |
100.26 |
| ATR |
54.19 |
55.09 |
0.89 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,692.85 |
4,680.57 |
4,615.09 |
|
| R3 |
4,656.15 |
4,643.87 |
4,604.99 |
|
| R2 |
4,619.45 |
4,619.45 |
4,601.63 |
|
| R1 |
4,607.17 |
4,607.17 |
4,598.26 |
4,613.31 |
| PP |
4,582.75 |
4,582.75 |
4,582.75 |
4,585.82 |
| S1 |
4,570.47 |
4,570.47 |
4,591.54 |
4,576.61 |
| S2 |
4,546.05 |
4,546.05 |
4,588.17 |
|
| S3 |
4,509.35 |
4,533.77 |
4,584.81 |
|
| S4 |
4,472.65 |
4,497.07 |
4,574.72 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,703.68 |
4,662.18 |
4,475.29 |
|
| R3 |
4,603.42 |
4,561.92 |
4,447.72 |
|
| R2 |
4,503.16 |
4,503.16 |
4,438.53 |
|
| R1 |
4,461.66 |
4,461.66 |
4,429.34 |
4,482.41 |
| PP |
4,402.90 |
4,402.90 |
4,402.90 |
4,413.28 |
| S1 |
4,361.40 |
4,361.40 |
4,410.96 |
4,382.15 |
| S2 |
4,302.64 |
4,302.64 |
4,401.77 |
|
| S3 |
4,202.38 |
4,261.14 |
4,392.58 |
|
| S4 |
4,102.12 |
4,160.88 |
4,365.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,595.02 |
4,394.01 |
201.01 |
4.4% |
37.07 |
0.8% |
100% |
True |
False |
|
| 10 |
4,595.02 |
4,344.15 |
250.87 |
5.5% |
47.40 |
1.0% |
100% |
True |
False |
|
| 20 |
4,595.02 |
4,344.15 |
250.87 |
5.5% |
44.61 |
1.0% |
100% |
True |
False |
|
| 40 |
4,595.02 |
4,344.15 |
250.87 |
5.5% |
43.90 |
1.0% |
100% |
True |
False |
|
| 60 |
4,595.02 |
4,344.15 |
250.87 |
5.5% |
44.54 |
1.0% |
100% |
True |
False |
|
| 80 |
4,595.02 |
4,280.95 |
314.07 |
6.8% |
44.26 |
1.0% |
100% |
True |
False |
|
| 100 |
4,595.02 |
4,280.95 |
314.07 |
6.8% |
43.19 |
0.9% |
100% |
True |
False |
|
| 120 |
4,595.02 |
4,094.73 |
500.29 |
10.9% |
43.72 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,751.00 |
|
2.618 |
4,691.10 |
|
1.618 |
4,654.40 |
|
1.000 |
4,631.72 |
|
0.618 |
4,617.70 |
|
HIGH |
4,595.02 |
|
0.618 |
4,581.00 |
|
0.500 |
4,576.67 |
|
0.382 |
4,572.34 |
|
LOW |
4,558.32 |
|
0.618 |
4,535.64 |
|
1.000 |
4,521.62 |
|
1.618 |
4,498.94 |
|
2.618 |
4,462.24 |
|
4.250 |
4,402.35 |
|
|