| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
4,616.48 |
4,595.26 |
-21.22 |
-0.5% |
4,530.37 |
| High |
4,616.48 |
4,607.52 |
-8.96 |
-0.2% |
4,616.48 |
| Low |
4,584.22 |
4,549.60 |
-34.62 |
-0.8% |
4,506.19 |
| Close |
4,588.91 |
4,580.46 |
-8.45 |
-0.2% |
4,588.91 |
| Range |
32.26 |
57.92 |
25.66 |
79.5% |
110.29 |
| ATR |
52.84 |
53.20 |
0.36 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,752.95 |
4,724.63 |
4,612.32 |
|
| R3 |
4,695.03 |
4,666.71 |
4,596.39 |
|
| R2 |
4,637.11 |
4,637.11 |
4,591.08 |
|
| R1 |
4,608.79 |
4,608.79 |
4,585.77 |
4,593.99 |
| PP |
4,579.19 |
4,579.19 |
4,579.19 |
4,571.80 |
| S1 |
4,550.87 |
4,550.87 |
4,575.15 |
4,536.07 |
| S2 |
4,521.27 |
4,521.27 |
4,569.84 |
|
| S3 |
4,463.35 |
4,492.95 |
4,564.53 |
|
| S4 |
4,405.43 |
4,435.03 |
4,548.60 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,901.40 |
4,855.44 |
4,649.57 |
|
| R3 |
4,791.11 |
4,745.15 |
4,619.24 |
|
| R2 |
4,680.82 |
4,680.82 |
4,609.13 |
|
| R1 |
4,634.86 |
4,634.86 |
4,599.02 |
4,657.84 |
| PP |
4,570.53 |
4,570.53 |
4,570.53 |
4,582.02 |
| S1 |
4,524.57 |
4,524.57 |
4,578.80 |
4,547.55 |
| S2 |
4,460.24 |
4,460.24 |
4,568.69 |
|
| S3 |
4,349.95 |
4,414.28 |
4,558.58 |
|
| S4 |
4,239.66 |
4,303.99 |
4,528.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,616.48 |
4,506.19 |
110.29 |
2.4% |
50.49 |
1.1% |
67% |
False |
False |
|
| 10 |
4,686.36 |
4,506.19 |
180.17 |
3.9% |
48.52 |
1.1% |
41% |
False |
False |
|
| 20 |
4,694.13 |
4,344.15 |
349.98 |
7.6% |
47.70 |
1.0% |
68% |
False |
False |
|
| 40 |
4,694.13 |
4,344.15 |
349.98 |
7.6% |
44.76 |
1.0% |
68% |
False |
False |
|
| 60 |
4,694.13 |
4,344.15 |
349.98 |
7.6% |
43.41 |
0.9% |
68% |
False |
False |
|
| 80 |
4,694.13 |
4,333.11 |
361.02 |
7.9% |
43.96 |
1.0% |
69% |
False |
False |
|
| 100 |
4,694.13 |
4,280.95 |
413.18 |
9.0% |
44.35 |
1.0% |
72% |
False |
False |
|
| 120 |
4,694.13 |
4,277.65 |
416.48 |
9.1% |
42.47 |
0.9% |
73% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,853.68 |
|
2.618 |
4,759.15 |
|
1.618 |
4,701.23 |
|
1.000 |
4,665.44 |
|
0.618 |
4,643.31 |
|
HIGH |
4,607.52 |
|
0.618 |
4,585.39 |
|
0.500 |
4,578.56 |
|
0.382 |
4,571.73 |
|
LOW |
4,549.60 |
|
0.618 |
4,513.81 |
|
1.000 |
4,491.68 |
|
1.618 |
4,455.89 |
|
2.618 |
4,397.97 |
|
4.250 |
4,303.44 |
|
|