| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
4,748.42 |
4,716.58 |
-31.84 |
-0.7% |
4,662.90 |
| High |
4,752.29 |
4,734.33 |
-17.96 |
-0.4% |
4,743.25 |
| Low |
4,689.55 |
4,712.10 |
22.55 |
0.5% |
4,648.92 |
| Close |
4,719.21 |
4,734.33 |
15.12 |
0.3% |
4,730.23 |
| Range |
62.74 |
22.23 |
-40.51 |
-64.6% |
94.33 |
| ATR |
44.30 |
42.72 |
-1.58 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,793.61 |
4,786.20 |
4,746.56 |
|
| R3 |
4,771.38 |
4,763.97 |
4,740.44 |
|
| R2 |
4,749.15 |
4,749.15 |
4,738.41 |
|
| R1 |
4,741.74 |
4,741.74 |
4,736.37 |
4,745.45 |
| PP |
4,726.92 |
4,726.92 |
4,726.92 |
4,728.77 |
| S1 |
4,719.51 |
4,719.51 |
4,732.29 |
4,723.22 |
| S2 |
4,704.69 |
4,704.69 |
4,730.25 |
|
| S3 |
4,682.46 |
4,697.28 |
4,728.22 |
|
| S4 |
4,660.23 |
4,675.05 |
4,722.10 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,990.46 |
4,954.67 |
4,782.11 |
|
| R3 |
4,896.13 |
4,860.34 |
4,756.17 |
|
| R2 |
4,801.80 |
4,801.80 |
4,747.52 |
|
| R1 |
4,766.01 |
4,766.01 |
4,738.88 |
4,783.91 |
| PP |
4,707.47 |
4,707.47 |
4,707.47 |
4,716.41 |
| S1 |
4,671.68 |
4,671.68 |
4,721.58 |
4,689.58 |
| S2 |
4,613.14 |
4,613.14 |
4,712.94 |
|
| S3 |
4,518.81 |
4,577.35 |
4,704.29 |
|
| S4 |
4,424.48 |
4,483.02 |
4,678.35 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,767.24 |
4,689.55 |
77.69 |
1.6% |
36.13 |
0.8% |
58% |
False |
False |
|
| 10 |
4,767.24 |
4,634.07 |
133.17 |
2.8% |
33.80 |
0.7% |
75% |
False |
False |
|
| 20 |
4,767.24 |
4,438.80 |
328.44 |
6.9% |
31.71 |
0.7% |
90% |
False |
False |
|
| 40 |
4,767.24 |
4,179.74 |
587.50 |
12.4% |
39.48 |
0.8% |
94% |
False |
False |
|
| 60 |
4,767.24 |
4,179.74 |
587.50 |
12.4% |
40.88 |
0.9% |
94% |
False |
False |
|
| 80 |
4,767.24 |
4,179.74 |
587.50 |
12.4% |
41.95 |
0.9% |
94% |
False |
False |
|
| 100 |
4,767.24 |
4,179.74 |
587.50 |
12.4% |
42.61 |
0.9% |
94% |
False |
False |
|
| 120 |
4,767.24 |
3,965.74 |
801.50 |
16.9% |
45.69 |
1.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,828.81 |
|
2.618 |
4,792.53 |
|
1.618 |
4,770.30 |
|
1.000 |
4,756.56 |
|
0.618 |
4,748.07 |
|
HIGH |
4,734.33 |
|
0.618 |
4,725.84 |
|
0.500 |
4,723.22 |
|
0.382 |
4,720.59 |
|
LOW |
4,712.10 |
|
0.618 |
4,698.36 |
|
1.000 |
4,689.87 |
|
1.618 |
4,676.13 |
|
2.618 |
4,653.90 |
|
4.250 |
4,617.62 |
|
|