| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
4,799.83 |
4,800.59 |
0.76 |
0.0% |
4,734.44 |
| High |
4,799.88 |
4,813.36 |
13.48 |
0.3% |
4,799.86 |
| Low |
4,771.98 |
4,790.65 |
18.67 |
0.4% |
4,689.55 |
| Close |
4,783.39 |
4,803.31 |
19.92 |
0.4% |
4,791.21 |
| Range |
27.90 |
22.71 |
-5.19 |
-18.6% |
110.31 |
| ATR |
39.51 |
38.83 |
-0.68 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,870.57 |
4,859.65 |
4,815.80 |
|
| R3 |
4,847.86 |
4,836.94 |
4,809.56 |
|
| R2 |
4,825.15 |
4,825.15 |
4,807.47 |
|
| R1 |
4,814.23 |
4,814.23 |
4,805.39 |
4,819.69 |
| PP |
4,802.44 |
4,802.44 |
4,802.44 |
4,805.17 |
| S1 |
4,791.52 |
4,791.52 |
4,801.23 |
4,796.98 |
| S2 |
4,779.73 |
4,779.73 |
4,799.15 |
|
| S3 |
4,757.02 |
4,768.81 |
4,797.06 |
|
| S4 |
4,734.31 |
4,746.10 |
4,790.82 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,091.14 |
5,051.48 |
4,851.88 |
|
| R3 |
4,980.83 |
4,941.17 |
4,821.55 |
|
| R2 |
4,870.52 |
4,870.52 |
4,811.43 |
|
| R1 |
4,830.86 |
4,830.86 |
4,801.32 |
4,850.69 |
| PP |
4,760.21 |
4,760.21 |
4,760.21 |
4,770.12 |
| S1 |
4,720.55 |
4,720.55 |
4,781.10 |
4,740.38 |
| S2 |
4,649.90 |
4,649.90 |
4,770.99 |
|
| S3 |
4,539.59 |
4,610.24 |
4,760.87 |
|
| S4 |
4,429.28 |
4,499.93 |
4,730.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,813.36 |
4,763.58 |
49.78 |
1.0% |
27.09 |
0.6% |
80% |
True |
False |
|
| 10 |
4,813.36 |
4,689.55 |
123.81 |
2.6% |
31.65 |
0.7% |
92% |
True |
False |
|
| 20 |
4,813.36 |
4,579.83 |
233.53 |
4.9% |
31.52 |
0.7% |
96% |
True |
False |
|
| 40 |
4,813.36 |
4,179.74 |
633.62 |
13.2% |
38.51 |
0.8% |
98% |
True |
False |
|
| 60 |
4,813.36 |
4,179.74 |
633.62 |
13.2% |
37.80 |
0.8% |
98% |
True |
False |
|
| 80 |
4,813.36 |
4,179.74 |
633.62 |
13.2% |
40.78 |
0.8% |
98% |
True |
False |
|
| 100 |
4,813.36 |
4,179.74 |
633.62 |
13.2% |
42.06 |
0.9% |
98% |
True |
False |
|
| 120 |
4,813.36 |
4,088.12 |
725.24 |
15.1% |
44.20 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,909.88 |
|
2.618 |
4,872.81 |
|
1.618 |
4,850.10 |
|
1.000 |
4,836.07 |
|
0.618 |
4,827.39 |
|
HIGH |
4,813.36 |
|
0.618 |
4,804.68 |
|
0.500 |
4,802.01 |
|
0.382 |
4,799.33 |
|
LOW |
4,790.65 |
|
0.618 |
4,776.62 |
|
1.000 |
4,767.94 |
|
1.618 |
4,753.91 |
|
2.618 |
4,731.20 |
|
4.250 |
4,694.13 |
|
|