| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
5,680.36 |
5,611.00 |
-69.36 |
-1.2% |
5,832.31 |
| High |
5,684.98 |
5,663.60 |
-21.38 |
-0.4% |
5,845.15 |
| Low |
5,592.53 |
5,593.66 |
1.13 |
0.0% |
5,599.44 |
| Close |
5,596.96 |
5,648.82 |
51.86 |
0.9% |
5,646.92 |
| Range |
92.45 |
69.94 |
-22.51 |
-24.3% |
245.71 |
| ATR |
72.34 |
72.16 |
-0.17 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,845.18 |
5,816.94 |
5,687.29 |
|
| R3 |
5,775.24 |
5,747.00 |
5,668.05 |
|
| R2 |
5,705.30 |
5,705.30 |
5,661.64 |
|
| R1 |
5,677.06 |
5,677.06 |
5,655.23 |
5,691.18 |
| PP |
5,635.36 |
5,635.36 |
5,635.36 |
5,642.42 |
| S1 |
5,607.12 |
5,607.12 |
5,642.41 |
5,621.24 |
| S2 |
5,565.42 |
5,565.42 |
5,636.00 |
|
| S3 |
5,495.48 |
5,537.18 |
5,629.59 |
|
| S4 |
5,425.54 |
5,467.24 |
5,610.35 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,434.30 |
6,286.32 |
5,782.06 |
|
| R3 |
6,188.59 |
6,040.61 |
5,714.49 |
|
| R2 |
5,942.88 |
5,942.88 |
5,691.97 |
|
| R1 |
5,794.90 |
5,794.90 |
5,669.44 |
5,746.04 |
| PP |
5,697.17 |
5,697.17 |
5,697.17 |
5,672.74 |
| S1 |
5,549.19 |
5,549.19 |
5,624.40 |
5,500.33 |
| S2 |
5,451.46 |
5,451.46 |
5,601.87 |
|
| S3 |
5,205.75 |
5,303.48 |
5,579.35 |
|
| S4 |
4,960.04 |
5,057.77 |
5,511.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,757.23 |
5,592.53 |
164.70 |
2.9% |
85.49 |
1.5% |
34% |
False |
False |
|
| 10 |
5,845.15 |
5,592.53 |
252.62 |
4.5% |
72.93 |
1.3% |
22% |
False |
False |
|
| 20 |
5,897.69 |
5,592.53 |
305.16 |
5.4% |
74.30 |
1.3% |
18% |
False |
False |
|
| 40 |
5,897.69 |
5,570.28 |
327.41 |
5.8% |
56.08 |
1.0% |
24% |
False |
False |
|
| 60 |
5,897.69 |
5,353.59 |
544.10 |
9.6% |
47.72 |
0.8% |
54% |
False |
False |
|
| 80 |
5,897.69 |
5,316.02 |
581.67 |
10.3% |
45.72 |
0.8% |
57% |
False |
False |
|
| 100 |
5,897.69 |
5,212.83 |
684.86 |
12.1% |
42.79 |
0.8% |
64% |
False |
False |
|
| 120 |
5,897.69 |
4,995.07 |
902.62 |
16.0% |
40.60 |
0.7% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,960.85 |
|
2.618 |
5,846.70 |
|
1.618 |
5,776.76 |
|
1.000 |
5,733.54 |
|
0.618 |
5,706.82 |
|
HIGH |
5,663.60 |
|
0.618 |
5,636.88 |
|
0.500 |
5,628.63 |
|
0.382 |
5,620.38 |
|
LOW |
5,593.66 |
|
0.618 |
5,550.44 |
|
1.000 |
5,523.72 |
|
1.618 |
5,480.50 |
|
2.618 |
5,410.56 |
|
4.250 |
5,296.42 |
|
|