| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
5,606.42 |
5,618.85 |
12.43 |
0.2% |
5,680.36 |
| High |
5,628.84 |
5,673.02 |
44.18 |
0.8% |
5,684.98 |
| Low |
5,579.64 |
5,618.85 |
39.21 |
0.7% |
5,579.64 |
| Close |
5,597.90 |
5,656.47 |
58.57 |
1.0% |
5,656.47 |
| Range |
49.20 |
54.17 |
4.97 |
10.1% |
105.34 |
| ATR |
71.95 |
72.18 |
0.23 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,811.96 |
5,788.38 |
5,686.26 |
|
| R3 |
5,757.79 |
5,734.21 |
5,671.37 |
|
| R2 |
5,703.62 |
5,703.62 |
5,666.40 |
|
| R1 |
5,680.04 |
5,680.04 |
5,661.44 |
5,691.83 |
| PP |
5,649.45 |
5,649.45 |
5,649.45 |
5,655.34 |
| S1 |
5,625.87 |
5,625.87 |
5,651.50 |
5,637.66 |
| S2 |
5,595.28 |
5,595.28 |
5,646.54 |
|
| S3 |
5,541.11 |
5,571.70 |
5,641.57 |
|
| S4 |
5,486.94 |
5,517.53 |
5,626.68 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,956.38 |
5,911.77 |
5,714.41 |
|
| R3 |
5,851.04 |
5,806.43 |
5,685.44 |
|
| R2 |
5,745.70 |
5,745.70 |
5,675.78 |
|
| R1 |
5,701.09 |
5,701.09 |
5,666.13 |
5,670.73 |
| PP |
5,640.36 |
5,640.36 |
5,640.36 |
5,625.18 |
| S1 |
5,595.75 |
5,595.75 |
5,646.81 |
5,565.39 |
| S2 |
5,535.02 |
5,535.02 |
5,637.16 |
|
| S3 |
5,429.68 |
5,490.41 |
5,627.50 |
|
| S4 |
5,324.34 |
5,385.07 |
5,598.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,684.98 |
5,579.64 |
105.34 |
1.9% |
61.98 |
1.1% |
73% |
False |
False |
|
| 10 |
5,845.15 |
5,579.64 |
265.51 |
4.7% |
75.02 |
1.3% |
29% |
False |
False |
|
| 20 |
5,897.69 |
5,579.64 |
318.05 |
5.6% |
75.48 |
1.3% |
24% |
False |
False |
|
| 40 |
5,897.69 |
5,570.28 |
327.41 |
5.8% |
57.43 |
1.0% |
26% |
False |
False |
|
| 60 |
5,897.69 |
5,353.59 |
544.10 |
9.6% |
47.78 |
0.8% |
56% |
False |
False |
|
| 80 |
5,897.69 |
5,316.02 |
581.67 |
10.3% |
46.53 |
0.8% |
59% |
False |
False |
|
| 100 |
5,897.69 |
5,238.69 |
659.00 |
11.7% |
43.40 |
0.8% |
63% |
False |
False |
|
| 120 |
5,897.69 |
5,029.61 |
868.08 |
15.3% |
40.88 |
0.7% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,903.24 |
|
2.618 |
5,814.84 |
|
1.618 |
5,760.67 |
|
1.000 |
5,727.19 |
|
0.618 |
5,706.50 |
|
HIGH |
5,673.02 |
|
0.618 |
5,652.33 |
|
0.500 |
5,645.94 |
|
0.382 |
5,639.54 |
|
LOW |
5,618.85 |
|
0.618 |
5,585.37 |
|
1.000 |
5,564.68 |
|
1.618 |
5,531.20 |
|
2.618 |
5,477.03 |
|
4.250 |
5,388.63 |
|
|