| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
5,905.60 |
5,920.93 |
15.33 |
0.3% |
5,845.82 |
| High |
5,921.52 |
5,950.58 |
29.06 |
0.5% |
5,932.61 |
| Low |
5,890.25 |
5,912.74 |
22.49 |
0.4% |
5,818.20 |
| Close |
5,921.52 |
5,941.37 |
19.85 |
0.3% |
5,921.52 |
| Range |
31.27 |
37.84 |
6.57 |
21.0% |
114.41 |
| ATR |
58.03 |
56.59 |
-1.44 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,048.42 |
6,032.73 |
5,962.18 |
|
| R3 |
6,010.58 |
5,994.89 |
5,951.78 |
|
| R2 |
5,972.74 |
5,972.74 |
5,948.31 |
|
| R1 |
5,957.05 |
5,957.05 |
5,944.84 |
5,964.90 |
| PP |
5,934.90 |
5,934.90 |
5,934.90 |
5,938.82 |
| S1 |
5,919.21 |
5,919.21 |
5,937.90 |
5,927.06 |
| S2 |
5,897.06 |
5,897.06 |
5,934.43 |
|
| S3 |
5,859.22 |
5,881.37 |
5,930.96 |
|
| S4 |
5,821.38 |
5,843.53 |
5,920.56 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,234.01 |
6,192.17 |
5,984.45 |
|
| R3 |
6,119.60 |
6,077.76 |
5,952.98 |
|
| R2 |
6,005.19 |
6,005.19 |
5,942.50 |
|
| R1 |
5,963.35 |
5,963.35 |
5,932.01 |
5,984.27 |
| PP |
5,890.78 |
5,890.78 |
5,890.78 |
5,901.24 |
| S1 |
5,848.94 |
5,848.94 |
5,911.03 |
5,869.86 |
| S2 |
5,776.37 |
5,776.37 |
5,900.54 |
|
| S3 |
5,661.96 |
5,734.53 |
5,890.06 |
|
| S4 |
5,547.55 |
5,620.12 |
5,858.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,950.58 |
5,818.20 |
132.38 |
2.2% |
38.86 |
0.7% |
93% |
True |
False |
|
| 10 |
5,950.58 |
5,667.27 |
283.31 |
4.8% |
38.52 |
0.6% |
97% |
True |
False |
|
| 20 |
5,950.58 |
5,579.64 |
370.94 |
6.2% |
57.16 |
1.0% |
98% |
True |
False |
|
| 40 |
5,950.58 |
5,579.64 |
370.94 |
6.2% |
56.84 |
1.0% |
98% |
True |
False |
|
| 60 |
5,950.58 |
5,570.28 |
380.30 |
6.4% |
49.52 |
0.8% |
98% |
True |
False |
|
| 80 |
5,950.58 |
5,353.59 |
596.99 |
10.0% |
45.78 |
0.8% |
98% |
True |
False |
|
| 100 |
5,950.58 |
5,316.02 |
634.56 |
10.7% |
44.20 |
0.7% |
99% |
True |
False |
|
| 120 |
5,950.58 |
5,128.76 |
821.82 |
13.8% |
41.76 |
0.7% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,111.40 |
|
2.618 |
6,049.65 |
|
1.618 |
6,011.81 |
|
1.000 |
5,988.42 |
|
0.618 |
5,973.97 |
|
HIGH |
5,950.58 |
|
0.618 |
5,936.13 |
|
0.500 |
5,931.66 |
|
0.382 |
5,927.19 |
|
LOW |
5,912.74 |
|
0.618 |
5,889.35 |
|
1.000 |
5,874.90 |
|
1.618 |
5,851.51 |
|
2.618 |
5,813.67 |
|
4.250 |
5,751.92 |
|
|