| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
5,928.68 |
5,900.64 |
-28.04 |
-0.5% |
5,920.93 |
| High |
5,932.37 |
5,905.29 |
-27.08 |
-0.5% |
5,995.77 |
| Low |
5,871.79 |
5,880.45 |
8.66 |
0.1% |
5,847.05 |
| Close |
5,880.33 |
5,895.17 |
14.84 |
0.3% |
5,908.92 |
| Range |
60.58 |
24.84 |
-35.74 |
-59.0% |
148.72 |
| ATR |
58.71 |
56.30 |
-2.41 |
-4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,968.16 |
5,956.50 |
5,908.83 |
|
| R3 |
5,943.32 |
5,931.66 |
5,902.00 |
|
| R2 |
5,918.48 |
5,918.48 |
5,899.72 |
|
| R1 |
5,906.82 |
5,906.82 |
5,897.45 |
5,900.23 |
| PP |
5,893.64 |
5,893.64 |
5,893.64 |
5,890.34 |
| S1 |
5,881.98 |
5,881.98 |
5,892.89 |
5,875.39 |
| S2 |
5,868.80 |
5,868.80 |
5,890.62 |
|
| S3 |
5,843.96 |
5,857.14 |
5,888.34 |
|
| S4 |
5,819.12 |
5,832.30 |
5,881.51 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,363.41 |
6,284.88 |
5,990.72 |
|
| R3 |
6,214.69 |
6,136.16 |
5,949.82 |
|
| R2 |
6,065.97 |
6,065.97 |
5,936.19 |
|
| R1 |
5,987.44 |
5,987.44 |
5,922.55 |
5,952.35 |
| PP |
5,917.25 |
5,917.25 |
5,917.25 |
5,899.70 |
| S1 |
5,838.72 |
5,838.72 |
5,895.29 |
5,803.63 |
| S2 |
5,768.53 |
5,768.53 |
5,881.65 |
|
| S3 |
5,619.81 |
5,690.00 |
5,868.02 |
|
| S4 |
5,471.09 |
5,541.28 |
5,827.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,995.77 |
5,847.05 |
148.72 |
2.5% |
59.75 |
1.0% |
32% |
False |
False |
|
| 10 |
5,995.77 |
5,847.05 |
148.72 |
2.5% |
45.95 |
0.8% |
32% |
False |
False |
|
| 20 |
5,995.77 |
5,579.64 |
416.13 |
7.1% |
47.22 |
0.8% |
76% |
False |
False |
|
| 40 |
5,995.77 |
5,579.64 |
416.13 |
7.1% |
60.07 |
1.0% |
76% |
False |
False |
|
| 60 |
5,995.77 |
5,570.28 |
425.49 |
7.2% |
52.31 |
0.9% |
76% |
False |
False |
|
| 80 |
5,995.77 |
5,353.59 |
642.18 |
10.9% |
47.14 |
0.8% |
84% |
False |
False |
|
| 100 |
5,995.77 |
5,316.02 |
679.75 |
11.5% |
45.63 |
0.8% |
85% |
False |
False |
|
| 120 |
5,995.77 |
5,196.07 |
799.70 |
13.6% |
43.16 |
0.7% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,010.86 |
|
2.618 |
5,970.32 |
|
1.618 |
5,945.48 |
|
1.000 |
5,930.13 |
|
0.618 |
5,920.64 |
|
HIGH |
5,905.29 |
|
0.618 |
5,895.80 |
|
0.500 |
5,892.87 |
|
0.382 |
5,889.94 |
|
LOW |
5,880.45 |
|
0.618 |
5,865.10 |
|
1.000 |
5,855.61 |
|
1.618 |
5,840.26 |
|
2.618 |
5,815.42 |
|
4.250 |
5,774.88 |
|
|