| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
5,900.64 |
5,934.07 |
33.43 |
0.6% |
5,920.93 |
| High |
5,905.29 |
5,936.15 |
30.86 |
0.5% |
5,995.77 |
| Low |
5,880.45 |
5,859.62 |
-20.83 |
-0.4% |
5,847.05 |
| Close |
5,895.17 |
5,914.23 |
19.06 |
0.3% |
5,908.92 |
| Range |
24.84 |
76.53 |
51.69 |
208.1% |
148.72 |
| ATR |
56.30 |
57.75 |
1.44 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,132.92 |
6,100.11 |
5,956.32 |
|
| R3 |
6,056.39 |
6,023.58 |
5,935.28 |
|
| R2 |
5,979.86 |
5,979.86 |
5,928.26 |
|
| R1 |
5,947.05 |
5,947.05 |
5,921.25 |
5,925.19 |
| PP |
5,903.33 |
5,903.33 |
5,903.33 |
5,892.41 |
| S1 |
5,870.52 |
5,870.52 |
5,907.21 |
5,848.66 |
| S2 |
5,826.80 |
5,826.80 |
5,900.20 |
|
| S3 |
5,750.27 |
5,793.99 |
5,893.18 |
|
| S4 |
5,673.74 |
5,717.46 |
5,872.14 |
|
|
| 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% |
72.01 |
1.2% |
45% |
False |
False |
|
| 10 |
5,995.77 |
5,847.05 |
148.72 |
2.5% |
50.92 |
0.9% |
45% |
False |
False |
|
| 20 |
5,995.77 |
5,579.64 |
416.13 |
7.0% |
47.55 |
0.8% |
80% |
False |
False |
|
| 40 |
5,995.77 |
5,579.64 |
416.13 |
7.0% |
60.92 |
1.0% |
80% |
False |
False |
|
| 60 |
5,995.77 |
5,570.28 |
425.49 |
7.2% |
53.24 |
0.9% |
81% |
False |
False |
|
| 80 |
5,995.77 |
5,353.59 |
642.18 |
10.9% |
47.67 |
0.8% |
87% |
False |
False |
|
| 100 |
5,995.77 |
5,316.02 |
679.75 |
11.5% |
46.09 |
0.8% |
88% |
False |
False |
|
| 120 |
5,995.77 |
5,212.83 |
782.94 |
13.2% |
43.58 |
0.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,261.40 |
|
2.618 |
6,136.51 |
|
1.618 |
6,059.98 |
|
1.000 |
6,012.68 |
|
0.618 |
5,983.45 |
|
HIGH |
5,936.15 |
|
0.618 |
5,906.92 |
|
0.500 |
5,897.89 |
|
0.382 |
5,888.85 |
|
LOW |
5,859.62 |
|
0.618 |
5,812.32 |
|
1.000 |
5,783.09 |
|
1.618 |
5,735.79 |
|
2.618 |
5,659.26 |
|
4.250 |
5,534.37 |
|
|