| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
4,557.25 |
4,519.25 |
-38.00 |
-0.8% |
4,645.00 |
| High |
4,557.25 |
4,553.75 |
-3.50 |
-0.1% |
4,677.25 |
| Low |
4,498.00 |
4,494.00 |
-4.00 |
-0.1% |
4,540.00 |
| Close |
4,515.25 |
4,549.00 |
33.75 |
0.7% |
4,554.75 |
| Range |
59.25 |
59.75 |
0.50 |
0.8% |
137.25 |
| ATR |
56.57 |
56.79 |
0.23 |
0.4% |
0.00 |
| Volume |
250 |
113 |
-137 |
-54.8% |
461 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,711.50 |
4,690.00 |
4,581.75 |
|
| R3 |
4,651.75 |
4,630.25 |
4,565.50 |
|
| R2 |
4,592.00 |
4,592.00 |
4,560.00 |
|
| R1 |
4,570.50 |
4,570.50 |
4,554.50 |
4,581.25 |
| PP |
4,532.25 |
4,532.25 |
4,532.25 |
4,537.50 |
| S1 |
4,510.75 |
4,510.75 |
4,543.50 |
4,521.50 |
| S2 |
4,472.50 |
4,472.50 |
4,538.00 |
|
| S3 |
4,412.75 |
4,451.00 |
4,532.50 |
|
| S4 |
4,353.00 |
4,391.25 |
4,516.25 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,002.50 |
4,915.75 |
4,630.25 |
|
| R3 |
4,865.25 |
4,778.50 |
4,592.50 |
|
| R2 |
4,728.00 |
4,728.00 |
4,580.00 |
|
| R1 |
4,641.25 |
4,641.25 |
4,567.25 |
4,616.00 |
| PP |
4,590.75 |
4,590.75 |
4,590.75 |
4,578.00 |
| S1 |
4,504.00 |
4,504.00 |
4,542.25 |
4,478.75 |
| S2 |
4,453.50 |
4,453.50 |
4,529.50 |
|
| S3 |
4,316.25 |
4,366.75 |
4,517.00 |
|
| S4 |
4,179.00 |
4,229.50 |
4,479.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,630.25 |
4,494.00 |
136.25 |
3.0% |
59.25 |
1.3% |
40% |
False |
True |
133 |
| 10 |
4,677.25 |
4,494.00 |
183.25 |
4.0% |
53.00 |
1.2% |
30% |
False |
True |
106 |
| 20 |
4,677.25 |
4,333.25 |
344.00 |
7.6% |
55.25 |
1.2% |
63% |
False |
False |
86 |
| 40 |
4,677.25 |
4,333.25 |
344.00 |
7.6% |
45.00 |
1.0% |
63% |
False |
False |
52 |
| 60 |
4,677.25 |
4,333.25 |
344.00 |
7.6% |
32.25 |
0.7% |
63% |
False |
False |
36 |
| 80 |
4,677.25 |
4,323.75 |
353.50 |
7.8% |
25.00 |
0.5% |
64% |
False |
False |
27 |
| 100 |
4,677.25 |
4,290.00 |
387.25 |
8.5% |
21.50 |
0.5% |
67% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,807.75 |
|
2.618 |
4,710.25 |
|
1.618 |
4,650.50 |
|
1.000 |
4,613.50 |
|
0.618 |
4,590.75 |
|
HIGH |
4,553.75 |
|
0.618 |
4,531.00 |
|
0.500 |
4,524.00 |
|
0.382 |
4,516.75 |
|
LOW |
4,494.00 |
|
0.618 |
4,457.00 |
|
1.000 |
4,434.25 |
|
1.618 |
4,397.25 |
|
2.618 |
4,337.50 |
|
4.250 |
4,240.00 |
|
|