| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,091.0 |
11,182.5 |
91.5 |
0.8% |
11,190.0 |
| High |
11,285.0 |
11,217.5 |
-67.5 |
-0.6% |
11,647.0 |
| Low |
11,012.5 |
11,087.0 |
74.5 |
0.7% |
11,190.0 |
| Close |
11,173.0 |
11,105.5 |
-67.5 |
-0.6% |
11,506.5 |
| Range |
272.5 |
130.5 |
-142.0 |
-52.1% |
457.0 |
| ATR |
258.2 |
249.1 |
-9.1 |
-3.5% |
0.0 |
| Volume |
190 |
173 |
-17 |
-8.9% |
2,617 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,528.2 |
11,447.3 |
11,177.3 |
|
| R3 |
11,397.7 |
11,316.8 |
11,141.4 |
|
| R2 |
11,267.2 |
11,267.2 |
11,129.4 |
|
| R1 |
11,186.3 |
11,186.3 |
11,117.5 |
11,161.5 |
| PP |
11,136.7 |
11,136.7 |
11,136.7 |
11,124.3 |
| S1 |
11,055.8 |
11,055.8 |
11,093.5 |
11,031.0 |
| S2 |
11,006.2 |
11,006.2 |
11,081.6 |
|
| S3 |
10,875.7 |
10,925.3 |
11,069.6 |
|
| S4 |
10,745.2 |
10,794.8 |
11,033.7 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,818.8 |
12,619.7 |
11,757.9 |
|
| R3 |
12,361.8 |
12,162.7 |
11,632.2 |
|
| R2 |
11,904.8 |
11,904.8 |
11,590.3 |
|
| R1 |
11,705.7 |
11,705.7 |
11,548.4 |
11,805.3 |
| PP |
11,447.8 |
11,447.8 |
11,447.8 |
11,497.6 |
| S1 |
11,248.7 |
11,248.7 |
11,464.6 |
11,348.3 |
| S2 |
10,990.8 |
10,990.8 |
11,422.7 |
|
| S3 |
10,533.8 |
10,791.7 |
11,380.8 |
|
| S4 |
10,076.8 |
10,334.7 |
11,255.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,551.5 |
10,869.0 |
682.5 |
6.1% |
241.9 |
2.2% |
35% |
False |
False |
247 |
| 10 |
11,647.0 |
10,869.0 |
778.0 |
7.0% |
229.5 |
2.1% |
30% |
False |
False |
409 |
| 20 |
11,647.0 |
10,820.5 |
826.5 |
7.4% |
229.5 |
2.1% |
34% |
False |
False |
397 |
| 40 |
11,900.5 |
10,820.5 |
1,080.0 |
9.7% |
200.8 |
1.8% |
26% |
False |
False |
230 |
| 60 |
12,421.0 |
10,820.5 |
1,600.5 |
14.4% |
196.8 |
1.8% |
18% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,772.1 |
|
2.618 |
11,559.1 |
|
1.618 |
11,428.6 |
|
1.000 |
11,348.0 |
|
0.618 |
11,298.1 |
|
HIGH |
11,217.5 |
|
0.618 |
11,167.6 |
|
0.500 |
11,152.3 |
|
0.382 |
11,136.9 |
|
LOW |
11,087.0 |
|
0.618 |
11,006.4 |
|
1.000 |
10,956.5 |
|
1.618 |
10,875.9 |
|
2.618 |
10,745.4 |
|
4.250 |
10,532.4 |
|
|