| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,754.5 |
11,785.0 |
30.5 |
0.3% |
11,328.5 |
| High |
11,811.0 |
11,785.0 |
-26.0 |
-0.2% |
11,789.0 |
| Low |
11,736.0 |
11,575.0 |
-161.0 |
-1.4% |
11,265.0 |
| Close |
11,760.0 |
11,613.5 |
-146.5 |
-1.2% |
11,679.5 |
| Range |
75.0 |
210.0 |
135.0 |
180.0% |
524.0 |
| ATR |
216.0 |
215.5 |
-0.4 |
-0.2% |
0.0 |
| Volume |
219 |
177 |
-42 |
-19.2% |
1,075 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,287.8 |
12,160.7 |
11,729.0 |
|
| R3 |
12,077.8 |
11,950.7 |
11,671.3 |
|
| R2 |
11,867.8 |
11,867.8 |
11,652.0 |
|
| R1 |
11,740.7 |
11,740.7 |
11,632.8 |
11,699.3 |
| PP |
11,657.8 |
11,657.8 |
11,657.8 |
11,637.1 |
| S1 |
11,530.7 |
11,530.7 |
11,594.3 |
11,489.3 |
| S2 |
11,447.8 |
11,447.8 |
11,575.0 |
|
| S3 |
11,237.8 |
11,320.7 |
11,555.8 |
|
| S4 |
11,027.8 |
11,110.7 |
11,498.0 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,149.8 |
12,938.7 |
11,967.7 |
|
| R3 |
12,625.8 |
12,414.7 |
11,823.6 |
|
| R2 |
12,101.8 |
12,101.8 |
11,775.6 |
|
| R1 |
11,890.7 |
11,890.7 |
11,727.5 |
11,996.3 |
| PP |
11,577.8 |
11,577.8 |
11,577.8 |
11,630.6 |
| S1 |
11,366.7 |
11,366.7 |
11,631.5 |
11,472.3 |
| S2 |
11,053.8 |
11,053.8 |
11,583.4 |
|
| S3 |
10,529.8 |
10,842.7 |
11,535.4 |
|
| S4 |
10,005.8 |
10,318.7 |
11,391.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,811.0 |
11,487.0 |
324.0 |
2.8% |
129.3 |
1.1% |
39% |
False |
False |
213 |
| 10 |
11,811.0 |
10,661.0 |
1,150.0 |
9.9% |
163.7 |
1.4% |
83% |
False |
False |
203 |
| 20 |
11,811.0 |
10,661.0 |
1,150.0 |
9.9% |
196.3 |
1.7% |
83% |
False |
False |
246 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
9.9% |
200.9 |
1.7% |
83% |
False |
False |
281 |
| 60 |
12,080.0 |
10,661.0 |
1,419.0 |
12.2% |
202.9 |
1.7% |
67% |
False |
False |
205 |
| 80 |
12,421.0 |
10,661.0 |
1,760.0 |
15.2% |
181.7 |
1.6% |
54% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,677.5 |
|
2.618 |
12,334.8 |
|
1.618 |
12,124.8 |
|
1.000 |
11,995.0 |
|
0.618 |
11,914.8 |
|
HIGH |
11,785.0 |
|
0.618 |
11,704.8 |
|
0.500 |
11,680.0 |
|
0.382 |
11,655.2 |
|
LOW |
11,575.0 |
|
0.618 |
11,445.2 |
|
1.000 |
11,365.0 |
|
1.618 |
11,235.2 |
|
2.618 |
11,025.2 |
|
4.250 |
10,682.5 |
|
|