| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
11,596.0 |
11,473.0 |
-123.0 |
-1.1% |
11,754.5 |
| High |
11,608.5 |
11,547.5 |
-61.0 |
-0.5% |
11,811.0 |
| Low |
11,443.5 |
11,291.0 |
-152.5 |
-1.3% |
11,291.0 |
| Close |
11,508.5 |
11,353.0 |
-155.5 |
-1.4% |
11,353.0 |
| Range |
165.0 |
256.5 |
91.5 |
55.5% |
520.0 |
| ATR |
205.5 |
209.1 |
3.6 |
1.8% |
0.0 |
| Volume |
784 |
208 |
-576 |
-73.5% |
1,502 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,166.7 |
12,016.3 |
11,494.1 |
|
| R3 |
11,910.2 |
11,759.8 |
11,423.5 |
|
| R2 |
11,653.7 |
11,653.7 |
11,400.0 |
|
| R1 |
11,503.3 |
11,503.3 |
11,376.5 |
11,450.3 |
| PP |
11,397.2 |
11,397.2 |
11,397.2 |
11,370.6 |
| S1 |
11,246.8 |
11,246.8 |
11,329.5 |
11,193.8 |
| S2 |
11,140.7 |
11,140.7 |
11,306.0 |
|
| S3 |
10,884.2 |
10,990.3 |
11,282.5 |
|
| S4 |
10,627.7 |
10,733.8 |
11,211.9 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,045.0 |
12,719.0 |
11,639.0 |
|
| R3 |
12,525.0 |
12,199.0 |
11,496.0 |
|
| R2 |
12,005.0 |
12,005.0 |
11,448.3 |
|
| R1 |
11,679.0 |
11,679.0 |
11,400.7 |
11,582.0 |
| PP |
11,485.0 |
11,485.0 |
11,485.0 |
11,436.5 |
| S1 |
11,159.0 |
11,159.0 |
11,305.3 |
11,062.0 |
| S2 |
10,965.0 |
10,965.0 |
11,257.7 |
|
| S3 |
10,445.0 |
10,639.0 |
11,210.0 |
|
| S4 |
9,925.0 |
10,119.0 |
11,067.0 |
|
|
| 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 |
11,291.0 |
520.0 |
4.6% |
160.1 |
1.4% |
12% |
False |
True |
300 |
| 10 |
11,811.0 |
11,265.0 |
546.0 |
4.8% |
152.5 |
1.3% |
16% |
False |
False |
257 |
| 20 |
11,811.0 |
10,661.0 |
1,150.0 |
10.1% |
192.4 |
1.7% |
60% |
False |
False |
243 |
| 40 |
11,811.0 |
10,661.0 |
1,150.0 |
10.1% |
201.7 |
1.8% |
60% |
False |
False |
307 |
| 60 |
11,900.5 |
10,661.0 |
1,239.5 |
10.9% |
196.0 |
1.7% |
56% |
False |
False |
221 |
| 80 |
12,421.0 |
10,661.0 |
1,760.0 |
15.5% |
188.1 |
1.7% |
39% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,637.6 |
|
2.618 |
12,219.0 |
|
1.618 |
11,962.5 |
|
1.000 |
11,804.0 |
|
0.618 |
11,706.0 |
|
HIGH |
11,547.5 |
|
0.618 |
11,449.5 |
|
0.500 |
11,419.3 |
|
0.382 |
11,389.0 |
|
LOW |
11,291.0 |
|
0.618 |
11,132.5 |
|
1.000 |
11,034.5 |
|
1.618 |
10,876.0 |
|
2.618 |
10,619.5 |
|
4.250 |
10,200.9 |
|
|