| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,120.86 |
2,150.47 |
29.61 |
1.4% |
2,181.61 |
| High |
2,163.30 |
2,150.47 |
-12.83 |
-0.6% |
2,187.87 |
| Low |
2,119.12 |
2,120.27 |
1.15 |
0.1% |
2,127.81 |
| Close |
2,159.04 |
2,127.02 |
-32.02 |
-1.5% |
2,127.81 |
| Range |
44.18 |
30.20 |
-13.98 |
-31.6% |
60.06 |
| ATR |
18.01 |
19.49 |
1.48 |
8.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.19 |
2,205.30 |
2,143.63 |
|
| R3 |
2,192.99 |
2,175.10 |
2,135.33 |
|
| R2 |
2,162.79 |
2,162.79 |
2,132.56 |
|
| R1 |
2,144.90 |
2,144.90 |
2,129.79 |
2,138.75 |
| PP |
2,132.59 |
2,132.59 |
2,132.59 |
2,129.51 |
| S1 |
2,114.70 |
2,114.70 |
2,124.25 |
2,108.55 |
| S2 |
2,102.39 |
2,102.39 |
2,121.48 |
|
| S3 |
2,072.19 |
2,084.50 |
2,118.72 |
|
| S4 |
2,041.99 |
2,054.30 |
2,110.41 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.01 |
2,287.97 |
2,160.84 |
|
| R3 |
2,267.95 |
2,227.91 |
2,144.33 |
|
| R2 |
2,207.89 |
2,207.89 |
2,138.82 |
|
| R1 |
2,167.85 |
2,167.85 |
2,133.32 |
2,157.84 |
| PP |
2,147.83 |
2,147.83 |
2,147.83 |
2,142.83 |
| S1 |
2,107.79 |
2,107.79 |
2,122.30 |
2,097.78 |
| S2 |
2,087.77 |
2,087.77 |
2,116.80 |
|
| S3 |
2,027.71 |
2,047.73 |
2,111.29 |
|
| S4 |
1,967.65 |
1,987.67 |
2,094.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
26.38 |
1.2% |
11% |
False |
False |
|
| 10 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
19.54 |
0.9% |
11% |
False |
False |
|
| 20 |
2,193.42 |
2,119.12 |
74.30 |
3.5% |
15.79 |
0.7% |
11% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
13.72 |
0.6% |
11% |
False |
False |
|
| 60 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.45 |
0.8% |
67% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.17 |
0.8% |
67% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.73 |
0.8% |
67% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.90 |
0.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.82 |
|
2.618 |
2,229.53 |
|
1.618 |
2,199.33 |
|
1.000 |
2,180.67 |
|
0.618 |
2,169.13 |
|
HIGH |
2,150.47 |
|
0.618 |
2,138.93 |
|
0.500 |
2,135.37 |
|
0.382 |
2,131.81 |
|
LOW |
2,120.27 |
|
0.618 |
2,101.61 |
|
1.000 |
2,090.07 |
|
1.618 |
2,071.41 |
|
2.618 |
2,041.21 |
|
4.250 |
1,991.92 |
|
|