| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,145.94 |
2,144.58 |
-1.36 |
-0.1% |
2,120.86 |
| High |
2,150.80 |
2,165.11 |
14.31 |
0.7% |
2,163.30 |
| Low |
2,139.17 |
2,139.57 |
0.40 |
0.0% |
2,119.12 |
| Close |
2,139.76 |
2,163.12 |
23.36 |
1.1% |
2,139.16 |
| Range |
11.63 |
25.54 |
13.91 |
119.6% |
44.18 |
| ATR |
19.23 |
19.68 |
0.45 |
2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.55 |
2,223.38 |
2,177.17 |
|
| R3 |
2,207.01 |
2,197.84 |
2,170.14 |
|
| R2 |
2,181.47 |
2,181.47 |
2,167.80 |
|
| R1 |
2,172.30 |
2,172.30 |
2,165.46 |
2,176.89 |
| PP |
2,155.93 |
2,155.93 |
2,155.93 |
2,158.23 |
| S1 |
2,146.76 |
2,146.76 |
2,160.78 |
2,151.35 |
| S2 |
2,130.39 |
2,130.39 |
2,158.44 |
|
| S3 |
2,104.85 |
2,121.22 |
2,156.10 |
|
| S4 |
2,079.31 |
2,095.68 |
2,149.07 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,273.07 |
2,250.29 |
2,163.46 |
|
| R3 |
2,228.89 |
2,206.11 |
2,151.31 |
|
| R2 |
2,184.71 |
2,184.71 |
2,147.26 |
|
| R1 |
2,161.93 |
2,161.93 |
2,143.21 |
2,173.32 |
| PP |
2,140.53 |
2,140.53 |
2,140.53 |
2,146.22 |
| S1 |
2,117.75 |
2,117.75 |
2,135.11 |
2,129.14 |
| S2 |
2,096.35 |
2,096.35 |
2,131.06 |
|
| S3 |
2,052.17 |
2,073.57 |
2,127.01 |
|
| S4 |
2,007.99 |
2,029.39 |
2,114.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,165.11 |
2,122.65 |
42.46 |
2.0% |
19.76 |
0.9% |
95% |
True |
False |
|
| 10 |
2,184.94 |
2,119.12 |
65.82 |
3.0% |
24.33 |
1.1% |
67% |
False |
False |
|
| 20 |
2,187.94 |
2,119.12 |
68.82 |
3.2% |
19.06 |
0.9% |
64% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.02 |
0.7% |
59% |
False |
False |
|
| 60 |
2,193.81 |
2,006.67 |
187.14 |
8.7% |
15.41 |
0.7% |
84% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.3% |
16.62 |
0.8% |
85% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.3% |
16.91 |
0.8% |
85% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.3% |
17.01 |
0.8% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.66 |
|
2.618 |
2,231.97 |
|
1.618 |
2,206.43 |
|
1.000 |
2,190.65 |
|
0.618 |
2,180.89 |
|
HIGH |
2,165.11 |
|
0.618 |
2,155.35 |
|
0.500 |
2,152.34 |
|
0.382 |
2,149.33 |
|
LOW |
2,139.57 |
|
0.618 |
2,123.79 |
|
1.000 |
2,114.03 |
|
1.618 |
2,098.25 |
|
2.618 |
2,072.71 |
|
4.250 |
2,031.03 |
|
|