| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,158.54 |
2,146.04 |
-12.50 |
-0.6% |
2,143.99 |
| High |
2,158.54 |
2,161.13 |
2.59 |
0.1% |
2,179.99 |
| Low |
2,145.04 |
2,141.55 |
-3.49 |
-0.2% |
2,135.91 |
| Close |
2,146.10 |
2,159.93 |
13.83 |
0.6% |
2,164.69 |
| Range |
13.50 |
19.58 |
6.08 |
45.0% |
44.08 |
| ATR |
19.08 |
19.11 |
0.04 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.94 |
2,206.02 |
2,170.70 |
|
| R3 |
2,193.36 |
2,186.44 |
2,165.31 |
|
| R2 |
2,173.78 |
2,173.78 |
2,163.52 |
|
| R1 |
2,166.86 |
2,166.86 |
2,161.72 |
2,170.32 |
| PP |
2,154.20 |
2,154.20 |
2,154.20 |
2,155.94 |
| S1 |
2,147.28 |
2,147.28 |
2,158.14 |
2,150.74 |
| S2 |
2,134.62 |
2,134.62 |
2,156.34 |
|
| S3 |
2,115.04 |
2,127.70 |
2,154.55 |
|
| S4 |
2,095.46 |
2,108.12 |
2,149.16 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.44 |
2,272.64 |
2,188.93 |
|
| R3 |
2,248.36 |
2,228.56 |
2,176.81 |
|
| R2 |
2,204.28 |
2,204.28 |
2,172.77 |
|
| R1 |
2,184.48 |
2,184.48 |
2,168.73 |
2,194.38 |
| PP |
2,160.20 |
2,160.20 |
2,160.20 |
2,165.15 |
| S1 |
2,140.40 |
2,140.40 |
2,160.65 |
2,150.30 |
| S2 |
2,116.12 |
2,116.12 |
2,156.61 |
|
| S3 |
2,072.04 |
2,096.32 |
2,152.57 |
|
| S4 |
2,027.96 |
2,052.24 |
2,140.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,179.99 |
2,139.57 |
40.42 |
1.9% |
15.49 |
0.7% |
50% |
False |
False |
|
| 10 |
2,179.99 |
2,119.90 |
60.09 |
2.8% |
17.22 |
0.8% |
67% |
False |
False |
|
| 20 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
18.38 |
0.9% |
59% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.95 |
0.7% |
55% |
False |
False |
|
| 60 |
2,193.81 |
2,074.02 |
119.79 |
5.5% |
14.62 |
0.7% |
72% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.44 |
0.8% |
83% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.74 |
0.8% |
83% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.73 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,244.35 |
|
2.618 |
2,212.39 |
|
1.618 |
2,192.81 |
|
1.000 |
2,180.71 |
|
0.618 |
2,173.23 |
|
HIGH |
2,161.13 |
|
0.618 |
2,153.65 |
|
0.500 |
2,151.34 |
|
0.382 |
2,149.03 |
|
LOW |
2,141.55 |
|
0.618 |
2,129.45 |
|
1.000 |
2,121.97 |
|
1.618 |
2,109.87 |
|
2.618 |
2,090.29 |
|
4.250 |
2,058.34 |
|
|