| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,168.90 |
2,156.51 |
-12.39 |
-0.6% |
2,158.54 |
| High |
2,172.67 |
2,175.30 |
2.63 |
0.1% |
2,175.30 |
| Low |
2,145.20 |
2,156.51 |
11.31 |
0.5% |
2,141.55 |
| Close |
2,151.13 |
2,168.27 |
17.14 |
0.8% |
2,168.27 |
| Range |
27.47 |
18.79 |
-8.68 |
-31.6% |
33.75 |
| ATR |
19.81 |
20.12 |
0.31 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,223.06 |
2,214.46 |
2,178.60 |
|
| R3 |
2,204.27 |
2,195.67 |
2,173.44 |
|
| R2 |
2,185.48 |
2,185.48 |
2,171.71 |
|
| R1 |
2,176.88 |
2,176.88 |
2,169.99 |
2,181.18 |
| PP |
2,166.69 |
2,166.69 |
2,166.69 |
2,168.85 |
| S1 |
2,158.09 |
2,158.09 |
2,166.55 |
2,162.39 |
| S2 |
2,147.90 |
2,147.90 |
2,164.83 |
|
| S3 |
2,129.11 |
2,139.30 |
2,163.10 |
|
| S4 |
2,110.32 |
2,120.51 |
2,157.94 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.96 |
2,249.36 |
2,186.83 |
|
| R3 |
2,229.21 |
2,215.61 |
2,177.55 |
|
| R2 |
2,195.46 |
2,195.46 |
2,174.46 |
|
| R1 |
2,181.86 |
2,181.86 |
2,171.36 |
2,188.66 |
| PP |
2,161.71 |
2,161.71 |
2,161.71 |
2,165.11 |
| S1 |
2,148.11 |
2,148.11 |
2,165.18 |
2,154.91 |
| S2 |
2,127.96 |
2,127.96 |
2,162.08 |
|
| S3 |
2,094.21 |
2,114.36 |
2,158.99 |
|
| S4 |
2,060.46 |
2,080.61 |
2,149.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,175.30 |
2,141.55 |
33.75 |
1.6% |
19.99 |
0.9% |
79% |
True |
False |
|
| 10 |
2,179.99 |
2,135.91 |
44.08 |
2.0% |
17.37 |
0.8% |
73% |
False |
False |
|
| 20 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
19.68 |
0.9% |
71% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.4% |
15.55 |
0.7% |
66% |
False |
False |
|
| 60 |
2,193.81 |
2,106.96 |
86.85 |
4.0% |
14.72 |
0.7% |
71% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.3% |
16.91 |
0.8% |
87% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.3% |
16.90 |
0.8% |
87% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.3% |
16.75 |
0.8% |
87% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.16 |
|
2.618 |
2,224.49 |
|
1.618 |
2,205.70 |
|
1.000 |
2,194.09 |
|
0.618 |
2,186.91 |
|
HIGH |
2,175.30 |
|
0.618 |
2,168.12 |
|
0.500 |
2,165.91 |
|
0.382 |
2,163.69 |
|
LOW |
2,156.51 |
|
0.618 |
2,144.90 |
|
1.000 |
2,137.72 |
|
1.618 |
2,126.11 |
|
2.618 |
2,107.32 |
|
4.250 |
2,076.65 |
|
|