| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,156.51 |
2,164.33 |
7.82 |
0.4% |
2,158.54 |
| High |
2,175.30 |
2,164.41 |
-10.89 |
-0.5% |
2,175.30 |
| Low |
2,156.51 |
2,154.77 |
-1.74 |
-0.1% |
2,141.55 |
| Close |
2,168.27 |
2,161.20 |
-7.07 |
-0.3% |
2,168.27 |
| Range |
18.79 |
9.64 |
-9.15 |
-48.7% |
33.75 |
| ATR |
20.12 |
19.65 |
-0.47 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.05 |
2,184.76 |
2,166.50 |
|
| R3 |
2,179.41 |
2,175.12 |
2,163.85 |
|
| R2 |
2,169.77 |
2,169.77 |
2,162.97 |
|
| R1 |
2,165.48 |
2,165.48 |
2,162.08 |
2,162.81 |
| PP |
2,160.13 |
2,160.13 |
2,160.13 |
2,158.79 |
| S1 |
2,155.84 |
2,155.84 |
2,160.32 |
2,153.17 |
| S2 |
2,150.49 |
2,150.49 |
2,159.43 |
|
| S3 |
2,140.85 |
2,146.20 |
2,158.55 |
|
| S4 |
2,131.21 |
2,136.56 |
2,155.90 |
|
|
| 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% |
19.22 |
0.9% |
58% |
False |
False |
|
| 10 |
2,179.99 |
2,139.17 |
40.82 |
1.9% |
16.56 |
0.8% |
54% |
False |
False |
|
| 20 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
19.60 |
0.9% |
61% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.44 |
0.7% |
56% |
False |
False |
|
| 60 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.47 |
0.7% |
56% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.91 |
0.8% |
84% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.81 |
0.8% |
84% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.68 |
0.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.38 |
|
2.618 |
2,189.65 |
|
1.618 |
2,180.01 |
|
1.000 |
2,174.05 |
|
0.618 |
2,170.37 |
|
HIGH |
2,164.41 |
|
0.618 |
2,160.73 |
|
0.500 |
2,159.59 |
|
0.382 |
2,158.45 |
|
LOW |
2,154.77 |
|
0.618 |
2,148.81 |
|
1.000 |
2,145.13 |
|
1.618 |
2,139.17 |
|
2.618 |
2,129.53 |
|
4.250 |
2,113.80 |
|
|