| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,164.33 |
2,163.37 |
-0.96 |
0.0% |
2,158.54 |
| High |
2,164.41 |
2,165.46 |
1.05 |
0.0% |
2,175.30 |
| Low |
2,154.77 |
2,144.01 |
-10.76 |
-0.5% |
2,141.55 |
| Close |
2,161.20 |
2,150.49 |
-10.71 |
-0.5% |
2,168.27 |
| Range |
9.64 |
21.45 |
11.81 |
122.5% |
33.75 |
| ATR |
19.65 |
19.78 |
0.13 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,217.67 |
2,205.53 |
2,162.29 |
|
| R3 |
2,196.22 |
2,184.08 |
2,156.39 |
|
| R2 |
2,174.77 |
2,174.77 |
2,154.42 |
|
| R1 |
2,162.63 |
2,162.63 |
2,152.46 |
2,157.98 |
| PP |
2,153.32 |
2,153.32 |
2,153.32 |
2,150.99 |
| S1 |
2,141.18 |
2,141.18 |
2,148.52 |
2,136.53 |
| S2 |
2,131.87 |
2,131.87 |
2,146.56 |
|
| S3 |
2,110.42 |
2,119.73 |
2,144.59 |
|
| S4 |
2,088.97 |
2,098.28 |
2,138.69 |
|
|
| 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 |
2,144.01 |
31.29 |
1.5% |
19.59 |
0.9% |
21% |
False |
True |
|
| 10 |
2,179.99 |
2,139.57 |
40.42 |
1.9% |
17.54 |
0.8% |
27% |
False |
False |
|
| 20 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
20.10 |
0.9% |
46% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.79 |
0.7% |
42% |
False |
False |
|
| 60 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.64 |
0.7% |
42% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.93 |
0.8% |
79% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.82 |
0.8% |
79% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.78 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,256.62 |
|
2.618 |
2,221.62 |
|
1.618 |
2,200.17 |
|
1.000 |
2,186.91 |
|
0.618 |
2,178.72 |
|
HIGH |
2,165.46 |
|
0.618 |
2,157.27 |
|
0.500 |
2,154.74 |
|
0.382 |
2,152.20 |
|
LOW |
2,144.01 |
|
0.618 |
2,130.75 |
|
1.000 |
2,122.56 |
|
1.618 |
2,109.30 |
|
2.618 |
2,087.85 |
|
4.250 |
2,052.85 |
|
|