| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,163.37 |
2,155.15 |
-8.22 |
-0.4% |
2,158.54 |
| High |
2,165.46 |
2,163.95 |
-1.51 |
-0.1% |
2,175.30 |
| Low |
2,144.01 |
2,155.15 |
11.14 |
0.5% |
2,141.55 |
| Close |
2,150.49 |
2,159.73 |
9.24 |
0.4% |
2,168.27 |
| Range |
21.45 |
8.80 |
-12.65 |
-59.0% |
33.75 |
| ATR |
19.78 |
19.32 |
-0.45 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.01 |
2,181.67 |
2,164.57 |
|
| R3 |
2,177.21 |
2,172.87 |
2,162.15 |
|
| R2 |
2,168.41 |
2,168.41 |
2,161.34 |
|
| R1 |
2,164.07 |
2,164.07 |
2,160.54 |
2,166.24 |
| PP |
2,159.61 |
2,159.61 |
2,159.61 |
2,160.70 |
| S1 |
2,155.27 |
2,155.27 |
2,158.92 |
2,157.44 |
| S2 |
2,150.81 |
2,150.81 |
2,158.12 |
|
| S3 |
2,142.01 |
2,146.47 |
2,157.31 |
|
| S4 |
2,133.21 |
2,137.67 |
2,154.89 |
|
|
| 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 |
1.4% |
17.23 |
0.8% |
50% |
False |
False |
|
| 10 |
2,179.99 |
2,141.55 |
38.44 |
1.8% |
15.87 |
0.7% |
47% |
False |
False |
|
| 20 |
2,184.94 |
2,119.12 |
65.82 |
3.0% |
20.10 |
0.9% |
62% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.78 |
0.7% |
54% |
False |
False |
|
| 60 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.52 |
0.7% |
54% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.80 |
0.8% |
83% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.67 |
0.8% |
83% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.80 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.35 |
|
2.618 |
2,186.99 |
|
1.618 |
2,178.19 |
|
1.000 |
2,172.75 |
|
0.618 |
2,169.39 |
|
HIGH |
2,163.95 |
|
0.618 |
2,160.59 |
|
0.500 |
2,159.55 |
|
0.382 |
2,158.51 |
|
LOW |
2,155.15 |
|
0.618 |
2,149.71 |
|
1.000 |
2,146.35 |
|
1.618 |
2,140.91 |
|
2.618 |
2,132.11 |
|
4.250 |
2,117.75 |
|
|